# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-26-000186
**Filing Date:** 2026-5
**Character Count:** 7870714
**Document Hash:** 282f99494561e1daaa93687439d7c997
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-26-000186.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000794105-26-000186

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 261037147

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600 V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Total Bond Market II Index Fund (Series ID: S000025158)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000075027 | Investor Shares      | VTBIX           |
| C000075028 | Institutional Shares | VTBNX           |

## Nport-Ex

Vanguard<sup>®</sup> Total Bond Market II Index Fund

Schedule of Investments (unaudited)

As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (69.1%)** | **U.S. Government and Agency Obligations (69.1%)** | **U.S. Government and Agency Obligations (69.1%)** | **U.S. Government and Agency Obligations (69.1%)** | **U.S. Government and Agency Obligations (69.1%)** | **U.S. Government and Agency Obligations (69.1%)** |
| **U.S. Government Securities (49.7%)** | **U.S. Government Securities (49.7%)** | **U.S. Government Securities (49.7%)** | **U.S. Government Securities (49.7%)** | **U.S. Government Securities (49.7%)** | **U.S. Government Securities (49.7%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;534126 | &nbsp;&nbsp;&nbsp;&nbsp;538236 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;173350 | &nbsp;&nbsp;&nbsp;&nbsp;167391 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;604398 | &nbsp;&nbsp;&nbsp;&nbsp;597905 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;972616 | &nbsp;&nbsp;&nbsp;&nbsp;972388 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;826780 | &nbsp;&nbsp;&nbsp;&nbsp;813700 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;761153 | &nbsp;&nbsp;&nbsp;&nbsp;766772 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;286412 | &nbsp;&nbsp;&nbsp;&nbsp;275694 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;667875 | &nbsp;&nbsp;&nbsp;&nbsp;658874 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;749246 | &nbsp;&nbsp;&nbsp;&nbsp;749773 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;501299 | &nbsp;&nbsp;&nbsp;&nbsp;505979 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;308450 | &nbsp;&nbsp;&nbsp;&nbsp;296052 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;634686 | &nbsp;&nbsp;&nbsp;&nbsp;630223 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;1125341 | &nbsp;&nbsp;1124462 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;828238 | &nbsp;&nbsp;&nbsp;&nbsp;833900 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;395135 | &nbsp;&nbsp;&nbsp;&nbsp;377462 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;329955 | &nbsp;&nbsp;&nbsp;&nbsp;325328 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;1123087 | &nbsp;&nbsp;1123526 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;342539 | &nbsp;&nbsp;&nbsp;&nbsp;335301 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;827608 | &nbsp;&nbsp;&nbsp;&nbsp;826638 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7063 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;411980 | &nbsp;&nbsp;&nbsp;&nbsp;393119 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;481085 | &nbsp;&nbsp;&nbsp;&nbsp;476387 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;1112865 | &nbsp;&nbsp;1109605 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;693447 | &nbsp;&nbsp;&nbsp;&nbsp;688896 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;329655 | &nbsp;&nbsp;&nbsp;&nbsp;313159 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;1172957 | &nbsp;&nbsp;1167321 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;496756 | &nbsp;&nbsp;&nbsp;&nbsp;498852 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;725619 | &nbsp;&nbsp;&nbsp;&nbsp;726073 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;523957 | &nbsp;&nbsp;&nbsp;&nbsp;497309 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;826113 | &nbsp;&nbsp;&nbsp;&nbsp;821789 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;439439 | &nbsp;&nbsp;&nbsp;&nbsp;441310 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;345326 | &nbsp;&nbsp;&nbsp;&nbsp;336746 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;643745 | &nbsp;&nbsp;&nbsp;&nbsp;646587 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57661 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;640670 | &nbsp;&nbsp;&nbsp;&nbsp;607736 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;764934 | &nbsp;&nbsp;&nbsp;&nbsp;759376 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;422155 | &nbsp;&nbsp;&nbsp;&nbsp;422419 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;649633 | &nbsp;&nbsp;&nbsp;&nbsp;651460 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;790335 | &nbsp;&nbsp;&nbsp;&nbsp;747793 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;1208218 | &nbsp;&nbsp;1199015 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;529519 | &nbsp;&nbsp;&nbsp;&nbsp;529870 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;606305 | &nbsp;&nbsp;&nbsp;&nbsp;610615 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;678165 | &nbsp;&nbsp;&nbsp;&nbsp;641475 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;1486080 | &nbsp;&nbsp;1477721 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;630335 | &nbsp;&nbsp;&nbsp;&nbsp;618221 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;637584 | &nbsp;&nbsp;&nbsp;&nbsp;642541 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;648490 | &nbsp;&nbsp;&nbsp;&nbsp;616521 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;908623 | &nbsp;&nbsp;&nbsp;&nbsp;901524 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;319540 | &nbsp;&nbsp;&nbsp;&nbsp;320601 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;671831 | &nbsp;&nbsp;&nbsp;&nbsp;672645 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;763824 | &nbsp;&nbsp;&nbsp;&nbsp;726409 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;444885 | &nbsp;&nbsp;&nbsp;&nbsp;443321 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;5217223 | &nbsp;&nbsp;5225375 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;590722 | &nbsp;&nbsp;&nbsp;&nbsp;589961 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;593609 | &nbsp;&nbsp;&nbsp;&nbsp;563372 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;384416 | &nbsp;&nbsp;&nbsp;&nbsp;381983 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;566973 | &nbsp;&nbsp;&nbsp;&nbsp;556165 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;656939 | &nbsp;&nbsp;&nbsp;&nbsp;656143 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;656770 | &nbsp;&nbsp;&nbsp;&nbsp;621982 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;376279 | &nbsp;&nbsp;&nbsp;&nbsp;374809 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;921913 | &nbsp;&nbsp;&nbsp;&nbsp;923318 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;543896 | &nbsp;&nbsp;&nbsp;&nbsp;514045 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;303670 | &nbsp;&nbsp;&nbsp;&nbsp;304951 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;907478 | &nbsp;&nbsp;&nbsp;&nbsp;908648 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;731318 | &nbsp;&nbsp;&nbsp;&nbsp;685811 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;474346 | &nbsp;&nbsp;&nbsp;&nbsp;477589 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;552424 | &nbsp;&nbsp;&nbsp;&nbsp;540707 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;1071581 | &nbsp;&nbsp;1067102 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47159 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;751098 | &nbsp;&nbsp;&nbsp;&nbsp;704741 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;184713 | &nbsp;&nbsp;&nbsp;&nbsp;187029 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;1079593 | &nbsp;&nbsp;1068502 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;710660 | &nbsp;&nbsp;&nbsp;&nbsp;667437 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;574180 | &nbsp;&nbsp;&nbsp;&nbsp;585148 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;611841 | &nbsp;&nbsp;&nbsp;&nbsp;607133 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;555620 | &nbsp;&nbsp;&nbsp;&nbsp;522435 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;436176 | &nbsp;&nbsp;&nbsp;&nbsp;447319 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;465885 | &nbsp;&nbsp;&nbsp;&nbsp;457750 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;647119 | &nbsp;&nbsp;&nbsp;&nbsp;641962 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78814 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;597575 | &nbsp;&nbsp;&nbsp;&nbsp;562701 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;407768 | &nbsp;&nbsp;&nbsp;&nbsp;413407 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;727134 | &nbsp;&nbsp;&nbsp;&nbsp;721197 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;594900 | &nbsp;&nbsp;&nbsp;&nbsp;557254 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;483626 | &nbsp;&nbsp;&nbsp;&nbsp;482681 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1197737 | &nbsp;&nbsp;1187678 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;559690 | &nbsp;&nbsp;&nbsp;&nbsp;528754 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;613847 | &nbsp;&nbsp;&nbsp;&nbsp;616629 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;699243 | &nbsp;&nbsp;&nbsp;&nbsp;676518 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;992944 | &nbsp;&nbsp;&nbsp;&nbsp;984411 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54225 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;560800 | &nbsp;&nbsp;&nbsp;&nbsp;530876 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;283107 | &nbsp;&nbsp;&nbsp;&nbsp;286369 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;6667922 | &nbsp;&nbsp;6609838 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;425045 | &nbsp;&nbsp;&nbsp;&nbsp;407628 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;654459 | &nbsp;&nbsp;&nbsp;&nbsp;659955 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;403525 | &nbsp;&nbsp;&nbsp;&nbsp;392255 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;652610 | &nbsp;&nbsp;&nbsp;&nbsp;667370 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;371560 | &nbsp;&nbsp;&nbsp;&nbsp;355711 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;416385 | &nbsp;&nbsp;&nbsp;&nbsp;402918 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;662247 | &nbsp;&nbsp;&nbsp;&nbsp;675130 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;359400 | &nbsp;&nbsp;&nbsp;&nbsp;352858 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;711288 | &nbsp;&nbsp;&nbsp;&nbsp;720096 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;298962 | &nbsp;&nbsp;&nbsp;&nbsp;287540 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;798031 | &nbsp;&nbsp;&nbsp;&nbsp;801678 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;288941 | &nbsp;&nbsp;&nbsp;&nbsp;268862 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40511 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;417005 | &nbsp;&nbsp;&nbsp;&nbsp;407248 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;823239 | &nbsp;&nbsp;&nbsp;&nbsp;816904 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;798127 | &nbsp;&nbsp;&nbsp;&nbsp;788618 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;439284 | &nbsp;&nbsp;&nbsp;&nbsp;439404 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;470184 | &nbsp;&nbsp;&nbsp;&nbsp;472094 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;857806 | &nbsp;&nbsp;&nbsp;&nbsp;864809 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32261 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;439984 | &nbsp;&nbsp;&nbsp;&nbsp;439915 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;833402 | &nbsp;&nbsp;&nbsp;&nbsp;840336 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;492725 | &nbsp;&nbsp;&nbsp;&nbsp;492513 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;774753 | &nbsp;&nbsp;&nbsp;&nbsp;788009 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;358635 | &nbsp;&nbsp;&nbsp;&nbsp;353676 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;818260 | &nbsp;&nbsp;&nbsp;&nbsp;828712 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;618598 | &nbsp;&nbsp;&nbsp;&nbsp;566065 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;1174048 | &nbsp;&nbsp;1178589 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;451616 | &nbsp;&nbsp;&nbsp;&nbsp;447012 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;814555 | &nbsp;&nbsp;&nbsp;&nbsp;817641 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;378695 | &nbsp;&nbsp;&nbsp;&nbsp;372955 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;799214 | &nbsp;&nbsp;&nbsp;&nbsp;798433 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;737702 | &nbsp;&nbsp;&nbsp;&nbsp;646210 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;164435 | &nbsp;&nbsp;&nbsp;&nbsp;178663 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;339453 | &nbsp;&nbsp;&nbsp;&nbsp;337384 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;740111 | &nbsp;&nbsp;&nbsp;&nbsp;742800 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;286120 | &nbsp;&nbsp;&nbsp;&nbsp;284309 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;1029685 | &nbsp;&nbsp;1028277 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;981277 | &nbsp;&nbsp;&nbsp;&nbsp;979782 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;285475 | &nbsp;&nbsp;&nbsp;&nbsp;286389 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;1078646 | &nbsp;&nbsp;&nbsp;&nbsp;936779 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;994888 | &nbsp;&nbsp;&nbsp;&nbsp;982607 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;380402 | &nbsp;&nbsp;&nbsp;&nbsp;383359 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;1147538 | &nbsp;&nbsp;1133508 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;481260 | &nbsp;&nbsp;&nbsp;&nbsp;494852 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;827724 | &nbsp;&nbsp;&nbsp;&nbsp;817119 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;453805 | &nbsp;&nbsp;&nbsp;&nbsp;471479 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;1087583 | &nbsp;&nbsp;&nbsp;&nbsp;947854 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;741281 | &nbsp;&nbsp;&nbsp;&nbsp;727701 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;432290 | &nbsp;&nbsp;&nbsp;&nbsp;440125 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;1049998 | &nbsp;&nbsp;1035807 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;481810 | &nbsp;&nbsp;&nbsp;&nbsp;477669 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;760256 | &nbsp;&nbsp;&nbsp;&nbsp;753871 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;452333 | &nbsp;&nbsp;&nbsp;&nbsp;453269 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;859682 | &nbsp;&nbsp;&nbsp;&nbsp;753599 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67515 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;908962 | &nbsp;&nbsp;&nbsp;&nbsp;891244 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;510702 | &nbsp;&nbsp;&nbsp;&nbsp;517325 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;4488182 | &nbsp;&nbsp;4473805 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;468475 | &nbsp;&nbsp;&nbsp;&nbsp;471769 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;488198 | &nbsp;&nbsp;&nbsp;&nbsp;502634 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;1028824 | &nbsp;&nbsp;&nbsp;&nbsp;917502 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;466952 | &nbsp;&nbsp;&nbsp;&nbsp;480760 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;518903 | &nbsp;&nbsp;&nbsp;&nbsp;525328 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;497876 | &nbsp;&nbsp;&nbsp;&nbsp;501085 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;1263758 | &nbsp;&nbsp;1096606 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;255848 | &nbsp;&nbsp;&nbsp;&nbsp;252670 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;521747 | &nbsp;&nbsp;&nbsp;&nbsp;511842 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;491190 | &nbsp;&nbsp;&nbsp;&nbsp;493761 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;1072666 | &nbsp;&nbsp;&nbsp;&nbsp;930244 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;515618 | &nbsp;&nbsp;&nbsp;&nbsp;518156 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;366660 | &nbsp;&nbsp;&nbsp;&nbsp;375397 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;465356 | &nbsp;&nbsp;&nbsp;&nbsp;473300 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;991892 | &nbsp;&nbsp;&nbsp;&nbsp;879529 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;413060 | &nbsp;&nbsp;&nbsp;&nbsp;414690 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;488256 | &nbsp;&nbsp;&nbsp;&nbsp;489973 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;573543 | &nbsp;&nbsp;&nbsp;&nbsp;571527 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;1069357 | &nbsp;&nbsp;1000267 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;744671 | &nbsp;&nbsp;&nbsp;&nbsp;746737 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;801319 | &nbsp;&nbsp;&nbsp;&nbsp;797719 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;646875 | &nbsp;&nbsp;&nbsp;&nbsp;643716 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;1000594 | &nbsp;&nbsp;&nbsp;&nbsp;925549 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;768517 | &nbsp;&nbsp;&nbsp;&nbsp;758971 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;794392 | &nbsp;&nbsp;&nbsp;&nbsp;784183 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;516023 | &nbsp;&nbsp;&nbsp;&nbsp;505400 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;1003493 | &nbsp;&nbsp;1003767 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;561087 | &nbsp;&nbsp;&nbsp;&nbsp;549120 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;752636 | &nbsp;&nbsp;&nbsp;&nbsp;741817 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;573041 | &nbsp;&nbsp;&nbsp;&nbsp;568833 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;941999 | &nbsp;&nbsp;&nbsp;&nbsp;906306 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;525486 | &nbsp;&nbsp;&nbsp;&nbsp;513663 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/31/2033 | &nbsp;&nbsp;3014002 | &nbsp;&nbsp;3035429 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;893091 | &nbsp;&nbsp;&nbsp;&nbsp;850914 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;1048500 | &nbsp;&nbsp;1029373 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;1066933 | &nbsp;&nbsp;1089105 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;1213266 | &nbsp;&nbsp;1197200 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;1148840 | &nbsp;&nbsp;1161091 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;1292206 | &nbsp;&nbsp;1259144 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;1289083 | &nbsp;&nbsp;1288680 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;1353548 | &nbsp;&nbsp;1388762 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;1331751 | &nbsp;&nbsp;1328266 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;1334346 | &nbsp;&nbsp;1329551 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;1313850 | &nbsp;&nbsp;1281620 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;1760540 | &nbsp;&nbsp;1732963 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47945 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29777 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;123194 | &nbsp;&nbsp;&nbsp;&nbsp;111053 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;197867 | &nbsp;&nbsp;&nbsp;&nbsp;191653 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;175656 | &nbsp;&nbsp;&nbsp;&nbsp;173858 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;235905 | &nbsp;&nbsp;&nbsp;&nbsp;229786 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;209805 | &nbsp;&nbsp;&nbsp;&nbsp;209346 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;549215 | &nbsp;&nbsp;&nbsp;&nbsp;346048 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;167346 | &nbsp;&nbsp;&nbsp;&nbsp;162548 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;653211 | &nbsp;&nbsp;&nbsp;&nbsp;407287 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;140325 | &nbsp;&nbsp;&nbsp;&nbsp;128578 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;744330 | &nbsp;&nbsp;&nbsp;&nbsp;479511 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;216854 | &nbsp;&nbsp;&nbsp;&nbsp;206740 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;968601 | &nbsp;&nbsp;&nbsp;&nbsp;670908 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;176722 | &nbsp;&nbsp;&nbsp;&nbsp;177613 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;651869 | &nbsp;&nbsp;&nbsp;&nbsp;474871 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;114728 | &nbsp;&nbsp;&nbsp;&nbsp;110560 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;910649 | &nbsp;&nbsp;&nbsp;&nbsp;609068 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;145310 | &nbsp;&nbsp;&nbsp;&nbsp;129610 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;784488 | &nbsp;&nbsp;&nbsp;&nbsp;542522 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;163056 | &nbsp;&nbsp;&nbsp;&nbsp;133375 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;591619 | &nbsp;&nbsp;&nbsp;&nbsp;431397 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;178742 | &nbsp;&nbsp;&nbsp;&nbsp;145570 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp;114009 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;567721 | &nbsp;&nbsp;&nbsp;&nbsp;468414 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;172528 | &nbsp;&nbsp;&nbsp;&nbsp;131903 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;526879 | &nbsp;&nbsp;&nbsp;&nbsp;440212 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;243319 | &nbsp;&nbsp;&nbsp;&nbsp;185046 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;501961 | &nbsp;&nbsp;&nbsp;&nbsp;454236 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;204159 | &nbsp;&nbsp;&nbsp;&nbsp;163479 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;333295 | &nbsp;&nbsp;&nbsp;&nbsp;296177 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;284815 | &nbsp;&nbsp;&nbsp;&nbsp;218685 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;428496 | &nbsp;&nbsp;&nbsp;&nbsp;379905 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;294852 | &nbsp;&nbsp;&nbsp;&nbsp;251822 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;433712 | &nbsp;&nbsp;&nbsp;&nbsp;409434 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;259806 | &nbsp;&nbsp;&nbsp;&nbsp;225229 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;527375 | &nbsp;&nbsp;&nbsp;&nbsp;520989 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;253494 | &nbsp;&nbsp;&nbsp;&nbsp;215441 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;505680 | &nbsp;&nbsp;&nbsp;&nbsp;483596 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;244400 | &nbsp;&nbsp;&nbsp;&nbsp;199749 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;356060 | &nbsp;&nbsp;&nbsp;&nbsp;345392 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;311150 | &nbsp;&nbsp;&nbsp;&nbsp;243888 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;457924 | &nbsp;&nbsp;&nbsp;&nbsp;415405 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;285089 | &nbsp;&nbsp;&nbsp;&nbsp;218294 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;541288 | &nbsp;&nbsp;&nbsp;&nbsp;524034 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;274140 | &nbsp;&nbsp;&nbsp;&nbsp;192262 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;529639 | &nbsp;&nbsp;&nbsp;&nbsp;520370 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;170254 | &nbsp;&nbsp;&nbsp;&nbsp;129479 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;517554 | &nbsp;&nbsp;&nbsp;&nbsp;524307 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;165506 | &nbsp;&nbsp;&nbsp;&nbsp;122921 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;503367 | &nbsp;&nbsp;&nbsp;&nbsp;501775 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;132327 | &nbsp;&nbsp;&nbsp;&nbsp;100026 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;763922 | &nbsp;&nbsp;&nbsp;&nbsp;736677 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;317758 | &nbsp;&nbsp;&nbsp;&nbsp;219191 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;1787010 | &nbsp;&nbsp;1722719 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;313878 | &nbsp;&nbsp;&nbsp;&nbsp;215558 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;380843 | &nbsp;&nbsp;&nbsp;&nbsp;248143 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;169675 | &nbsp;&nbsp;&nbsp;&nbsp;123988 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;343279 | &nbsp;&nbsp;&nbsp;&nbsp;255649 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;293251 | &nbsp;&nbsp;&nbsp;&nbsp;217876 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;404418 | &nbsp;&nbsp;&nbsp;&nbsp;286047 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;427824 | &nbsp;&nbsp;&nbsp;&nbsp;301566 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;509371 | &nbsp;&nbsp;&nbsp;&nbsp;375422 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;542644 | &nbsp;&nbsp;&nbsp;&nbsp;408212 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;595462 | &nbsp;&nbsp;&nbsp;&nbsp;436827 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;624303 | &nbsp;&nbsp;&nbsp;&nbsp;488810 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;631784 | &nbsp;&nbsp;&nbsp;&nbsp;461252 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;661242 | &nbsp;&nbsp;&nbsp;&nbsp;469973 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;596149 | &nbsp;&nbsp;&nbsp;&nbsp;370660 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;562536 | &nbsp;&nbsp;&nbsp;&nbsp;358397 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;657664 | &nbsp;&nbsp;&nbsp;&nbsp;382781 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;594411 | &nbsp;&nbsp;&nbsp;&nbsp;282020 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;771565 | &nbsp;&nbsp;&nbsp;&nbsp;377133 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;827010 | &nbsp;&nbsp;&nbsp;&nbsp;431434 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;966415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536511 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;936161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585649 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;934652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532204 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;806835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443160 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;777318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468456 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;811161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562616 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;749222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532767 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;691969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594742 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;640834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514344 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;672733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539343 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;688824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604389 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;605064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588638 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;752801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674433 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;562598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536534 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;731521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655369 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;1022336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955245 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;201315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192082 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;625435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609017 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;316361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308303 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;651018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622104 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;2530048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467587 |
|  |  |  |  |  | &nbsp;&nbsp;**182996529** |
| **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** |
| <sup>3,4</sup> | AID-Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10448 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14394 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9321 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5709 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7045 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6993 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4413 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8514 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22206 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11052 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19966 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29546 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19257 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27749 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61759 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16878 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16727 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22946 |
| <sup>3,5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16991 |
| <sup>5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50949 |
| <sup>5</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67621 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93816 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46524 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19952 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50567 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;8/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;121835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106939 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62106 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 |
| <sup>5</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4922 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 |
| <sup>3</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4643 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15988 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10741 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9623 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11958 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Tennessee Valley Authority | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6534 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9866 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13650 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14541 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23950 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13756 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8922 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11897 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18012 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7862 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6614 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1086382** |
| **Conventional Mortgage-Backed Securities (19.1%)** | **Conventional Mortgage-Backed Securities (19.1%)** | **Conventional Mortgage-Backed Securities (19.1%)** | **Conventional Mortgage-Backed Securities (19.1%)** | **Conventional Mortgage-Backed Securities (19.1%)** |  |
| <sup>3,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/1/2028–12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/2027–3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89271 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/1/2028–2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392484 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2026–3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480856 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2026–2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317146 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2026–1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138668 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028–11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43891 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/1/2026–6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13665 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/2027–5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12957 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;11/1/2026–12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2027–2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>3,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;1/1/2027–11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2042–3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26387 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2026–5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35184 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2026–5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41786 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/2033–2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35481 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2039–10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12076 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2040–2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2029–6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2028–8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
| <sup>3</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2027–9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/20/2051–12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33864 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/20/2050–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2026642 | &nbsp;&nbsp;&nbsp;&nbsp;1671182 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/2027–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2028214 | &nbsp;&nbsp;&nbsp;&nbsp;1744075 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/20/2028–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1934021 | &nbsp;&nbsp;&nbsp;&nbsp;1735532 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/20/2026–2/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1619263 | &nbsp;&nbsp;&nbsp;&nbsp;1506816 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/20/2039–2/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1241819 | &nbsp;&nbsp;&nbsp;&nbsp;1177703 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/20/2033–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1775572 | &nbsp;&nbsp;&nbsp;&nbsp;1723395 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2039–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2777347 | &nbsp;&nbsp;&nbsp;&nbsp;2756972 |
| <sup>3,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/20/2048–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2836295 | &nbsp;&nbsp;&nbsp;&nbsp;2864291 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/20/2033–12/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1544273 | &nbsp;&nbsp;&nbsp;&nbsp;1575104 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/20/2028–8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405454 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/20/2034–9/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70995 |
| <sup>3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;12/20/2053–2/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4011 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/1/2035–6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2345284 | &nbsp;&nbsp;&nbsp;&nbsp;1931538 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/1/2027–5/25/2056 | &nbsp;&nbsp;11328193 | &nbsp;&nbsp;&nbsp;&nbsp;9431083 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/2026–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7800622 | &nbsp;&nbsp;&nbsp;&nbsp;6710266 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2028–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4803637 | &nbsp;&nbsp;&nbsp;&nbsp;4313286 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2026–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3017280 | &nbsp;&nbsp;&nbsp;&nbsp;2802928 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2026–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2798405 | &nbsp;&nbsp;&nbsp;&nbsp;2665223 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2029–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2838680 | &nbsp;&nbsp;&nbsp;&nbsp;2762998 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5455100 | &nbsp;&nbsp;&nbsp;&nbsp;5414074 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/1/2027–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6948962 | &nbsp;&nbsp;&nbsp;&nbsp;7022641 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2028–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5727394 | &nbsp;&nbsp;&nbsp;&nbsp;5876316 |
| <sup>3,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/2052–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2233230 | &nbsp;&nbsp;&nbsp;&nbsp;2325986 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2027–4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346992 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2030–1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15518 |
| <sup>3,5</sup> | UMBS Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  |  |  |  |  | &nbsp;&nbsp;**70538023** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |  |
| <sup>3,5,7</sup> | Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;5.938% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;6.060% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;204 | &nbsp;&nbsp;210 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.429% | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;6.215% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;443 | &nbsp;&nbsp;460 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;6.169% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;101 | &nbsp;&nbsp;104 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.530% | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;128 | &nbsp;&nbsp;133 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.558% | &nbsp;&nbsp;6.308% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;6.281% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;301 | &nbsp;&nbsp;312 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.598% | &nbsp;&nbsp;6.098% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;6.058% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;192 | &nbsp;&nbsp;202 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.621% | &nbsp;&nbsp;6.353% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;111 | &nbsp;&nbsp;116 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;5.873% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;5.752% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;6.135% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.655% | &nbsp;&nbsp;6.405% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.672% | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;183 | &nbsp;&nbsp;191 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.675% | &nbsp;&nbsp;6.407% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;110 | &nbsp;&nbsp;115 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;236 | &nbsp;&nbsp;247 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.445% | &nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;6.448% | &nbsp;&nbsp;8/1/2040–10/1/2042 | &nbsp;&nbsp;147 | &nbsp;&nbsp;153 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;6.575% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.703% | &nbsp;&nbsp;6.322% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;6.080% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.710% | &nbsp;&nbsp;5.932% | &nbsp;&nbsp;1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.712% | &nbsp;&nbsp;6.462% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.716% | &nbsp;&nbsp;6.276% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;266 | &nbsp;&nbsp;277 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.734% | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;6.420% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;6.244% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;6.428% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;197 | &nbsp;&nbsp;207 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.498% | &nbsp;&nbsp;7/1/2041 | &nbsp;&nbsp;297 | &nbsp;&nbsp;311 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;5.961% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.779% | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;172 | &nbsp;&nbsp;180 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.255% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;183 | &nbsp;&nbsp;191 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.790% | &nbsp;&nbsp;6.497% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;141 | &nbsp;&nbsp;148 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;6.278% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;358 | &nbsp;&nbsp;376 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;6.405% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;217 | &nbsp;&nbsp;227 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.800% | &nbsp;&nbsp;6.353% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;365 | &nbsp;&nbsp;381 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.803% | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;6.232% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;149 | &nbsp;&nbsp;156 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.060% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.185% | &nbsp;&nbsp;11/1/2033–11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.310% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;6.060% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.325% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;114 | &nbsp;&nbsp;120 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.065% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.190% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.293% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;155 | &nbsp;&nbsp;162 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.315% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;148 | &nbsp;&nbsp;155 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.565% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.576% | &nbsp;&nbsp;5/1/2041 | &nbsp;&nbsp;116 | &nbsp;&nbsp;122 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;6.047% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;6.825% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.826% | &nbsp;&nbsp;6.451% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;5.972% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;156 | &nbsp;&nbsp;163 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.834% | &nbsp;&nbsp;6.458% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.085% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.835% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;113 | &nbsp;&nbsp;119 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;6.590% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;98 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.520% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;6.909% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT1Y + 2.130% | &nbsp;&nbsp;6.643% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT6M + 0.989% | &nbsp;&nbsp;5.641% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>3,5,7</sup> | Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;5.955% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.269% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.412% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.414% | &nbsp;&nbsp;6.042% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.275% | &nbsp;&nbsp;6.275% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.412% | &nbsp;&nbsp;5.772% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.570% | &nbsp;&nbsp;6.373% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.015% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.390% | &nbsp;&nbsp;5/1/2042–11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727% | &nbsp;&nbsp;5.977% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;6.118% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;5.995% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.074% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.834% | &nbsp;&nbsp;6.206% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.856% | &nbsp;&nbsp;6.598% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.130% | &nbsp;&nbsp;12/1/2040–1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.505% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.575% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.755% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.847% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;6.638% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;6.640% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.892% | &nbsp;&nbsp;6.641% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.349% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.525% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.634% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.785% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.995% | &nbsp;&nbsp;6.870% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;6.960% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;5.897% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.570% | &nbsp;&nbsp;6.195% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3,5,7</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.665% | &nbsp;&nbsp;5.804% | &nbsp;&nbsp;1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/20/2038–12/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/20/2041–8/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/20/2029–6/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>3,7</sup> | Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14832** |
| **Total U.S. Government and Agency Obligations (Cost $266,945,249)** | **Total U.S. Government and Agency Obligations (Cost $266,945,249)** | **Total U.S. Government and Agency Obligations (Cost $266,945,249)** | **Total U.S. Government and Agency Obligations (Cost $266,945,249)** | **Total U.S. Government and Agency Obligations (Cost $266,945,249)** | **254635766** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (1.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.9%)** |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7946 |
| <sup>3</sup> | Ally Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.020% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;13456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13315 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;16575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16591 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-3 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6839 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2023-4 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11753 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2024-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11835 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-1 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11642 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8529 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7573 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7031 |
| <sup>3</sup> | American Express Credit Account Master Trust Series 2025-5 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8587 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1268 |
| <sup>3</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3042 |
| <sup>3</sup> | BA Credit Card Trust Series 2023-A1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;12225 | &nbsp;&nbsp;12236 |
| <sup>3</sup> | BA Credit Card Trust Series 2024-A1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15155 |
| <sup>3</sup> | BA Credit Card Trust Series 2025-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2409 |
| <sup>3</sup> | BANK Series 2017-BNK4 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5880 |
| <sup>3</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6916 |
| <sup>3</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.624% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3429 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.254% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;3193 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.518% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;9556 |
| <sup>3</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;&nbsp;&nbsp;9773 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;11268 | &nbsp;&nbsp;11094 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.435% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;4888 |
| <sup>3</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5060 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;5782 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.731% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| <sup>3</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2351 |
| <sup>3</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6091 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.641% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.688% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4316 |
| <sup>3</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1613 |
| <sup>3</sup> | BANK Series 2018-BNK11 | &nbsp;&nbsp;4.046% | &nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
| <sup>3</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6158 |
| <sup>3</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1619 |
| <sup>3</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;3.953% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;2009 |
| <sup>3</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;4.217% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6151 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;3.966% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1963 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;1854 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.231% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2407 |
| <sup>3</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.481% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2540 |
| <sup>3</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;9033 |
| <sup>3</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6734 |
| <sup>3</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;4953 |
| <sup>3</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.976% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2038 |
| <sup>3</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2815 |
| <sup>3</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1840 |
| <sup>3</sup> | BANK Series 2019-BNK19 | &nbsp;&nbsp;3.183% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;3235 |
| <sup>3</sup> | BANK Series 2019-BNK20 | &nbsp;&nbsp;3.011% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;7354 |
| <sup>3</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;2.851% | &nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2422 |
| <sup>3</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;3.093% | &nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3061 |
| <sup>3</sup> | BANK Series 2019-BNK22 | &nbsp;&nbsp;2.978% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
| <sup>3</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;7814 |
| <sup>3</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2876 |
| <sup>3</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;15788 | &nbsp;&nbsp;14882 |
| <sup>3</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2690 |
| <sup>3</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.649% | &nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp;3732 |
| <sup>3</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.841% | &nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;2720 |
| <sup>3</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.403% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;6981 |
| <sup>3</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2170 |
| <sup>3</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.144% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;5964 |
| <sup>3</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1714 |
| <sup>3</sup> | BANK Series 2020-BNK28 | &nbsp;&nbsp;1.844% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1732 |
| <sup>3</sup> | BANK Series 2020-BNK29 | &nbsp;&nbsp;1.997% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4466 |
| <sup>3</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;1.925% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3018 |
| <sup>3</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;2.111% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>3</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.036% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2144 |
| <sup>3</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1236 |
| <sup>3</sup> | BANK Series 2021-BNK32 | &nbsp;&nbsp;2.643% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3816 |
| <sup>3</sup> | BANK Series 2021-BNK33 | &nbsp;&nbsp;2.556% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9971 | &nbsp;&nbsp;&nbsp;&nbsp;8975 |
| <sup>3</sup> | BANK Series 2021-BNK34 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;6/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;6932 |
| <sup>3</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4151 |
| <sup>3</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
| <sup>3</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.695% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1838 |
| <sup>3</sup> | BANK Series 2021-BNK37 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;6073 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | BANK Series 2022-BNK39 | &nbsp;&nbsp;3.181% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>3</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2459 |
| <sup>3</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;4/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2409 |
| <sup>3</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9102 |
| <sup>3</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1903 |
| <sup>3</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;6.656% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6825 |
| <sup>3</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;7.141% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2298 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;6.724% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3450 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.315% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3650 |
| <sup>3</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.315% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1731 |
| <sup>3</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;1124 |
| <sup>3</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;7.274% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>3</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3256 |
| <sup>3</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.651% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1874 |
| <sup>3</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6866 |
| <sup>3</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;6.385% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1603 |
| <sup>3</sup> | BANK Series 2024-5YR8 | &nbsp;&nbsp;5.884% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5910 |
| <sup>3</sup> | BANK Series 2024-5YR9 | &nbsp;&nbsp;5.614% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;5664 |
| <sup>3</sup> | BANK Series 2024-BNK47 | &nbsp;&nbsp;5.716% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;10085 | &nbsp;&nbsp;10545 |
| <sup>3</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7015 |
| <sup>3</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5902 |
| <sup>3</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9889 |
| <sup>3</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3596 |
| <sup>3</sup> | BANK Series 2025-BNK51 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;12/25/2067 | &nbsp;&nbsp;18900 | &nbsp;&nbsp;19183 |
| <sup>3</sup> | BANK Series 2025-BNK51 | &nbsp;&nbsp;5.544% | &nbsp;&nbsp;12/25/2067 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;5719 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7560 | &nbsp;&nbsp;&nbsp;&nbsp;7508 |
| <sup>3</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2770 |
| <sup>3</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;37200 | &nbsp;&nbsp;38696 |
| <sup>3</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.790% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;19500 | &nbsp;&nbsp;20423 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;17550 | &nbsp;&nbsp;17009 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;2.919% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;12610 | &nbsp;&nbsp;11930 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;3.171% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6401 |
| <sup>3</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6638 | &nbsp;&nbsp;&nbsp;&nbsp;6247 |
| <sup>3</sup> | Barclays Dryrock Issuance Trust Series 2025-1 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7190 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;10532 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2846 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10003 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.639% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;5594 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1454 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C7 | &nbsp;&nbsp;2.037% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1574 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.398% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;1061 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;6411 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2255 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.536% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2021-C12 | &nbsp;&nbsp;2.689% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3819 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2022-C14 | &nbsp;&nbsp;2.946% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9490 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2022-C18 | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8979 | &nbsp;&nbsp;&nbsp;&nbsp;9353 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-5C23 | &nbsp;&nbsp;7.415% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;5.451% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1111 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2280 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.973% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;7046 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3766 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1134 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4804 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1479 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8294 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4148 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1867 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.410% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2336 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2714 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5567 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11884 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8720 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5743 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;6823 | &nbsp;&nbsp;&nbsp;&nbsp;7077 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C39 | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;43100 | &nbsp;&nbsp;43712 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C39 | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;18138 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2025-C39 | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;2907 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.248% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18370 |
| <sup>3</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;6861 |
| <sup>3</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7232 | &nbsp;&nbsp;&nbsp;&nbsp;6540 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4836 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;14945 | &nbsp;&nbsp;14731 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.084% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;5463 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B3 | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;4/10/2051 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10111 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.121% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2695 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.311% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3860 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.208% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2078 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.419% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1711 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.261% | &nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;7021 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2119 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.377% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;1571 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;10266 | &nbsp;&nbsp;10226 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.232% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3891 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2198 | &nbsp;&nbsp;&nbsp;&nbsp;2159 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6509 | &nbsp;&nbsp;&nbsp;&nbsp;6366 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;7223 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.281% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;&nbsp;1758 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2465 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.784% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3057 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B13 | &nbsp;&nbsp;2.952% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;11712 | &nbsp;&nbsp;11051 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B14 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;12/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;3981 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2019-B15 | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.732% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3931 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.944% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.289% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;14279 | &nbsp;&nbsp;12891 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.583% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1057 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2090 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;2.148% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.034% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4173 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;1.978% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5267 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;2.254% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-B22 | &nbsp;&nbsp;1.973% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;14350 | &nbsp;&nbsp;12614 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;5553 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.909% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;1804 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;8487 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.274% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2688 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.584% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5177 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1100 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;10425 | &nbsp;&nbsp;&nbsp;&nbsp;9362 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.847% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2650 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B26 | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;6944 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B28 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3706 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.284% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.388% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2253 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.612% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B30 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;9399 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2021-B31 | &nbsp;&nbsp;2.669% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3520 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;12041 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;2996 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B33 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3100 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B34 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2471 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B35 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9668 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4161 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.951% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1271 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;11424 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3649 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-B40 | &nbsp;&nbsp;6.054% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;5310 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;5.812% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;4418 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2238 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;6.363% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1138 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;7.097% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;3671 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;1/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2776 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;6.417% | &nbsp;&nbsp;1/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8514 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7497 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7329 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;3128 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.407% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;10752 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp;2546 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2025-V15 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;6/15/2058 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10390 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2026-B42 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;24960 | &nbsp;&nbsp;24926 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2026-V20 | &nbsp;&nbsp;5.184% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;12470 | &nbsp;&nbsp;12693 |
| <sup>3</sup> | Benchmark Mortgage Trust Series 2026-V20 | &nbsp;&nbsp;5.436% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4642 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C1 | &nbsp;&nbsp;3.374% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2770 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C2 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.313% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;10853 |
| <sup>3</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.325% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1519 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1345 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;7.117% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2004 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.244% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3883 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3226 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.345% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;5.765% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2691 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;6.162% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6940 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2334 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4555 |
| <sup>3</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.674% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2374 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4558 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;6.286% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;10007 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.866% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;10017 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;7.018% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6894 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;11255 | &nbsp;&nbsp;11653 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;5492 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;18695 | &nbsp;&nbsp;19543 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;6.127% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6997 |
| <sup>3</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
| <sup>3</sup> | BMO Mortgage Trust Series 2025-5C13 | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
| <sup>3</sup> | BMO Mortgage Trust Series 2025-5C13 | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;3652 |
| <sup>3</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;19285 | &nbsp;&nbsp;20079 |
| <sup>3</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;18050 | &nbsp;&nbsp;18361 |
| <sup>3</sup> | BMO Mortgage Trust Series 2026-5C14 | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;18620 | &nbsp;&nbsp;18934 |
| <sup>3</sup> | BMO Mortgage Trust Series 2026-5C14 | &nbsp;&nbsp;5.539% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4717 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;1516 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3586 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2423 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;6/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
| <sup>3</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5027 |
| <sup>3</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF1 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;5560 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF2 | &nbsp;&nbsp;2.874% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;5807 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;5833 |
| <sup>3</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2409 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2019-A3 | &nbsp;&nbsp;2.060% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;15250 | &nbsp;&nbsp;15139 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2021-A2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;24275 | &nbsp;&nbsp;22821 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2023-A1 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;17332 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2025-A1 | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;16247 | &nbsp;&nbsp;16149 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2025-A2 | &nbsp;&nbsp;4.020% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;7285 |
| <sup>3</sup> | Capital One Multi-Asset Execution Trust Series 2025-A3 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;37599 | &nbsp;&nbsp;37121 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp;2306 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;1174 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2312 |
| <sup>3</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1044 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;1048 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.620% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1730 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1434 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1311 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1301 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1791 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1611 | &nbsp;&nbsp;&nbsp;&nbsp;1620 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4649 | &nbsp;&nbsp;&nbsp;&nbsp;4695 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-2 | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4343 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5688 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4122 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1615 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6847 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2526 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1206 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3007 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3825 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2180 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8520 |
| <sup>3</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;6736 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1012 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2025-B | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;2133 |
| <sup>3</sup> | CarMax Select Receivables Trust Series 2026-A | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;7207 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1498 | &nbsp;&nbsp;&nbsp;&nbsp;1503 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1258 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4015 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2527 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;11/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;3679 |
| <sup>3</sup> | Carvana Auto Receivables Trust Series 2025-P4 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;6561 |
| <sup>3</sup> | CCUBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| <sup>3</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5568 |
| <sup>3</sup> | CD Mortgage Trust Series 2016-CD2 | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4912 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;14170 | &nbsp;&nbsp;13863 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.833% | &nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;3283 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.746% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2918 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.456% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
| <sup>3</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2760 |
| <sup>3</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
| <sup>3</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12616 |
| <sup>3</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.657% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;2699 |
| <sup>3</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.912% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;7935 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3584 |
| <sup>3</sup> | CFCRE Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.572% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
| <sup>3</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9762 |
| <sup>3</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.711% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1906 |
| <sup>3</sup> | Chase Issuance Trust Series 2023-A2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;6787 |
| <sup>3</sup> | Chase Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6270 |
| <sup>3</sup> | Chase Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;35089 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2007-A3 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;5356 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2018-A7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;10/13/2030 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10640 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;8500 |
| <sup>3</sup> | Citibank Credit Card Issuance Trust Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4950 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC29 | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;4/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;1412 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC31 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;6/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3749 | &nbsp;&nbsp;&nbsp;&nbsp;3744 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-C2 | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2486 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC36 | &nbsp;&nbsp;3.616% | &nbsp;&nbsp;2/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2492 | &nbsp;&nbsp;&nbsp;&nbsp;2468 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.646% | &nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.902% | &nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2341 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;1436 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8254 | &nbsp;&nbsp;&nbsp;&nbsp;8131 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.764% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1531 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1284 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6357 | &nbsp;&nbsp;&nbsp;&nbsp;6269 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;15475 | &nbsp;&nbsp;15315 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;3.963% | &nbsp;&nbsp;6/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4661 | &nbsp;&nbsp;&nbsp;&nbsp;4597 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;6/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1181 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2018-C6 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;11/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1887 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp;1951 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC41 | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;8/10/2056 | &nbsp;&nbsp;11210 | &nbsp;&nbsp;10544 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC43 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;11648 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.717% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;10880 | &nbsp;&nbsp;10043 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1893 |
| <sup>3</sup> | Citigroup Commercial Mortgage Trust Series 2022-GC48 | &nbsp;&nbsp;4.579% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5539 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1195 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.890% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
| <sup>3</sup> | CNH Equipment Trust Series 2022-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1330 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3113 | &nbsp;&nbsp;&nbsp;&nbsp;3153 |
| <sup>3</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1701 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1013 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2234 | &nbsp;&nbsp;&nbsp;&nbsp;2254 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
| <sup>3</sup> | CNH Equipment Trust Series 2024-C | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1390 |
| <sup>3</sup> | CNH Equipment Trust Series 2025-A | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2772 |
| <sup>3</sup> | CNH Equipment Trust Series 2025-B | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2505 |
| <sup>3</sup> | CNH Equipment Trust Series 2025-B | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2009 |
| <sup>3</sup> | CNH Equipment Trust Series 2026-A | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;10320 | &nbsp;&nbsp;10273 |
| <sup>3</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| <sup>3</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>3</sup> | COMM Mortgage Trust Series 2014-CR14 | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
| <sup>3</sup> | COMM Mortgage Trust Series 2014-CR15 | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>3</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;9/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>3</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.510% | &nbsp;&nbsp;9/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1432 |
| <sup>3</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2467 |
| <sup>3</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6493 |
| <sup>3</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;34465 | &nbsp;&nbsp;32536 |
| <sup>3</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;3.263% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;1022 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX10 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;5787 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX11 | &nbsp;&nbsp;4.033% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12494 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX12 | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5893 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2019-C15 | &nbsp;&nbsp;4.053% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;15450 | &nbsp;&nbsp;15236 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.329% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12025 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;12575 | &nbsp;&nbsp;11526 |
| <sup>3</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;3.076% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1862 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
| <sup>3</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6710 |
| <sup>3</sup> | DBGS Mortgage Trust Series 2018-C1 | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;5829 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5882 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.561% | &nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1552 |
| <sup>3</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6973 | &nbsp;&nbsp;&nbsp;&nbsp;6233 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2021-A2 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8141 |
| <sup>3</sup> | Discover Card Execution Note Trust Series 2023-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;17550 | &nbsp;&nbsp;17586 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>3</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2007 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2021-3A | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-1A | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-2A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;6.760% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-4A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;6.690% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2023-4A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;1742 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-4A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2207 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2024-5A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1428 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;13790 | &nbsp;&nbsp;13739 |
| <sup>3</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5179 | &nbsp;&nbsp;&nbsp;&nbsp;5144 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M5 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;4/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1426 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M6 | &nbsp;&nbsp;2.488% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2119 | &nbsp;&nbsp;&nbsp;&nbsp;2112 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M7 | &nbsp;&nbsp;2.499% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M9 | &nbsp;&nbsp;2.292% | &nbsp;&nbsp;6/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;4968 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M11 | &nbsp;&nbsp;2.369% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;4729 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2016-M12 | &nbsp;&nbsp;2.436% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7134 | &nbsp;&nbsp;&nbsp;&nbsp;7083 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M5 | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M7 | &nbsp;&nbsp;2.961% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6709 | &nbsp;&nbsp;&nbsp;&nbsp;6644 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M8 | &nbsp;&nbsp;3.061% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;13343 | &nbsp;&nbsp;13204 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M11 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M12 | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6043 | &nbsp;&nbsp;&nbsp;&nbsp;5975 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M14 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;2681 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;2.966% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8484 | &nbsp;&nbsp;&nbsp;&nbsp;8390 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M1 | &nbsp;&nbsp;2.985% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M2 | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;15695 | &nbsp;&nbsp;15378 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M3 | &nbsp;&nbsp;3.075% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp;&nbsp;&nbsp;2049 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M4 | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4453 | &nbsp;&nbsp;&nbsp;&nbsp;4375 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M7 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;3372 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M8 | &nbsp;&nbsp;3.312% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3522 | &nbsp;&nbsp;&nbsp;&nbsp;3469 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M10 | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;2601 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M12 | &nbsp;&nbsp;3.654% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;14217 | &nbsp;&nbsp;13916 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M13 | &nbsp;&nbsp;3.754% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5029 | &nbsp;&nbsp;&nbsp;&nbsp;4937 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2018-M14 | &nbsp;&nbsp;3.578% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8194 | &nbsp;&nbsp;&nbsp;&nbsp;8093 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M1 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9553 | &nbsp;&nbsp;&nbsp;&nbsp;9434 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M2 | &nbsp;&nbsp;3.646% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;10110 | &nbsp;&nbsp;&nbsp;&nbsp;9992 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M4 | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;7831 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M5 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;51401 | &nbsp;&nbsp;50259 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M6 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M7 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8266 | &nbsp;&nbsp;&nbsp;&nbsp;8034 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M9 | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9127 | &nbsp;&nbsp;&nbsp;&nbsp;8842 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;23736 | &nbsp;&nbsp;22885 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9897 | &nbsp;&nbsp;&nbsp;&nbsp;9407 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5949 | &nbsp;&nbsp;&nbsp;&nbsp;5434 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M21 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6888 | &nbsp;&nbsp;&nbsp;&nbsp;6386 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;12176 | &nbsp;&nbsp;11575 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6661 | &nbsp;&nbsp;&nbsp;&nbsp;6275 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.151% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3152 | &nbsp;&nbsp;&nbsp;&nbsp;3096 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;19090 | &nbsp;&nbsp;18027 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M5 | &nbsp;&nbsp;2.210% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4557 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M14 | &nbsp;&nbsp;1.784% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6677 | &nbsp;&nbsp;&nbsp;&nbsp;6098 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M20 | &nbsp;&nbsp;1.435% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M29 | &nbsp;&nbsp;1.492% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;13625 | &nbsp;&nbsp;12240 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M33 | &nbsp;&nbsp;0.970% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;48379 | &nbsp;&nbsp;44557 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M42 | &nbsp;&nbsp;1.270% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;63300 | &nbsp;&nbsp;56288 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M46 | &nbsp;&nbsp;1.323% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;8643 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M52 | &nbsp;&nbsp;1.324% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9978 | &nbsp;&nbsp;&nbsp;&nbsp;8869 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2020-M53 | &nbsp;&nbsp;1.684% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;17112 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M1 | &nbsp;&nbsp;1.386% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp;8850 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M1G | &nbsp;&nbsp;1.468% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2281 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M3G | &nbsp;&nbsp;1.245% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;12050 | &nbsp;&nbsp;10561 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M4 | &nbsp;&nbsp;1.465% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;47775 | &nbsp;&nbsp;42152 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M11 | &nbsp;&nbsp;1.457% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;14578 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.598% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.638% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1832 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2021-M19 | &nbsp;&nbsp;1.738% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;12658 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M1 | &nbsp;&nbsp;1.668% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;14490 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M1G | &nbsp;&nbsp;1.531% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3269 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M3 | &nbsp;&nbsp;1.707% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4695 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M4 | &nbsp;&nbsp;2.290% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;7541 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M8 | &nbsp;&nbsp;1.936% | &nbsp;&nbsp;12/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;7376 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2022-M10 | &nbsp;&nbsp;1.932% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;35978 | &nbsp;&nbsp;31710 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M1S | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8619 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M6 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;7838 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2023-M8 | &nbsp;&nbsp;4.476% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3151 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2024-M5 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;49268 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2025-M1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;21607 | &nbsp;&nbsp;22008 |
| <sup>3,5</sup> | Fannie Mae-Aces Series 2025-M4 | &nbsp;&nbsp;4.389% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3831 | &nbsp;&nbsp;&nbsp;&nbsp;3817 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | &nbsp;&nbsp;2.570% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7592 | &nbsp;&nbsp;&nbsp;&nbsp;7557 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | &nbsp;&nbsp;2.653% | &nbsp;&nbsp;8/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9342 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4319 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7956 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;16605 | &nbsp;&nbsp;16516 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;16048 | &nbsp;&nbsp;15963 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | &nbsp;&nbsp;3.243% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;17557 | &nbsp;&nbsp;17415 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9786 | &nbsp;&nbsp;&nbsp;&nbsp;9687 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4002 | &nbsp;&nbsp;&nbsp;&nbsp;3960 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;8/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7823 | &nbsp;&nbsp;&nbsp;&nbsp;7734 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13231 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | &nbsp;&nbsp;3.303% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7780 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;10915 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | &nbsp;&nbsp;3.444% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4475 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;6936 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;10206 | &nbsp;&nbsp;10111 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;6911 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;28500 | &nbsp;&nbsp;28355 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12520 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5167 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;23650 | &nbsp;&nbsp;23530 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.736% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;&nbsp;1114 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;10165 | &nbsp;&nbsp;10112 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;16304 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;28870 | &nbsp;&nbsp;28711 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;14770 | &nbsp;&nbsp;14731 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;26940 | &nbsp;&nbsp;26700 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;13825 | &nbsp;&nbsp;13791 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;12/25/2028 | &nbsp;&nbsp;10649 | &nbsp;&nbsp;10549 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;12574 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9848 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;9440 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | &nbsp;&nbsp;3.505% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;10204 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;18026 | &nbsp;&nbsp;17456 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | &nbsp;&nbsp;2.903% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12287 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;12625 | &nbsp;&nbsp;12130 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | &nbsp;&nbsp;2.519% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;10940 | &nbsp;&nbsp;10412 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K097 | &nbsp;&nbsp;2.508% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;43716 | &nbsp;&nbsp;41543 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | &nbsp;&nbsp;2.425% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;18565 | &nbsp;&nbsp;17590 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | &nbsp;&nbsp;2.595% | &nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;11690 | &nbsp;&nbsp;11123 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | &nbsp;&nbsp;2.524% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;16615 | &nbsp;&nbsp;15741 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | &nbsp;&nbsp;2.537% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;15420 | &nbsp;&nbsp;14623 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;11929 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | &nbsp;&nbsp;2.253% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;20560 | &nbsp;&nbsp;19239 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | &nbsp;&nbsp;1.872% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4238 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;17450 | &nbsp;&nbsp;16183 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;12506 | &nbsp;&nbsp;11351 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | &nbsp;&nbsp;1.558% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;8397 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | &nbsp;&nbsp;1.477% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4406 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;8846 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K113 | &nbsp;&nbsp;1.341% | &nbsp;&nbsp;6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | &nbsp;&nbsp;1.366% | &nbsp;&nbsp;6/25/2030 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;&nbsp;&nbsp;9590 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | &nbsp;&nbsp;1.378% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;13710 | &nbsp;&nbsp;12219 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | &nbsp;&nbsp;1.406% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;11883 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | &nbsp;&nbsp;1.493% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;17650 | &nbsp;&nbsp;15745 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | &nbsp;&nbsp;1.566% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2234 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;10985 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;0.995% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp;1016 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;1.547% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;6990 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;0.863% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;1.521% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;6950 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | &nbsp;&nbsp;1.621% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;24050 | &nbsp;&nbsp;21440 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | &nbsp;&nbsp;1.658% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10408 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | &nbsp;&nbsp;1.846% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | &nbsp;&nbsp;2.074% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;16023 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | &nbsp;&nbsp;2.108% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;21425 | &nbsp;&nbsp;19459 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;12895 | &nbsp;&nbsp;11664 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.342% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2487 | &nbsp;&nbsp;&nbsp;&nbsp;2298 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.914% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;21275 | &nbsp;&nbsp;19079 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | &nbsp;&nbsp;1.723% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7130 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | &nbsp;&nbsp;1.853% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;36075 | &nbsp;&nbsp;32061 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | &nbsp;&nbsp;2.023% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5525 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | &nbsp;&nbsp;2.096% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9111 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;2.243% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;8632 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;5618 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | &nbsp;&nbsp;2.476% | &nbsp;&nbsp;1/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7566 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/25/2032 | &nbsp;&nbsp;23377 | &nbsp;&nbsp;20947 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.711% | &nbsp;&nbsp;4/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;1801 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K148 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/2032 | &nbsp;&nbsp;21325 | &nbsp;&nbsp;20275 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3328 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19277 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14539 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7607 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;4/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3222 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8498 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K156 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5094 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2894 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11212 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3648 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9248 | &nbsp;&nbsp;&nbsp;&nbsp;9102 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;45550 | &nbsp;&nbsp;44350 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3289 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8240 | &nbsp;&nbsp;&nbsp;&nbsp;8241 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K160 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12998 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K161 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;18631 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K163 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/25/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10298 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K164 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;14245 | &nbsp;&nbsp;14668 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K165 | &nbsp;&nbsp;4.489% | &nbsp;&nbsp;9/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5126 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K166 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;29750 | &nbsp;&nbsp;29770 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K167 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8457 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K168 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;13266 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K169 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8047 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K171 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1969 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K174 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;4294 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K175 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;11860 | &nbsp;&nbsp;11672 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K177 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/25/2036 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;16314 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K178 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;26840 | &nbsp;&nbsp;26353 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K505 | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;8635 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K506 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;6505 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K507 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6077 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K508 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10866 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K509 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7866 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K510 | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5254 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3555 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K512 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3962 | &nbsp;&nbsp;&nbsp;&nbsp;4041 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K513 | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;12/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6787 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K515 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;10246 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K516 | &nbsp;&nbsp;5.477% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8968 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K517 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8752 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K518 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;29400 | &nbsp;&nbsp;30330 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K520 | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7176 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K524 | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3048 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K526 | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8080 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K533 | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3001 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K537 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5235 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K538 | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30248 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K541 | &nbsp;&nbsp;4.348% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30114 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K543 | &nbsp;&nbsp;4.329% | &nbsp;&nbsp;6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3008 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K547 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;5404 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K548 | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp;&nbsp;4515 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K549 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;50149 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K551 | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;8283 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K552 | &nbsp;&nbsp;4.092% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;10046 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K553 | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;19514 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K554 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;29050 | &nbsp;&nbsp;29016 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | &nbsp;&nbsp;2.862% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9888 | &nbsp;&nbsp;&nbsp;&nbsp;9854 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;18857 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | &nbsp;&nbsp;1.336% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;19895 | &nbsp;&nbsp;19260 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | &nbsp;&nbsp;1.603% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;23303 | &nbsp;&nbsp;22403 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | &nbsp;&nbsp;1.760% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9541 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | &nbsp;&nbsp;1.770% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;6337 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | &nbsp;&nbsp;1.712% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4512 | &nbsp;&nbsp;&nbsp;&nbsp;4288 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | &nbsp;&nbsp;1.657% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2695 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | &nbsp;&nbsp;2.031% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;7920 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K749 | &nbsp;&nbsp;2.120% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1694 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K751 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8576 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K752 | &nbsp;&nbsp;4.284% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;8647 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K753 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11104 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K754 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4877 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K755 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8825 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K756 | &nbsp;&nbsp;4.963% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K757 | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13072 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K758 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16250 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K759 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14604 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K760 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25231 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K761 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/25/2032 | &nbsp;&nbsp;47600 | &nbsp;&nbsp;47598 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K762 | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;77075 | &nbsp;&nbsp;76822 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K763 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;10/25/2032 | &nbsp;&nbsp;40526 | &nbsp;&nbsp;39941 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3219 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;1/25/2034 | &nbsp;&nbsp;12220 | &nbsp;&nbsp;11605 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;3/25/2034 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;9601 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;25260 | &nbsp;&nbsp;22188 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | &nbsp;&nbsp;2.859% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;8822 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | &nbsp;&nbsp;1.940% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;10561 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | &nbsp;&nbsp;1.721% | &nbsp;&nbsp;5/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;7742 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | &nbsp;&nbsp;1.716% | &nbsp;&nbsp;7/25/2035 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;14434 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3333 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;12/25/2035 | &nbsp;&nbsp;22026 | &nbsp;&nbsp;17537 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.007% | &nbsp;&nbsp;7/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;2388 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;8544 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;11465 | &nbsp;&nbsp;&nbsp;&nbsp;9152 |
| <sup>3,5</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | &nbsp;&nbsp;2.361% | &nbsp;&nbsp;10/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6098 |
| <sup>3,5</sup> | FHLMC Multifamily WI Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/2035 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;36014 |
| <sup>3</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
| <sup>3</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1397 |
| <sup>3</sup> | First National Master Note Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3224 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10824 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
| <sup>3</sup> | Ford Credit Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;12922 | &nbsp;&nbsp;12884 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2348 | &nbsp;&nbsp;&nbsp;&nbsp;2350 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1079 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1388 | &nbsp;&nbsp;&nbsp;&nbsp;1394 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1882 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;6504 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;6949 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1013 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7177 |
| <sup>3</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;2893 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;8722 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6039 |
| <sup>3</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-2 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;16710 | &nbsp;&nbsp;16665 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1102 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1103 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5026 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;1799 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1007 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1909 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4667 | &nbsp;&nbsp;&nbsp;&nbsp;4669 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>3</sup> | GM Financial Automobile Leasing Trust Series 2026-1 | &nbsp;&nbsp;3.880% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;11566 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;12/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;1111 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2699 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;11/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7348 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1907 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1705 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.840% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5629 | &nbsp;&nbsp;&nbsp;&nbsp;5588 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;6/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4453 |
| <sup>3</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;6/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2306 | &nbsp;&nbsp;&nbsp;&nbsp;2284 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC22 | &nbsp;&nbsp;3.862% | &nbsp;&nbsp;6/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.297% | &nbsp;&nbsp;9/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2014-GC26 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;11/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS2 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;1432 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.178% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.645% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5692 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2190 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.433% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8893 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.638% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;14339 | &nbsp;&nbsp;14133 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3593 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2017-GS8 | &nbsp;&nbsp;3.205% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;13712 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC39 | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;5/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5560 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;7/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;7/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5943 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;11590 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.212% | &nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2650 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2019-GSA1 | &nbsp;&nbsp;3.048% | &nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5247 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;2.911% | &nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;5577 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;3.173% | &nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1567 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2548 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.012% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;4540 |
| <sup>3</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2022-A | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3470 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp;2612 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1775 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-A | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1753 | &nbsp;&nbsp;&nbsp;&nbsp;1769 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1096 | &nbsp;&nbsp;&nbsp;&nbsp;1098 |
| <sup>3</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;2567 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1078 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2564 | &nbsp;&nbsp;&nbsp;&nbsp;2577 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;7/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3144 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;11/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3766 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4058 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1304 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;9/21/2029 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11073 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4034 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7165 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-3 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>3</sup> | Honda Auto Receivables Owner Trust Series 2025-4 | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;20250 | &nbsp;&nbsp;20145 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1376 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;1006 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;1362 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1121 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5029 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3537 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1386 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4015 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3011 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;3.790% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;17935 | &nbsp;&nbsp;17783 |
| <sup>3</sup> | Hyundai Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;11235 | &nbsp;&nbsp;11115 |
| <sup>3</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2128 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;&nbsp;1322 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3878 | &nbsp;&nbsp;&nbsp;&nbsp;3902 |
| <sup>3</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1236 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp;&nbsp;&nbsp;2954 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8096 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-B | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3886 | &nbsp;&nbsp;&nbsp;&nbsp;3923 |
| <sup>3</sup> | John Deere Owner Trust Series 2024-C | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
| <sup>3</sup> | John Deere Owner Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1508 |
| <sup>3</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3206 |
| <sup>3</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>3</sup> | John Deere Owner Trust Series 2026-A | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;8827 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9187 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1144 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.648% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3646 |
| <sup>3</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2909 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | &nbsp;&nbsp;4.474% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.639% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2670 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | &nbsp;&nbsp;3.951% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | &nbsp;&nbsp;4.226% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;1475 |
| <sup>3</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.598% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp;1499 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2713 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | &nbsp;&nbsp;4.029% | &nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;13805 | &nbsp;&nbsp;13229 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;8850 |
| <sup>3</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp;&nbsp;1464 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.484% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1175 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | &nbsp;&nbsp;3.141% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.414% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp;&nbsp;&nbsp;1792 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.858% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3655 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.713% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;1728 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;11960 | &nbsp;&nbsp;11870 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1498 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;11/13/2052 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;11400 |
| <sup>3</sup> | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | &nbsp;&nbsp;2.180% | &nbsp;&nbsp;5/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2351 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1352 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2216 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1111 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-B | &nbsp;&nbsp;3.880% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15913 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2025-B | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13676 |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2026-A | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;4559 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Mercedes-Benz Auto Lease Trust Series 2026-A | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp;2328 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3648 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5845 |
| <sup>3</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2540 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1735 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;1639 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | &nbsp;&nbsp;3.325% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9324 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | &nbsp;&nbsp;3.994% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;2990 |
| <sup>3</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;19759 |
| <sup>3</sup> | Morgan Stanley Capital I Series 2017-HR2 | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3594 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.282% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2951 | &nbsp;&nbsp;&nbsp;&nbsp;2836 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB11 | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7248 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.596% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7290 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.778% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2857 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2018-H4 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;9723 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.417% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;11660 | &nbsp;&nbsp;11236 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1380 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-H7 | &nbsp;&nbsp;3.261% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5414 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;3.806% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp;2664 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;4.071% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6605 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;7995 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-HR8 | &nbsp;&nbsp;2.041% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6310 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.698% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;7862 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.880% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1164 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;3809 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.951% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2021-L7 | &nbsp;&nbsp;2.574% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;7482 |
| <sup>3</sup> | Morgan Stanley Capital I Trust Series 2022-L8 | &nbsp;&nbsp;3.791% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;7948 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;5.752% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4537 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;6.199% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3135 |
| <sup>3</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2015 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;1209 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3524 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6773 |
| <sup>3</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5105 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-A | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1253 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3522 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-B | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;25480 | &nbsp;&nbsp;25391 |
| <sup>3</sup> | Nissan Auto Receivables Owner Trust Series 2025-B | &nbsp;&nbsp;4.020% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;21160 | &nbsp;&nbsp;21041 |
| <sup>3</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>3</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2144 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;1260 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-5 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2022-6 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1238 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;4063 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2473 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.430% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4523 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3226 | &nbsp;&nbsp;&nbsp;&nbsp;3232 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9080 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;1491 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;2444 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10115 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;16050 | &nbsp;&nbsp;16053 |
| <sup>3</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;16530 | &nbsp;&nbsp;16421 |
| <sup>3</sup> | SG Commercial Mortgage Securities Trust Series 2016-C5 | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5948 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2023-A1 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5296 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2023-A2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11147 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2024-A1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13618 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2024-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;16465 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4527 |
| <sup>3</sup> | Synchrony Card Funding LLC Series 2026-A1 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;34070 | &nbsp;&nbsp;34001 |
| <sup>3</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4166 |
| <sup>3</sup> | Synchrony Card Issuance Trust Series 2025-A3 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;9035 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-B | &nbsp;&nbsp;3.110% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2022-C | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1079 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;1681 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1362 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8908 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2011 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6425 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-C | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-C | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8085 | &nbsp;&nbsp;&nbsp;&nbsp;8083 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-D | &nbsp;&nbsp;3.840% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp;9809 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2025-D | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5352 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2026-A | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7264 | &nbsp;&nbsp;&nbsp;&nbsp;7216 |
| <sup>3</sup> | Toyota Auto Receivables Owner Trust Series 2026-A | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp;&nbsp;&nbsp;6754 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.724% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3330 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.740% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;5766 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.836% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;2517 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C5 | &nbsp;&nbsp;3.474% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3868 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5625 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2929 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;4827 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.983% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2459 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3165 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C9 | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;12275 | &nbsp;&nbsp;12087 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C10 | &nbsp;&nbsp;4.313% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8180 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C11 | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1538 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.296% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;10265 | &nbsp;&nbsp;10184 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.587% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3849 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.334% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;9733 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.585% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1702 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C14 | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10197 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2018-C15 | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9252 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.605% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4059 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1183 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;4636 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2683 |
| <sup>3</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.378% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1578 |
| <sup>3</sup> | Verizon Master Trust Series 2023-4 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;9894 |
| <sup>3</sup> | Verizon Master Trust Series 2023-7 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2878 |
| <sup>3</sup> | Verizon Master Trust Series 2024-3 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5057 |
| <sup>3</sup> | Verizon Master Trust Series 2024-4 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4513 |
| <sup>3</sup> | Verizon Master Trust Series 2024-6 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9999 |
| <sup>3</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1511 |
| <sup>3</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9089 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7031 |
| <sup>3</sup> | Verizon Master Trust Series 2025-7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5677 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3317 |
| <sup>3</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 |
| <sup>3</sup> | Volkswagen Auto Loan Enhanced Trust Series 2025-2 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10660 | &nbsp;&nbsp;&nbsp;&nbsp;10576 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.814% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3789 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9996 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.012% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp;&nbsp;&nbsp;12137 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | &nbsp;&nbsp;4.212% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8132 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;12975 | &nbsp;&nbsp;&nbsp;&nbsp;12870 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;&nbsp;10478 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;17050 | &nbsp;&nbsp;&nbsp;&nbsp;17017 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;10534 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;2.892% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7811 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | &nbsp;&nbsp;3.146% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | &nbsp;&nbsp;2.725% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8154 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | &nbsp;&nbsp;2.448% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | &nbsp;&nbsp;2.092% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | &nbsp;&nbsp;2.626% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4186 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;5.928% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6308 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;6.520% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-5C7 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;58925 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-5C7 | &nbsp;&nbsp;5.503% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;14192 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-5C8 | &nbsp;&nbsp;5.034% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;102330 | &nbsp;&nbsp;103335 |
| <sup>3</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-5C8 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;16390 | &nbsp;&nbsp;&nbsp;&nbsp;16430 |
| <sup>3</sup> | WF Card Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 |
| <sup>3</sup> | WF Card Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 |
| <sup>3</sup> | WF Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9047 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2013-C14 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2014-C22 | &nbsp;&nbsp;4.371% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118 |
| <sup>3</sup> | WFRBS Commercial Mortgage Trust Series 2014-C23 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
| <sup>3</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2024-A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2024-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 |
| <sup>3</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
| <sup>3</sup> | World Omni Select Auto Trust Series 2023-A | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167 |
| <sup>3</sup> | World Omni Select Auto Trust Series 2025-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,149,348)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,149,348)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,149,348)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,149,348)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,149,348)** | **6927145** |
| **Corporate Bonds (24.1%)** | **Corporate Bonds (24.1%)** | **Corporate Bonds (24.1%)** | **Corporate Bonds (24.1%)** | **Corporate Bonds (24.1%)** | **Corporate Bonds (24.1%)** |
| **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** | **Communications (1.8%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 |
|  | Airbnb Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;15216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15203 |
|  | Alphabet Inc. | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7105 |
|  | Alphabet Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;12314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12275 |
|  | Alphabet Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;19543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19376 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;53755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47285 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;29795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29582 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;30781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30561 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14880 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;19910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19655 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10669 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;42696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42197 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;50361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50123 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;13060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8710 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23326 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;19858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19699 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;34687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18599 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;17650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16656 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;47985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46413 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;47810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47620 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9081 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;36950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34040 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2066 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;20526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19877 |
|  | America Movil SAB de CV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9058 |
|  | America Movil SAB de CV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;37200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34618 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7703 |
|  | America Movil SAB de CV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6934 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9338 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/30/2040 | &nbsp;&nbsp;23909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24928 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/2042 | &nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/2049 | &nbsp;&nbsp;22780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18670 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11305 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;23250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23469 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12397 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954 |
|  | AT&T Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;22330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21835 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;37901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36105 |
| <sup>3</sup> | AT&T Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;15722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15646 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;14783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14793 |
| <sup>3</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;27431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27252 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;30150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30388 |
|  | AT&T Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13358 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37912 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7995 |
|  | AT&T Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;44171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37369 |
|  | AT&T Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;29868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28302 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6023 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;57550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56113 |
|  | AT&T Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;11023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10877 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| AT&T Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;10919 |
| AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;15625 | &nbsp;&nbsp;14994 |
| AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;18242 |
| AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;55097 | &nbsp;&nbsp;42714 |
| AT&T Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8037 |
| AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;16890 | &nbsp;&nbsp;13990 |
| AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;15749 | &nbsp;&nbsp;12694 |
| AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;17975 | &nbsp;&nbsp;17005 |
| AT&T Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;13430 |
| AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;56750 | &nbsp;&nbsp;48014 |
| AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/2048 | &nbsp;&nbsp;&nbsp;&nbsp;20763 | &nbsp;&nbsp;16736 |
| AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/9/2049 | &nbsp;&nbsp;&nbsp;&nbsp;17065 | &nbsp;&nbsp;13708 |
| AT&T Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4409 |
| AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;50445 | &nbsp;&nbsp;34579 |
| AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;109345 | &nbsp;&nbsp;71623 |
| AT&T Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;31425 | &nbsp;&nbsp;29458 |
| AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;78505 | &nbsp;&nbsp;51044 |
| AT&T Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;32825 | &nbsp;&nbsp;32106 |
| AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;23041 |
| AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;64763 | &nbsp;&nbsp;43633 |
| AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;97013 | &nbsp;&nbsp;62695 |
| AT&T Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;8785 |
| Baidu Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5332 |
| Baidu Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4032 |
| Baidu Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
| Baidu Inc. | &nbsp;&nbsp;3.425% | &nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436 | &nbsp;&nbsp;&nbsp;&nbsp;4278 |
| Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4603 |
| Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7098 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;49346 | &nbsp;&nbsp;49440 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.464% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;15870 | &nbsp;&nbsp;12832 |
| Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;13529 | &nbsp;&nbsp;12671 |
| British Telecommunications plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
| British Telecommunications plc | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;28483 | &nbsp;&nbsp;34022 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;24880 | &nbsp;&nbsp;24443 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp;12135 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;27750 | &nbsp;&nbsp;25929 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9442 | &nbsp;&nbsp;&nbsp;&nbsp;9489 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8232 | &nbsp;&nbsp;&nbsp;&nbsp;8526 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;16447 | &nbsp;&nbsp;14761 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;13027 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;16305 | &nbsp;&nbsp;15226 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10323 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;28117 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;20985 | &nbsp;&nbsp;21363 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;14741 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;22016 | &nbsp;&nbsp;15431 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;26815 | &nbsp;&nbsp;18343 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;70600 | &nbsp;&nbsp;65030 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;55344 | &nbsp;&nbsp;44519 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;7941 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;15578 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;58555 | &nbsp;&nbsp;43429 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;29250 | &nbsp;&nbsp;18129 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;34960 | &nbsp;&nbsp;22237 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;18102 | &nbsp;&nbsp;14188 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.834% | &nbsp;&nbsp;10/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;19670 | &nbsp;&nbsp;18683 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;16199 | &nbsp;&nbsp;15486 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;9642 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;11070 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/2062 | &nbsp;&nbsp;&nbsp;&nbsp;15510 | &nbsp;&nbsp;&nbsp;&nbsp;9130 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;14575 | &nbsp;&nbsp;11249 |
| Comcast Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;20897 |
| Comcast Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;6926 |
| Comcast Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;76776 | &nbsp;&nbsp;76474 |
| Comcast Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10611 | &nbsp;&nbsp;10692 |
| Comcast Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;12846 |
| Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;20136 |
| Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26955 | &nbsp;&nbsp;25883 |
| Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16075 | &nbsp;&nbsp;15898 |
| Comcast Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp;4216 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Comcast Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4061 | &nbsp;&nbsp;&nbsp;&nbsp;3519 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;35285 | &nbsp;&nbsp;34085 |
|  | Comcast Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8659 | &nbsp;&nbsp;&nbsp;&nbsp;8619 |
|  | Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;7159 |
|  | Comcast Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;27034 | &nbsp;&nbsp;25443 |
|  | Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11602 |
|  | Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;16890 | &nbsp;&nbsp;17462 |
|  | Comcast Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;29017 | &nbsp;&nbsp;27375 |
|  | Comcast Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;7944 |
|  | Comcast Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8723 | &nbsp;&nbsp;&nbsp;&nbsp;9457 |
|  | Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9453 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;31065 | &nbsp;&nbsp;28394 |
|  | Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;20050 | &nbsp;&nbsp;16240 |
|  | Comcast Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;15290 | &nbsp;&nbsp;13171 |
|  | Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;14092 | &nbsp;&nbsp;11749 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;35239 | &nbsp;&nbsp;24029 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;12675 | &nbsp;&nbsp;&nbsp;&nbsp;9399 |
|  | Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;20736 | &nbsp;&nbsp;15268 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;17738 | &nbsp;&nbsp;13053 |
|  | Comcast Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;12286 | &nbsp;&nbsp;10044 |
|  | Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8846 | &nbsp;&nbsp;&nbsp;&nbsp;6416 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;15950 | &nbsp;&nbsp;10445 |
|  | Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;17225 | &nbsp;&nbsp;&nbsp;&nbsp;9854 |
|  | Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;74903 | &nbsp;&nbsp;43293 |
|  | Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;14475 | &nbsp;&nbsp;&nbsp;&nbsp;7524 |
|  | Comcast Corp. | &nbsp;&nbsp;4.049% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;10746 |
|  | Comcast Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;20280 | &nbsp;&nbsp;17907 |
|  | Comcast Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;32500 | &nbsp;&nbsp;32175 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;97291 | &nbsp;&nbsp;54016 |
|  | Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;11739 | &nbsp;&nbsp;&nbsp;&nbsp;9589 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;4889 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;37622 | &nbsp;&nbsp;19953 |
|  | Comcast Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;47657 | &nbsp;&nbsp;54749 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1227 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;2387 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5248 |
|  | Expedia Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18016 |
|  | Expedia Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;10084 | &nbsp;&nbsp;&nbsp;&nbsp;9537 |
|  | Expedia Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6217 | &nbsp;&nbsp;&nbsp;&nbsp;5698 |
|  | Expedia Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;20817 | &nbsp;&nbsp;20649 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4970 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;67875 | &nbsp;&nbsp;68084 |
|  | Fox Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/8/2030 | &nbsp;&nbsp;11482 | &nbsp;&nbsp;11018 |
|  | Fox Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;5535 |
|  | Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/2039 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10162 |
|  | Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/2049 | &nbsp;&nbsp;16820 | &nbsp;&nbsp;15463 |
|  | Koninklijke KPN NV | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | MercadoLibre Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;8864 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9934 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15973 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;11414 | &nbsp;&nbsp;11453 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4644 | &nbsp;&nbsp;&nbsp;&nbsp;4717 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;48780 | &nbsp;&nbsp;48277 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;21404 | &nbsp;&nbsp;21512 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;56606 | &nbsp;&nbsp;53993 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;49564 | &nbsp;&nbsp;49049 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;21400 | &nbsp;&nbsp;21567 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;30919 | &nbsp;&nbsp;30557 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;16713 | &nbsp;&nbsp;16392 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;64273 | &nbsp;&nbsp;60865 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;34675 | &nbsp;&nbsp;27248 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;37318 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;23840 | &nbsp;&nbsp;21588 |
| <sup>3</sup> | Meta Platforms Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;55544 | &nbsp;&nbsp;52028 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;12150 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;25569 | &nbsp;&nbsp;23729 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;31713 | &nbsp;&nbsp;28483 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;55728 | &nbsp;&nbsp;&nbsp;&nbsp;51684 |
|  | NBCUniversal Media LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;10382 |
|  | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30152 | &nbsp;&nbsp;&nbsp;&nbsp;30543 |
|  | Netflix Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;65003 | &nbsp;&nbsp;&nbsp;&nbsp;67643 |
|  | Netflix Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12394 | &nbsp;&nbsp;&nbsp;&nbsp;13135 |
| <sup>8</sup> | Netflix Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 |
| <sup>8</sup> | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9129 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7416 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9310 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7164 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8593 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7285 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741 |
|  | Orange SA | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;23215 | &nbsp;&nbsp;&nbsp;&nbsp;27433 |
|  | Orange SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;11690 | &nbsp;&nbsp;&nbsp;&nbsp;11297 |
|  | Orange SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9540 |
|  | Paramount Global | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 |
|  | Paramount Global | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6942 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255 |
|  | Paramount Global | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12922 | &nbsp;&nbsp;&nbsp;&nbsp;11271 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7831 |
|  | Paramount Global | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4154 |
|  | Paramount Global | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;10763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6839 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26180 | &nbsp;&nbsp;&nbsp;&nbsp;26446 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;19699 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;30285 | &nbsp;&nbsp;&nbsp;&nbsp;30150 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;13585 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9407 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;37050 | &nbsp;&nbsp;&nbsp;&nbsp;29291 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23417 | &nbsp;&nbsp;&nbsp;&nbsp;24754 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;28635 | &nbsp;&nbsp;&nbsp;&nbsp;34074 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7363 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;7.045% | &nbsp;&nbsp;6/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;16565 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.665% | &nbsp;&nbsp;3/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;12770 | &nbsp;&nbsp;&nbsp;&nbsp;11519 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;25737 | &nbsp;&nbsp;&nbsp;&nbsp;22415 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;3/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;13753 | &nbsp;&nbsp;&nbsp;&nbsp;11363 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;16553 | &nbsp;&nbsp;&nbsp;&nbsp;14949 |
|  | Telefonica Europe BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9469 |
|  | TELUS Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9762 |
|  | TELUS Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | TELUS Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 |
|  | Tencent Music Entertainment Group | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | Time Warner Cable Enterprises LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;25905 | &nbsp;&nbsp;&nbsp;&nbsp;26115 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;14979 | &nbsp;&nbsp;&nbsp;&nbsp;14862 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4976 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;13586 | &nbsp;&nbsp;&nbsp;&nbsp;10190 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;53247 | &nbsp;&nbsp;&nbsp;&nbsp;52925 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23429 | &nbsp;&nbsp;&nbsp;&nbsp;22472 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7748 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;47100 | &nbsp;&nbsp;&nbsp;&nbsp;47542 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5532 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7278 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7233 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp;&nbsp;&nbsp;11774 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;147772 | &nbsp;&nbsp;143860 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;27780 | &nbsp;&nbsp;&nbsp;&nbsp;25244 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8047 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;26235 | &nbsp;&nbsp;&nbsp;&nbsp;24835 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8782 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9286 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;56624 | &nbsp;&nbsp;57595 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;57970 | &nbsp;&nbsp;58327 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;11311 | &nbsp;&nbsp;11385 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9729 | &nbsp;&nbsp;&nbsp;&nbsp;9548 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15091 | &nbsp;&nbsp;14835 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;32252 | &nbsp;&nbsp;28337 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7944 | &nbsp;&nbsp;&nbsp;&nbsp;5809 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;41335 | &nbsp;&nbsp;33367 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;42337 | &nbsp;&nbsp;27693 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;34567 | &nbsp;&nbsp;22610 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;13235 | &nbsp;&nbsp;12503 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;23263 | &nbsp;&nbsp;22290 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;11107 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507 | &nbsp;&nbsp;&nbsp;&nbsp;6328 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;47776 | &nbsp;&nbsp;45414 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;18700 | &nbsp;&nbsp;18141 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;22833 | &nbsp;&nbsp;14818 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;1490 |
| <sup>3</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;6508 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40150 | &nbsp;&nbsp;39801 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;21818 | &nbsp;&nbsp;21334 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;25343 | &nbsp;&nbsp;24786 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;18157 | &nbsp;&nbsp;17634 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;33225 | &nbsp;&nbsp;30545 |
|  | VeriSign Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
|  | VeriSign Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8584 | &nbsp;&nbsp;&nbsp;&nbsp;8657 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17106 | &nbsp;&nbsp;16425 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.329% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;1673 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26471 | &nbsp;&nbsp;26111 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13795 | &nbsp;&nbsp;13128 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16168 | &nbsp;&nbsp;14266 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22075 | &nbsp;&nbsp;19380 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;40855 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.355% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;48254 | &nbsp;&nbsp;42122 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12839 | &nbsp;&nbsp;12675 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10611 | &nbsp;&nbsp;10746 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;35833 | &nbsp;&nbsp;34754 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;32787 | &nbsp;&nbsp;31199 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;35099 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;37512 | &nbsp;&nbsp;37556 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;14971 | &nbsp;&nbsp;13844 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;60356 | &nbsp;&nbsp;59071 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2037 | &nbsp;&nbsp;&nbsp;&nbsp;12739 | &nbsp;&nbsp;12580 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/2037 | &nbsp;&nbsp;&nbsp;&nbsp;34594 | &nbsp;&nbsp;34464 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;13216 | &nbsp;&nbsp;12306 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;123868 | &nbsp;&nbsp;86975 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp;41753 | &nbsp;&nbsp;32106 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/3/2041 | &nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;7451 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5580 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;30593 | &nbsp;&nbsp;29789 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/2046 | &nbsp;&nbsp;&nbsp;&nbsp;24004 | &nbsp;&nbsp;20922 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;17555 | &nbsp;&nbsp;14363 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/22/2050 | &nbsp;&nbsp;&nbsp;&nbsp;13350 | &nbsp;&nbsp;10078 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;9766 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1093 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.672% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;16074 | &nbsp;&nbsp;13085 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp;79807 | &nbsp;&nbsp;77560 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;51745 | &nbsp;&nbsp;30421 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/2060 | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;12025 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/2061 | &nbsp;&nbsp;&nbsp;&nbsp;25760 | &nbsp;&nbsp;17141 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/30/2065 | &nbsp;&nbsp;&nbsp;&nbsp;34523 | &nbsp;&nbsp;33491 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;&nbsp;&nbsp;15770 | &nbsp;&nbsp;16889 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;15833 | &nbsp;&nbsp;14234 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/19/2049 | &nbsp;&nbsp;&nbsp;&nbsp;30249 | &nbsp;&nbsp;25660 |
|  | Vodafone Group plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;&nbsp;&nbsp;18315 | &nbsp;&nbsp;14081 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;22910 | &nbsp;&nbsp;21420 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4648 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/28/2064 | &nbsp;&nbsp;&nbsp;&nbsp;12810 | &nbsp;&nbsp;12123 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Walt Disney Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7171 |
| Walt Disney Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;36267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33762 |
| Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3716 |
| Walt Disney Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;16038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14884 |
| Walt Disney Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/14/2031 | &nbsp;&nbsp;18850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18552 |
| Walt Disney Co. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8249 |
| Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;38947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43195 |
| Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;16303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15854 |
| Walt Disney Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;14458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15788 |
| Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 |
| Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;37508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30679 |
| Walt Disney Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 |
| Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;20211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18008 |
| Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;11268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9943 |
| Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14820 |
| Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/2051 | &nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47033 |
| Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/13/2060 | &nbsp;&nbsp;13033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 |
| Weibo Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8051 |
| WPP 2025 LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9014 |
|  |  |  |  | &nbsp;&nbsp;**6877378** |
| **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/6/2027 | &nbsp;&nbsp;26135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25814 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/26/2030 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11955 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;16378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14788 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7532 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;16930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17405 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/2037 | &nbsp;&nbsp;13760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12470 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/9/2041 | &nbsp;&nbsp;12257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9015 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/6/2047 | &nbsp;&nbsp;21945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18042 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/9/2051 | &nbsp;&nbsp;18144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12120 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/26/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/6/2057 | &nbsp;&nbsp;12540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10244 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/9/2061 | &nbsp;&nbsp;12254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7812 |
| Amazon.com Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/13/2027 | &nbsp;&nbsp;27085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26893 |
| Amazon.com Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;6/3/2027 | &nbsp;&nbsp;24193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23423 |
| Amazon.com Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/22/2027 | &nbsp;&nbsp;39805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39325 |
| Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;11078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11175 |
| Amazon.com Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26392 |
| Amazon.com Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13323 |
| Amazon.com Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;45633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45421 |
| Amazon.com Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;38078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37878 |
| Amazon.com Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24505 |
| Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;17501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17759 |
| Amazon.com Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8076 |
| Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;38260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37816 |
| Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;56955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56522 |
| Amazon.com Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/12/2031 | &nbsp;&nbsp;52770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47262 |
| Amazon.com Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/13/2032 | &nbsp;&nbsp;20885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19895 |
| Amazon.com Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;14240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14392 |
| Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;41111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40713 |
| Amazon.com Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/20/2033 | &nbsp;&nbsp;40296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39547 |
| Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 |
| Amazon.com Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/13/2036 | &nbsp;&nbsp;38801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38439 |
| Amazon.com Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/22/2037 | &nbsp;&nbsp;58621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52766 |
| Amazon.com Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;41080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30361 |
| Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/2044 | &nbsp;&nbsp;19336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18068 |
| Amazon.com Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/13/2046 | &nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34686 |
| Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;24630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19670 |
| Amazon.com Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/3/2050 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16996 |
| Amazon.com Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695 |
| Amazon.com Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6824 |
| Amazon.com Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/20/2055 | &nbsp;&nbsp;15150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14477 |
| Amazon.com Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/13/2056 | &nbsp;&nbsp;61284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61134 |
| Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;27425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21346 |
| Amazon.com Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/3/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
| Amazon.com Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/12/2061 | &nbsp;&nbsp;26030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16102 |
| Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;25421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18895 |
| Amazon.com Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;26350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24842 |
| Amazon.com Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/13/2066 | &nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33082 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Amazon.com Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/13/2076 | &nbsp;&nbsp;26650 | &nbsp;&nbsp;26488 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8606 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5677 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;14184 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8381 | &nbsp;&nbsp;&nbsp;&nbsp;8382 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6666 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/7/2028 | &nbsp;&nbsp;12938 | &nbsp;&nbsp;13077 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;19425 | &nbsp;&nbsp;19266 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;7446 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;14213 | &nbsp;&nbsp;14034 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2484 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9764 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;13541 | &nbsp;&nbsp;13543 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;24900 | &nbsp;&nbsp;24688 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;23275 | &nbsp;&nbsp;22925 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8631 | &nbsp;&nbsp;&nbsp;&nbsp;8462 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;9856 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7218 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5054 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3605 |
| <sup>3</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5667 | &nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8851 | &nbsp;&nbsp;&nbsp;&nbsp;8672 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;14527 | &nbsp;&nbsp;14016 |
| <sup>3</sup> | American University | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;3597 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/13/2034 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14308 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1468 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;3565 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;40580 | &nbsp;&nbsp;25025 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/13/2054 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14323 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5994 |
|  | AutoNation Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;8207 |
|  | AutoNation Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2553 | &nbsp;&nbsp;&nbsp;&nbsp;2536 |
|  | AutoNation Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;5127 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | AutoNation Inc. | &nbsp;&nbsp;5.890% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;4353 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9263 | &nbsp;&nbsp;&nbsp;&nbsp;9197 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6366 | &nbsp;&nbsp;&nbsp;&nbsp;6382 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;18790 | &nbsp;&nbsp;19615 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/18/2029 | &nbsp;&nbsp;15945 | &nbsp;&nbsp;15609 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;9700 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;18664 | &nbsp;&nbsp;18229 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
|  | AutoZone Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10138 | &nbsp;&nbsp;&nbsp;&nbsp;8804 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8927 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2465 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3236 | &nbsp;&nbsp;&nbsp;&nbsp;3524 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5077 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16009 |
|  | Block Financial LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;15776 | &nbsp;&nbsp;14896 |
|  | Block Financial LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;12787 | &nbsp;&nbsp;12050 |
|  | Block Financial LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6572 | &nbsp;&nbsp;&nbsp;&nbsp;6367 |
|  | BorgWarner Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;12489 | &nbsp;&nbsp;10219 |
| <sup>3</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;20835 | &nbsp;&nbsp;13522 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3068 |
|  | Brunswick Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;8302 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>3</sup> | California Endowment | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;2210 |
|  | California Institute of Technology | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;1375 |
|  | California Institute of Technology | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;4463 |
|  | California Institute of Technology | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;5204 | &nbsp;&nbsp;&nbsp;&nbsp;3249 |
| <sup>3</sup> | Case Western Reserve University | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;6/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3399 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2874 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;16562 | &nbsp;&nbsp;15535 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;16086 | &nbsp;&nbsp;16194 |
|  | Claremont Mckenna College | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;1/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;2246 |
|  | Cornell University | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;6013 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4246 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;3800 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;9517 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3077 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;16347 | &nbsp;&nbsp;11569 |
|  | DR Horton Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1916 |
|  | DR Horton Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;16875 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8126 | &nbsp;&nbsp;&nbsp;&nbsp;8014 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;10423 | &nbsp;&nbsp;10578 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.682% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4091 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;2266 |
| <sup>3</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;6599 |
|  | eBay Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10159 |
|  | eBay Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7342 | &nbsp;&nbsp;&nbsp;&nbsp;7307 |
|  | eBay Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;23965 | &nbsp;&nbsp;22322 |
|  | eBay Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7131 |
|  | eBay Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | eBay Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8778 |
|  | eBay Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;5887 |
|  | eBay Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;7278 |
| <sup>3</sup> | Emory University | &nbsp;&nbsp;2.143% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5738 |
| <sup>3</sup> | Emory University | &nbsp;&nbsp;2.969% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2810 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3989 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8603 |
| <sup>3</sup> | Ford Foundation | &nbsp;&nbsp;2.415% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;1627 |
| <sup>3</sup> | Ford Foundation | &nbsp;&nbsp;2.815% | &nbsp;&nbsp;6/1/2070 | &nbsp;&nbsp;&nbsp;&nbsp;8638 | &nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;2047 |
|  | Ford Motor Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;23765 | &nbsp;&nbsp;20645 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;54263 | &nbsp;&nbsp;40956 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1466 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;14375 | &nbsp;&nbsp;14481 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;15331 | &nbsp;&nbsp;15325 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;18141 | &nbsp;&nbsp;17908 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8161 | &nbsp;&nbsp;&nbsp;&nbsp;7999 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;5738 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;10921 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;16321 | &nbsp;&nbsp;16814 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;32071 | &nbsp;&nbsp;33228 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;6979 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3159 | &nbsp;&nbsp;&nbsp;&nbsp;3196 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4948 | &nbsp;&nbsp;&nbsp;&nbsp;4887 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;12423 | &nbsp;&nbsp;12313 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;11131 | &nbsp;&nbsp;11078 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;24100 | &nbsp;&nbsp;24386 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;12847 | &nbsp;&nbsp;13520 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;9/5/2030 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;11236 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;19299 | &nbsp;&nbsp;17980 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;9030 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.753% | &nbsp;&nbsp;4/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;9646 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/7/2033 | &nbsp;&nbsp;10684 | &nbsp;&nbsp;11225 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;16806 | &nbsp;&nbsp;16954 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.869% | &nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10091 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2126 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;11390 | &nbsp;&nbsp;11804 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3696 |
|  | General Motors Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8281 | &nbsp;&nbsp;&nbsp;&nbsp;8238 |
|  | General Motors Co. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8603 | &nbsp;&nbsp;&nbsp;&nbsp;8848 |
|  | General Motors Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;18494 | &nbsp;&nbsp;18761 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;19371 | &nbsp;&nbsp;19520 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;1742 |
|  | General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;19230 | &nbsp;&nbsp;19763 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;21254 | &nbsp;&nbsp;20355 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;13380 | &nbsp;&nbsp;13917 |
|  | General Motors Co. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;6842 |
|  | General Motors Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;24579 | &nbsp;&nbsp;23023 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/2043 | &nbsp;&nbsp;48441 | &nbsp;&nbsp;47612 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;13747 | &nbsp;&nbsp;14201 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | General Motors Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;2891 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;13933 | &nbsp;&nbsp;13998 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/8/2027 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;22706 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;3082 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;9210 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;22833 | &nbsp;&nbsp;22277 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7207 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;1166 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/2028 | &nbsp;&nbsp;14605 | &nbsp;&nbsp;14735 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;18220 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4392 | &nbsp;&nbsp;&nbsp;&nbsp;4499 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp;&nbsp;1274 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25731 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;16031 | &nbsp;&nbsp;16398 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/2029 | &nbsp;&nbsp;16130 | &nbsp;&nbsp;15965 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;40750 | &nbsp;&nbsp;41711 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/2029 | &nbsp;&nbsp;29077 | &nbsp;&nbsp;29216 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;23145 | &nbsp;&nbsp;23565 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;19242 | &nbsp;&nbsp;19924 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;7895 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;24833 | &nbsp;&nbsp;22125 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;15203 | &nbsp;&nbsp;14985 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8519 | &nbsp;&nbsp;&nbsp;&nbsp;8786 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;29885 | &nbsp;&nbsp;26803 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/18/2031 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;21290 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6025 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15894 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/7/2034 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;16407 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;12739 | &nbsp;&nbsp;13074 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6934 | &nbsp;&nbsp;&nbsp;&nbsp;6878 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/7/2035 | &nbsp;&nbsp;31849 | &nbsp;&nbsp;32422 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;42710 | &nbsp;&nbsp;44151 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;12533 | &nbsp;&nbsp;12346 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6781 | &nbsp;&nbsp;&nbsp;&nbsp;7029 |
|  | Genuine Parts Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;18471 | &nbsp;&nbsp;18403 |
|  | Genuine Parts Co. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;16210 | &nbsp;&nbsp;13976 |
|  | Genuine Parts Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7506 | &nbsp;&nbsp;&nbsp;&nbsp;6499 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5942 |
| <sup>3</sup> | George Washington University | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3944 | &nbsp;&nbsp;&nbsp;&nbsp;3324 |
|  | George Washington University | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1742 | &nbsp;&nbsp;&nbsp;&nbsp;1582 |
| <sup>3</sup> | George Washington University | &nbsp;&nbsp;4.126% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;11456 | &nbsp;&nbsp;&nbsp;&nbsp;9229 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4837 | &nbsp;&nbsp;&nbsp;&nbsp;3959 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;5355 |
|  | Georgetown University | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1380 |
| <sup>3</sup> | Georgetown University | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;10/1/2118 | &nbsp;&nbsp;&nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;2351 |
|  | Harley-Davidson Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/28/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;8651 |
|  | Hasbro Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;4142 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4807 |
|  | Hasbro Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5413 | &nbsp;&nbsp;&nbsp;&nbsp;4905 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;24813 | &nbsp;&nbsp;24422 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5390 |
|  | Home Depot Inc. | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3771 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7053 | &nbsp;&nbsp;&nbsp;&nbsp;7010 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;27595 | &nbsp;&nbsp;26551 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;15337 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;36495 | &nbsp;&nbsp;34336 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6181 | &nbsp;&nbsp;&nbsp;&nbsp;6103 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7089 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;13915 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;39279 | &nbsp;&nbsp;36666 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9986 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/25/2034 | &nbsp;&nbsp;20478 | &nbsp;&nbsp;20625 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;5157 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/16/2036 | &nbsp;&nbsp;64353 | &nbsp;&nbsp;68506 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;14204 | &nbsp;&nbsp;11348 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;18212 | &nbsp;&nbsp;15410 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;11095 | &nbsp;&nbsp;&nbsp;&nbsp;9397 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;16280 | &nbsp;&nbsp;13445 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;26741 | &nbsp;&nbsp;20721 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;15173 | &nbsp;&nbsp;12750 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;38120 | &nbsp;&nbsp;25256 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;18354 | &nbsp;&nbsp;12664 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;15188 | &nbsp;&nbsp;10835 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6697 | &nbsp;&nbsp;&nbsp;&nbsp;5961 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3174 | &nbsp;&nbsp;&nbsp;&nbsp;2970 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.436% | &nbsp;&nbsp;7/8/2028 | &nbsp;&nbsp;19100 | &nbsp;&nbsp;19048 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;23020 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.967% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10734 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;5.337% | &nbsp;&nbsp;7/8/2035 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;19239 |
| <sup>3</sup> | Howard University | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3561 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;12805 | &nbsp;&nbsp;12711 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;4790 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/23/2030 | &nbsp;&nbsp;10720 | &nbsp;&nbsp;11035 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8872 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6123 |
|  | JD.com Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7758 |
|  | JD.com Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;2662 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;4.705% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7074 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4226 |
| <sup>3</sup> | Johns Hopkins University | &nbsp;&nbsp;2.813% | &nbsp;&nbsp;1/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;12868 | &nbsp;&nbsp;13038 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4824 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5817 | &nbsp;&nbsp;&nbsp;&nbsp;5971 |
|  | Lear Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | Lear Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6749 |
|  | Lear Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3616 |
|  | Lear Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4111 |
|  | Lear Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;11990 | &nbsp;&nbsp;10682 |
|  | Lear Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;3080 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;12475 | &nbsp;&nbsp;12207 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;4237 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;1.289% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;4.679% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3918 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;3.647% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;&nbsp;&nbsp;9169 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;2.413% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;2862 |
|  | Lennar Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15029 |
|  | Lennar Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;1030 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5201 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;21749 | &nbsp;&nbsp;21681 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;4170 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;18546 | &nbsp;&nbsp;17430 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;23884 | &nbsp;&nbsp;23679 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9753 | &nbsp;&nbsp;&nbsp;&nbsp;9542 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;18567 | &nbsp;&nbsp;18593 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8820 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;27068 | &nbsp;&nbsp;26598 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;17266 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;21450 | &nbsp;&nbsp;20309 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;31750 | &nbsp;&nbsp;31215 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1006 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;27825 | &nbsp;&nbsp;28151 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;45583 | &nbsp;&nbsp;44391 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;6397 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8117 | &nbsp;&nbsp;&nbsp;&nbsp;5714 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;10321 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/2047 | &nbsp;&nbsp;15165 | &nbsp;&nbsp;11637 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/5/2049 | &nbsp;&nbsp;19698 | &nbsp;&nbsp;16101 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;15168 | &nbsp;&nbsp;&nbsp;&nbsp;9355 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;2565 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;47608 | &nbsp;&nbsp;36462 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;15750 | &nbsp;&nbsp;14873 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp;7781 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/2062 | &nbsp;&nbsp;25667 | &nbsp;&nbsp;19419 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;9809 | &nbsp;&nbsp;&nbsp;&nbsp;9359 |
|  | Magna International Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8007 | &nbsp;&nbsp;&nbsp;&nbsp;8117 |
|  | Magna International Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4591 |
|  | Magna International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3591 |
|  | Magna International Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9448 | &nbsp;&nbsp;&nbsp;&nbsp;9774 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;11585 | &nbsp;&nbsp;11888 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;15073 | &nbsp;&nbsp;15151 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16180 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8592 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6202 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;16530 | &nbsp;&nbsp;16539 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;19416 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2149 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp;&nbsp;&nbsp;7784 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
| <sup>3</sup> | Marriott International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2161 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7063 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;10349 | &nbsp;&nbsp;10411 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2037 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11956 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/2038 | &nbsp;&nbsp;12675 | &nbsp;&nbsp;12046 |
|  | Masco Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8426 |
|  | Masco Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4733 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2821 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7938 |
|  | Masco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3546 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | Masco Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2555 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;3.959% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.989% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;3720 |
| <sup>3</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;3185 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3044 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/1/2111 | &nbsp;&nbsp;15386 | &nbsp;&nbsp;15064 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;4.678% | &nbsp;&nbsp;7/1/2114 | &nbsp;&nbsp;14957 | &nbsp;&nbsp;12232 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.885% | &nbsp;&nbsp;7/1/2116 | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
|  | Mattel Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6867 |
|  | Mattel Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3596 | &nbsp;&nbsp;&nbsp;&nbsp;3263 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8920 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;11392 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12148 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6340 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;13389 | &nbsp;&nbsp;12694 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;16996 | &nbsp;&nbsp;15619 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;4521 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;18716 | &nbsp;&nbsp;18179 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;6248 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2063 | &nbsp;&nbsp;&nbsp;&nbsp;2068 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/3/2035 | &nbsp;&nbsp;44146 | &nbsp;&nbsp;43908 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/9/2035 | &nbsp;&nbsp;22769 | &nbsp;&nbsp;22300 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/13/2036 | &nbsp;&nbsp;13636 | &nbsp;&nbsp;13568 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;13372 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;13553 | &nbsp;&nbsp;14775 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7793 | &nbsp;&nbsp;&nbsp;&nbsp;8075 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;5482 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/9/2045 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;13801 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6327 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4122 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6871 | &nbsp;&nbsp;&nbsp;&nbsp;5419 |
| <sup>3</sup> | McDonald's Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;30960 | &nbsp;&nbsp;27988 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/14/2053 | &nbsp;&nbsp;11755 | &nbsp;&nbsp;11142 |
| <sup>8</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp;10225 |
| <sup>8</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  | Meritage Homes Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7531 | &nbsp;&nbsp;&nbsp;&nbsp;7519 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4114 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5389 |
|  | NIKE Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;23745 | &nbsp;&nbsp;22433 |
|  | NIKE Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1849 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
|  | NIKE Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7794 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/27/2050 | &nbsp;&nbsp;24940 | &nbsp;&nbsp;17359 |
| <sup>3</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;2055 |
|  | Northwestern University | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;6122 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;8968 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1858 |
| <sup>3</sup> | Northwestern University | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1511 |
|  | NVR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;8542 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;24495 | &nbsp;&nbsp;24245 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4952 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;11216 | &nbsp;&nbsp;11040 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;17734 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2722 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8952 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7589 | &nbsp;&nbsp;&nbsp;&nbsp;7515 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;5810 |
|  | Owens Corning | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2531 |
|  | Owens Corning | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | Owens Corning | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
|  | Owens Corning | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
|  | Owens Corning | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;1994 |
|  | Owens Corning | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;6411 |
|  | Owens Corning | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3295 |
|  | Owens Corning | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;10105 |
|  | Polaris Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5156 | &nbsp;&nbsp;&nbsp;&nbsp;5111 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.887% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;6671 |
| <sup>3</sup> | President & Fellows of Harvard College | &nbsp;&nbsp;4.609% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12557 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3560 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;4534 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;2.517% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.745% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;7338 |
|  | PulteGroup Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7227 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;9744 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | PulteGroup Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;10902 | &nbsp;&nbsp;10533 |
|  | PVH Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;15575 | &nbsp;&nbsp;15721 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7537 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;14871 |
| <sup>3</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;6045 |
|  | Rollins Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2707 | &nbsp;&nbsp;&nbsp;&nbsp;2700 |
|  | Ross Stores Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8771 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3823 | &nbsp;&nbsp;&nbsp;&nbsp;3986 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;11412 | &nbsp;&nbsp;11232 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;18007 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;40028 | &nbsp;&nbsp;39340 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/27/2038 | &nbsp;&nbsp;25929 | &nbsp;&nbsp;24654 |
|  | Sands China Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;21319 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | Sands China Ltd. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7326 |
|  | Sands China Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;5885 |
|  | Sekisui House US Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8572 |
|  | Sekisui House US Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3624 |
|  | Sekisui House US Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6752 |
|  | Snap-on Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3661 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;3464 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;12145 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;4401 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;5530 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;33000 | &nbsp;&nbsp;32736 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;32317 | &nbsp;&nbsp;31483 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Starbucks Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;16721 | &nbsp;&nbsp;15331 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10951 | &nbsp;&nbsp;11087 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;37821 | &nbsp;&nbsp;34569 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5112 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;24264 | &nbsp;&nbsp;22130 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;16967 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;13537 | &nbsp;&nbsp;13585 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8987 | &nbsp;&nbsp;&nbsp;&nbsp;9185 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;8475 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5801 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1385 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4041 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;5857 |
| <sup>3</sup> | Tapestry Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2796 | &nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;11934 | &nbsp;&nbsp;12066 |
|  | Tapestry Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;1924 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;7092 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;10541 | &nbsp;&nbsp;10363 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;12917 | &nbsp;&nbsp;11037 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;12935 | &nbsp;&nbsp;12887 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.186% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;10114 | &nbsp;&nbsp;10127 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.118% | &nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9487 | &nbsp;&nbsp;&nbsp;&nbsp;9661 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6390 | &nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6668 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.362% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;6/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3834 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12047 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9277 | &nbsp;&nbsp;&nbsp;&nbsp;8918 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5765 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6735 | &nbsp;&nbsp;&nbsp;&nbsp;6867 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;11263 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;11884 | &nbsp;&nbsp;11803 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7377 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/5/2028 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;20420 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11769 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7576 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;6849 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;11703 | &nbsp;&nbsp;11636 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10720 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;16173 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;8797 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14401 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;10745 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;19889 | &nbsp;&nbsp;19989 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15618 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4377 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;16738 | &nbsp;&nbsp;16496 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;10431 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/12/2031 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;13921 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;20750 | &nbsp;&nbsp;20720 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/3/2032 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;12005 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9120 | &nbsp;&nbsp;&nbsp;&nbsp;8978 |
| <sup>3</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7662 | &nbsp;&nbsp;&nbsp;&nbsp;7608 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;16656 | &nbsp;&nbsp;17033 |
|  | Tractor Supply Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5072 |
|  | Tractor Supply Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3551 |
| <sup>3</sup> | Trustees of Boston College | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;2730 |
| <sup>3</sup> | Trustees of Columbia University in the City of New York | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3865 |
|  | Trustees of Dartmouth College | &nbsp;&nbsp;4.273% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4504 |
|  | Trustees of Princeton University | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;6182 |
| <sup>3</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;4645 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2715 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;9/1/2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3</sup> | University of Chicago | &nbsp;&nbsp;2.547% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169 |
| <sup>3</sup> | University of Chicago | &nbsp;&nbsp;4.003% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4146 |
| <sup>3</sup> | University of Miami | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4336 |
| <sup>3</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.438% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6824 |
| <sup>3</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.394% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.028% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7521 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.841% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7511 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;2.945% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7960 |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
|  | University of Southern California | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
| <sup>3</sup> | University of Southern California | &nbsp;&nbsp;3.226% | &nbsp;&nbsp;10/1/2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>3</sup> | Washington University | &nbsp;&nbsp;3.524% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | Washington University | &nbsp;&nbsp;4.349% | &nbsp;&nbsp;4/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 |
| <sup>3</sup> | William Marsh Rice University | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6707 |
| <sup>3</sup> | Yale University | &nbsp;&nbsp;1.482% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 |
| <sup>3</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;15075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8951 |
|  |  |  |  |  | &nbsp;&nbsp;**6185834** |
| **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** | **Consumer Staples (1.4%)** |
|  | Ahold Finance USA LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15764 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19245 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25980 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8603 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10837 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6017 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5658 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;&nbsp;&nbsp;15760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15827 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20007 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/9/2042 | &nbsp;&nbsp;&nbsp;&nbsp;10376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8453 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;15849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13169 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/2046 | &nbsp;&nbsp;&nbsp;&nbsp;23289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17125 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp;27928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27074 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;17557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12069 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/14/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487 |
| <sup>3</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;89302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86956 |
| <sup>3</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;141831 | &nbsp;&nbsp;&nbsp;&nbsp;127879 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9343 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;21742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19603 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;85703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86749 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;33870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32746 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;12650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;28575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35940 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;24281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24673 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8185 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;28782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24086 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;66998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64945 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;&nbsp;&nbsp;33180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33300 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13527 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;13325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11231 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7186 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;26873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26930 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20394 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;45625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43813 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.462% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7431 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11931 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12807 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10468 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21921 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11055 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| BAT Capital Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;21871 | &nbsp;&nbsp;22440 |
| BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9785 |
| BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;13905 | &nbsp;&nbsp;15080 |
| BAT Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;10003 | &nbsp;&nbsp;10566 |
| BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;12768 | &nbsp;&nbsp;13137 |
| BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;34975 | &nbsp;&nbsp;31782 |
| BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;13202 |
| BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;23406 | &nbsp;&nbsp;18953 |
| BAT Capital Corp. | &nbsp;&nbsp;4.758% | &nbsp;&nbsp;9/6/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;8171 |
| BAT Capital Corp. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;4/2/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;7488 |
| BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
| BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;16594 |
| BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8661 | &nbsp;&nbsp;&nbsp;&nbsp;8728 |
| BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/2028 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10509 |
| BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;30600 | &nbsp;&nbsp;31749 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11902 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3286 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3718 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;12055 | &nbsp;&nbsp;12003 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/14/2031 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;11156 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5417 | &nbsp;&nbsp;&nbsp;&nbsp;5348 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/17/2034 | &nbsp;&nbsp;12735 | &nbsp;&nbsp;12308 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/4/2035 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14937 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5417 | &nbsp;&nbsp;&nbsp;&nbsp;5343 |
| Campbell's Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;11818 |
| Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;16554 |
| Campbell's Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;4903 |
| Campbell's Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;10182 | &nbsp;&nbsp;&nbsp;&nbsp;9865 |
| Campbell's Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;11383 | &nbsp;&nbsp;11035 |
| Campbell's Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/23/2035 | &nbsp;&nbsp;13025 | &nbsp;&nbsp;11989 |
| Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;2992 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3526 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;11652 |
| Clorox Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5987 |
| Clorox Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
| Clorox Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9313 | &nbsp;&nbsp;&nbsp;&nbsp;8330 |
| Clorox Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3965 |
| Coca-Cola Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;17848 | &nbsp;&nbsp;17340 |
| Coca-Cola Co. | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7562 |
| Coca-Cola Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9866 |
| Coca-Cola Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;35093 | &nbsp;&nbsp;31725 |
| Coca-Cola Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;19400 | &nbsp;&nbsp;17444 |
| Coca-Cola Co. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;12565 |
| Coca-Cola Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/5/2032 | &nbsp;&nbsp;34500 | &nbsp;&nbsp;30885 |
| Coca-Cola Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7715 |
| Coca-Cola Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;16358 | &nbsp;&nbsp;16458 |
| Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;8857 |
| Coca-Cola Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/5/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4522 |
| Coca-Cola Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;21475 | &nbsp;&nbsp;13019 |
| Coca-Cola Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/5/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;5298 |
| Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;10167 |
| Coca-Cola Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/13/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;4619 |
| Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/2055 | &nbsp;&nbsp;27348 | &nbsp;&nbsp;25889 |
| Coca-Cola Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/13/2064 | &nbsp;&nbsp;31647 | &nbsp;&nbsp;30050 |
| Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8536 |
| Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3392 | &nbsp;&nbsp;&nbsp;&nbsp;3480 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;12744 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6154 | &nbsp;&nbsp;&nbsp;&nbsp;6094 |
| Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2043 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10317 |
| Colgate-Palmolive Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4945 |
| Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10134 |
| Colgate-Palmolive Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9381 |
| Conagra Brands Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;19822 | &nbsp;&nbsp;18841 |
| Conagra Brands Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;15450 | &nbsp;&nbsp;15466 |
| Conagra Brands Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
| Conagra Brands Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8219 |
| Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;21530 | &nbsp;&nbsp;20033 |
| Conagra Brands Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Constellation Brands Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/9/2027 | &nbsp;&nbsp;13275 | &nbsp;&nbsp;13138 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5636 | &nbsp;&nbsp;&nbsp;&nbsp;5630 |
| Constellation Brands Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;6963 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7542 |
| Constellation Brands Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9280 |
| Constellation Brands Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;5437 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1761 |
| Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4961 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15589 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;7195 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7883 | &nbsp;&nbsp;&nbsp;&nbsp;6421 |
| Constellation Brands Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;7315 |
| Constellation Brands Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;3934 |
| Constellation Brands Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;5698 |
| Costco Wholesale Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/2027 | &nbsp;&nbsp;15732 | &nbsp;&nbsp;15589 |
| Costco Wholesale Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;6842 |
| Costco Wholesale Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;34873 | &nbsp;&nbsp;31536 |
| Costco Wholesale Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/20/2032 | &nbsp;&nbsp;16558 | &nbsp;&nbsp;14300 |
| Delhaize America LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;2268 |
| Diageo Capital plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7192 |
| Diageo Capital plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9908 |
| Diageo Capital plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;7673 |
| Diageo Capital plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9824 | &nbsp;&nbsp;&nbsp;&nbsp;8464 |
| Diageo Capital plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/24/2033 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14456 |
| Diageo Capital plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/5/2033 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;10741 |
| Diageo Capital plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1588 |
| Diageo Capital plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/29/2043 | &nbsp;&nbsp;17969 | &nbsp;&nbsp;14314 |
| Diageo Investment Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7846 | &nbsp;&nbsp;&nbsp;&nbsp;8012 |
| Diageo Investment Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5286 | &nbsp;&nbsp;&nbsp;&nbsp;5473 |
| Diageo Investment Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1695 |
| Diageo Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/11/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;&nbsp;1288 |
| Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;12884 | &nbsp;&nbsp;12801 |
| Dollar General Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2331 | &nbsp;&nbsp;&nbsp;&nbsp;2359 |
| Dollar General Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4252 |
| Dollar General Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6566 | &nbsp;&nbsp;&nbsp;&nbsp;6523 |
| Dollar General Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/5/2033 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;11028 |
| Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/3/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp;3059 |
| Dollar General Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9276 |
| Dollar Tree Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;22112 | &nbsp;&nbsp;21966 |
| Dollar Tree Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5281 | &nbsp;&nbsp;&nbsp;&nbsp;4699 |
| Dollar Tree Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;14175 | &nbsp;&nbsp;&nbsp;&nbsp;9162 |
| Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5005 |
| Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;14478 |
| Estee Lauder Cos. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9712 |
| Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7362 | &nbsp;&nbsp;&nbsp;&nbsp;7237 |
| Estee Lauder Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8480 |
| Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;2471 |
| Flowers Foods Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11381 | &nbsp;&nbsp;&nbsp;&nbsp;9631 |
| Flowers Foods Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3814 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
| General Mills Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;32580 | &nbsp;&nbsp;32395 |
| General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8302 |
| General Mills Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6891 | &nbsp;&nbsp;&nbsp;&nbsp;6428 |
| General Mills Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;14987 | &nbsp;&nbsp;14828 |
| General Mills Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/2035 | &nbsp;&nbsp;20300 | &nbsp;&nbsp;20058 |
| General Mills Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4865 |
| Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;11330 |
| Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;36500 | &nbsp;&nbsp;34379 |
| Haleon US Capital LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/24/2052 | &nbsp;&nbsp;14625 | &nbsp;&nbsp;11229 |
| Hershey Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6427 | &nbsp;&nbsp;&nbsp;&nbsp;6444 |
| Hershey Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| Hershey Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;6649 |
| Hershey Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10209 |
| Hormel Foods Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;13760 | &nbsp;&nbsp;13039 |
| Hormel Foods Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;7709 |
| Hormel Foods Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/3/2051 | &nbsp;&nbsp;10002 | &nbsp;&nbsp;&nbsp;&nbsp;6389 |
| Ingredion Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;7565 |
| Ingredion Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1222 |
| J M Smucker Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7258 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | J M Smucker Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12708 |
|  | J M Smucker Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4187 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;9671 |
|  | J M Smucker Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;15365 |
|  | JBS NV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3057 | &nbsp;&nbsp;&nbsp;&nbsp;2933 |
|  | JBS NV | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6556 |
|  | JBS NV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | JBS NV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2664 |
|  | JBS NV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;19801 | &nbsp;&nbsp;20440 |
|  | JBS NV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;17401 | &nbsp;&nbsp;19108 |
|  | JBS NV | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/2035 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11880 |
|  | JBS NV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11048 |
| <sup>6,8</sup> | JBS NV | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;13668 |
|  | JBS NV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2052 | &nbsp;&nbsp;24625 | &nbsp;&nbsp;18708 |
|  | JBS NV | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;22700 | &nbsp;&nbsp;22938 |
|  | JBS NV | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;10466 | &nbsp;&nbsp;11501 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;17354 | &nbsp;&nbsp;17254 |
|  | JBS NV | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;17955 | &nbsp;&nbsp;17571 |
| <sup>6,8</sup> | JBS NV | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/10/2057 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12656 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11446 |
|  | Kellanova | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;10344 |
|  | Kellanova | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4852 |
| <sup>3</sup> | Kellanova | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;9019 |
|  | Kellanova | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | Kellanova | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3162 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10663 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12222 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;24105 | &nbsp;&nbsp;24288 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;13996 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14448 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/22/2063 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7346 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8392 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;17535 | &nbsp;&nbsp;17172 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;23750 | &nbsp;&nbsp;22274 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1979 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2648 |
| <sup>3</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8538 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10404 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;11810 | &nbsp;&nbsp;11710 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;26350 | &nbsp;&nbsp;25677 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3125 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;4947 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2407 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;12434 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7645 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6392 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;8234 |
|  | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2123 | &nbsp;&nbsp;&nbsp;&nbsp;2123 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;16218 | &nbsp;&nbsp;16109 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3920 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3996 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10587 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/26/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8663 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8836 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/9/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;7179 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2042 | &nbsp;&nbsp;19025 | &nbsp;&nbsp;16721 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;17050 | &nbsp;&nbsp;14887 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;34186 | &nbsp;&nbsp;26669 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;14646 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;9316 |
|  | Kroger Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1441 |
| <sup>3</sup> | Kroger Co. | &nbsp;&nbsp;7.700% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4380 |
|  | Kroger Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6820 |
|  | Kroger Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5031 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
|  | Kroger Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6102 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | Kroger Co. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1268 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;29730 | &nbsp;&nbsp;29368 |
|  | Kroger Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3327 | &nbsp;&nbsp;&nbsp;&nbsp;3769 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;3919 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4524 | &nbsp;&nbsp;&nbsp;&nbsp;4178 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2178 |
|  | Kroger Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;14619 | &nbsp;&nbsp;11061 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;17409 | &nbsp;&nbsp;14288 |
|  | Kroger Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7185 | &nbsp;&nbsp;&nbsp;&nbsp;6674 |
|  | Kroger Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;19212 | &nbsp;&nbsp;17849 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;18314 | &nbsp;&nbsp;17015 |
| <sup>8</sup> | Maple Parent Holdings Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10380 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;8169 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;10925 | &nbsp;&nbsp;&nbsp;&nbsp;9818 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;20725 | &nbsp;&nbsp;16169 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8287 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;25100 | &nbsp;&nbsp;24946 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;20650 | &nbsp;&nbsp;20859 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9006 | &nbsp;&nbsp;&nbsp;&nbsp;8390 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4410 |
|  | Mondelez International Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7010 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;14245 | &nbsp;&nbsp;12093 |
|  | Mondelez International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/4/2050 | &nbsp;&nbsp;15275 | &nbsp;&nbsp;&nbsp;&nbsp;8920 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;22525 | &nbsp;&nbsp;22196 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;10761 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;12540 |
|  | PepsiCo Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;3800 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6909 | &nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;27510 | &nbsp;&nbsp;25998 |
|  | PepsiCo Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;16520 | &nbsp;&nbsp;14890 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6014 |
|  | PepsiCo Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | PepsiCo Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;17548 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;8685 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2032 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;20021 |
|  | PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8635 | &nbsp;&nbsp;&nbsp;&nbsp;8730 |
|  | PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;41050 | &nbsp;&nbsp;41462 |
|  | PepsiCo Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6676 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;7888 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/21/2041 | &nbsp;&nbsp;11353 | &nbsp;&nbsp;&nbsp;&nbsp;8114 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3293 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1768 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;2993 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/14/2046 | &nbsp;&nbsp;11925 | &nbsp;&nbsp;10331 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/6/2046 | &nbsp;&nbsp;15075 | &nbsp;&nbsp;11178 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/29/2049 | &nbsp;&nbsp;14020 | &nbsp;&nbsp;&nbsp;&nbsp;9913 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;16308 | &nbsp;&nbsp;12014 |
|  | PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/21/2051 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;6446 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/18/2052 | &nbsp;&nbsp;10760 | &nbsp;&nbsp;&nbsp;&nbsp;8660 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4318 |
|  | PepsiCo Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/17/2054 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;10624 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/2060 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1489 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;11934 | &nbsp;&nbsp;11781 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4461 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15198 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;29973 | &nbsp;&nbsp;30305 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8234 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5126 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5104 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8735 | &nbsp;&nbsp;&nbsp;&nbsp;8866 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9327 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;20770 | &nbsp;&nbsp;21599 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;27345 | &nbsp;&nbsp;27914 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;9330 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1549 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/2030 | &nbsp;&nbsp;13494 | &nbsp;&nbsp;14003 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;11140 | &nbsp;&nbsp;10905 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;20199 | &nbsp;&nbsp;17886 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16347 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9037 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;20477 | &nbsp;&nbsp;19876 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;31547 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;28707 | &nbsp;&nbsp;29506 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/7/2033 | &nbsp;&nbsp;13472 | &nbsp;&nbsp;14054 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;28047 | &nbsp;&nbsp;28582 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;24965 | &nbsp;&nbsp;24580 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;18910 | &nbsp;&nbsp;18187 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;8294 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;20418 | &nbsp;&nbsp;17735 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;&nbsp;7847 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;15802 | &nbsp;&nbsp;12692 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/2043 | &nbsp;&nbsp;12640 | &nbsp;&nbsp;10460 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3529 | &nbsp;&nbsp;&nbsp;&nbsp;3173 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;7401 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9383 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;15213 | &nbsp;&nbsp;13811 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13572 |
|  | Pilgrim's Pride Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5937 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6485 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12836 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;30127 | &nbsp;&nbsp;28839 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3436 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;15351 | &nbsp;&nbsp;13434 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;12935 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;9335 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/29/2034 | &nbsp;&nbsp;25500 | &nbsp;&nbsp;25531 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5624 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/2035 | &nbsp;&nbsp;13375 | &nbsp;&nbsp;12967 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;15788 | &nbsp;&nbsp;16225 |
|  | Reynolds American Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5468 |
| <sup>3</sup> | Reynolds American Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp;&nbsp;&nbsp;2655 |
| <sup>3</sup> | Reynolds American Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2178 |
|  | Reynolds American Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8623 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;43590 | &nbsp;&nbsp;42181 |
|  | Sysco Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;14864 | &nbsp;&nbsp;14618 |
|  | Sysco Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6166 |
|  | Sysco Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5058 | &nbsp;&nbsp;&nbsp;&nbsp;5249 |
|  | Sysco Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8290 |
|  | Sysco Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3102 |
|  | Sysco Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7567 |
|  | Sysco Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6480 |
|  | Sysco Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7833 | &nbsp;&nbsp;&nbsp;&nbsp;7472 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;8944 |
|  | Sysco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;7263 |
|  | Sysco Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;5863 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;14832 | &nbsp;&nbsp;15314 |
|  | Sysco Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/14/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;4739 |
|  | Target Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;4768 |
|  | Target Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;11850 | &nbsp;&nbsp;11579 |
|  | Target Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Target Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4651 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;4278 |
|  | Target Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8449 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;30016 | &nbsp;&nbsp;29222 |
|  | Target Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7722 |
|  | Target Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;23289 | &nbsp;&nbsp;23571 |
|  | Target Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
|  | Target Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;13250 | &nbsp;&nbsp;10997 |
|  | Target Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;3044 |
|  | Target Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2525 |
|  | Target Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10529 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;16175 | &nbsp;&nbsp;16023 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17450 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14493 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5190 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/28/2048 | &nbsp;&nbsp;24063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21636 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22736 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;23366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21859 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5166 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9306 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/2033 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12159 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9887 |
| <sup>3</sup> | Unilever Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;12457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/28/2027 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10523 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | Walmart Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/26/2028 | &nbsp;&nbsp;14146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14073 |
|  | Walmart Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/8/2029 | &nbsp;&nbsp;21465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20973 |
|  | Walmart Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/2029 | &nbsp;&nbsp;13623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12873 |
|  | Walmart Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/28/2030 | &nbsp;&nbsp;12655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12778 |
|  | Walmart Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 |
|  | Walmart Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6173 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | Walmart Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;37264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37757 |
|  | Walmart Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;13067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13638 |
|  | Walmart Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;13580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15116 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/28/2038 | &nbsp;&nbsp;14675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13563 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/11/2043 | &nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9711 |
|  | Walmart Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6911 |
|  | Walmart Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;19378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14902 |
|  | Walmart Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/29/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248 |
|  | Walmart Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/24/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 |
|  | Walmart Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 |
|  |  |  |  |  | &nbsp;&nbsp;**5089876** |
| **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** |
|  | Antero Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11225 |
|  | APA Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;13325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13388 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7655 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;11168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11024 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7106 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;46255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45398 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;14926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14591 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;21695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21676 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10256 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11243 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8412 |
| <sup>3</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.588% | &nbsp;&nbsp;4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12681 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.937% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9684 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.234% | &nbsp;&nbsp;11/6/2028 | &nbsp;&nbsp;34680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34692 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.699% | &nbsp;&nbsp;4/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17056 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.633% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13542 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18087 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24077 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;43750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44024 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;4/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;46453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47384 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;37750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28435 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/2050 | &nbsp;&nbsp;23664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15248 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;18655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11445 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24320 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7360 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;10597 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;22573 | &nbsp;&nbsp;22293 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;12825 | &nbsp;&nbsp;12629 |
|  | Burlington Resources LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp;&nbsp;&nbsp;6138 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;16231 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;9446 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8467 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;14775 | &nbsp;&nbsp;16402 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;4135 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2528 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;3346 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;8506 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5723 | &nbsp;&nbsp;&nbsp;&nbsp;6021 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;9822 |
| <sup>3</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6539 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4982 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6711 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2889 | &nbsp;&nbsp;&nbsp;&nbsp;2793 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;2728 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7462 | &nbsp;&nbsp;&nbsp;&nbsp;6748 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;10068 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;27354 | &nbsp;&nbsp;27504 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;16250 | &nbsp;&nbsp;15797 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;12/31/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;6689 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;13674 | &nbsp;&nbsp;13629 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;17590 | &nbsp;&nbsp;18124 |
| <sup>8</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6643 | &nbsp;&nbsp;&nbsp;&nbsp;6570 |
| <sup>8</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;9060 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;15400 | &nbsp;&nbsp;15307 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;36110 | &nbsp;&nbsp;34669 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;20100 | &nbsp;&nbsp;18304 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6498 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;20300 | &nbsp;&nbsp;20929 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/2035 | &nbsp;&nbsp;16420 | &nbsp;&nbsp;16685 |
|  | Chevron Corp. | &nbsp;&nbsp;2.236% | &nbsp;&nbsp;5/11/2030 | &nbsp;&nbsp;18468 | &nbsp;&nbsp;17053 |
|  | Chevron USA Inc. | &nbsp;&nbsp;1.018% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp;&nbsp;&nbsp;8798 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;13611 | &nbsp;&nbsp;13613 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;2/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5393 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/13/2028 | &nbsp;&nbsp;22363 | &nbsp;&nbsp;22375 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7750 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.687% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;31318 | &nbsp;&nbsp;31808 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7248 | &nbsp;&nbsp;&nbsp;&nbsp;7265 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;6993 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;19043 | &nbsp;&nbsp;19100 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;22450 | &nbsp;&nbsp;22521 |
|  | Chevron USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6492 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5342 | &nbsp;&nbsp;&nbsp;&nbsp;4849 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | CNOOC Finance 2014 ULC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5177 |
|  | CNOOC Finance 2015 Australia Pty Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
|  | CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/2/2028 | &nbsp;&nbsp;33050 | &nbsp;&nbsp;33175 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;6029 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;11325 | &nbsp;&nbsp;13086 |
|  | Columbia Pipeline Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4429 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;10161 | &nbsp;&nbsp;10750 |
|  | ConocoPhillips | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;12731 | &nbsp;&nbsp;14087 |
|  | ConocoPhillips | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7794 | &nbsp;&nbsp;&nbsp;&nbsp;6865 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;20992 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;19295 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;24700 | &nbsp;&nbsp;24804 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8574 | &nbsp;&nbsp;&nbsp;&nbsp;6911 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;13848 | &nbsp;&nbsp;11612 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;12530 | &nbsp;&nbsp;&nbsp;&nbsp;9159 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;12470 | &nbsp;&nbsp;11536 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10540 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;43600 | &nbsp;&nbsp;41649 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;18503 | &nbsp;&nbsp;13326 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7219 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2065 | &nbsp;&nbsp;25840 | &nbsp;&nbsp;24625 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7577 | &nbsp;&nbsp;&nbsp;&nbsp;7520 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;7031 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;11055 | &nbsp;&nbsp;10980 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5935 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;10635 | &nbsp;&nbsp;10142 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6343 | &nbsp;&nbsp;&nbsp;&nbsp;6425 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;6036 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3802 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2698 | &nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;3482 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3314 | &nbsp;&nbsp;&nbsp;&nbsp;3812 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;7443 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1622 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/2027 | &nbsp;&nbsp;30835 | &nbsp;&nbsp;31093 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8439 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;32339 | &nbsp;&nbsp;33030 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;11994 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;11212 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;23261 | &nbsp;&nbsp;23748 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;7776 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;47005 | &nbsp;&nbsp;44511 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;15015 | &nbsp;&nbsp;14260 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;14150 | &nbsp;&nbsp;14675 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9640 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3426 |
|  | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4737 |
| <sup>3</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5478 | &nbsp;&nbsp;&nbsp;&nbsp;4667 |
| <sup>3</sup> | Enbridge Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;5478 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9573 | &nbsp;&nbsp;&nbsp;&nbsp;9356 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;6719 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8635 | &nbsp;&nbsp;&nbsp;&nbsp;8706 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6617 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2231 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;8492 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;9272 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;14295 | &nbsp;&nbsp;13617 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;26025 | &nbsp;&nbsp;26300 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;37630 | &nbsp;&nbsp;39906 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8887 | &nbsp;&nbsp;&nbsp;&nbsp;8792 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;26395 | &nbsp;&nbsp;27358 |
|  | Enbridge Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;13686 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;23800 | &nbsp;&nbsp;24566 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5599 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;5417 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;6309 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4329 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;10587 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;13536 | &nbsp;&nbsp;14712 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;15798 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/27/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;8358 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3924 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6886 |
| <sup>3</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12113 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14901 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;23280 | &nbsp;&nbsp;23720 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12307 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;13248 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;22800 | &nbsp;&nbsp;23231 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4244 | &nbsp;&nbsp;&nbsp;&nbsp;4337 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2963 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;15642 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;11616 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10033 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;17060 | &nbsp;&nbsp;17742 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;21230 | &nbsp;&nbsp;22926 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;12810 | &nbsp;&nbsp;13032 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;13594 | &nbsp;&nbsp;13869 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3974 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;36900 | &nbsp;&nbsp;37888 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7165 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;12627 |
| <sup>3</sup> | Energy Transfer LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | Energy Transfer LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6132 | &nbsp;&nbsp;&nbsp;&nbsp;7027 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;11926 | &nbsp;&nbsp;12413 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5219 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4186 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;9566 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;11269 | &nbsp;&nbsp;&nbsp;&nbsp;9828 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;8551 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;14125 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;10051 | &nbsp;&nbsp;&nbsp;&nbsp;8871 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;13897 | &nbsp;&nbsp;12352 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;10861 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;38043 | &nbsp;&nbsp;37307 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;34500 | &nbsp;&nbsp;28608 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;46140 | &nbsp;&nbsp;43308 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;19019 | &nbsp;&nbsp;18114 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;35564 | &nbsp;&nbsp;34526 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4826 | &nbsp;&nbsp;&nbsp;&nbsp;4760 |
|  | Eni USA Inc. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;1144 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;9637 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;1267 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;17940 | &nbsp;&nbsp;17286 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11228 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;20475 | &nbsp;&nbsp;20517 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp;6557 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;11201 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;49040 | &nbsp;&nbsp;48981 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4021 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3941 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;6222 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5696 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;12293 | &nbsp;&nbsp;11198 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;15212 | &nbsp;&nbsp;13163 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;22326 | &nbsp;&nbsp;20150 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;12370 | &nbsp;&nbsp;11438 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;14686 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;21492 | &nbsp;&nbsp;17315 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;13298 | &nbsp;&nbsp;11565 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;18142 | &nbsp;&nbsp;14403 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4203 | &nbsp;&nbsp;&nbsp;&nbsp;3038 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;9458 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;17300 | &nbsp;&nbsp;16636 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/31/2060 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;8357 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/2077 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
| <sup>3</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2078 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6636 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;11663 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4915 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;20223 | &nbsp;&nbsp;20489 |
|  | EOG Resources Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1839 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;21805 | &nbsp;&nbsp;22124 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;8744 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;12057 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;8801 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;1073 |
|  | EQT Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;4961 |
|  | EQT Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6159 | &nbsp;&nbsp;&nbsp;&nbsp;6207 |
|  | EQT Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;10265 |
|  | EQT Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;23193 | &nbsp;&nbsp;23091 |
|  | EQT Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;7928 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;18915 | &nbsp;&nbsp;19081 |
|  | Expand Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;10570 | &nbsp;&nbsp;10300 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;12120 | &nbsp;&nbsp;12307 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.440% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9275 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.482% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;33116 | &nbsp;&nbsp;32223 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;42855 | &nbsp;&nbsp;40049 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;8/16/2039 | &nbsp;&nbsp;11504 | &nbsp;&nbsp;&nbsp;&nbsp;9133 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;31450 | &nbsp;&nbsp;28483 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;3/6/2045 | &nbsp;&nbsp;16653 | &nbsp;&nbsp;12868 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;11044 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.095% | &nbsp;&nbsp;8/16/2049 | &nbsp;&nbsp;29434 | &nbsp;&nbsp;19846 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.327% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;31490 | &nbsp;&nbsp;26171 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;26183 | &nbsp;&nbsp;18645 |
|  | Halliburton Co. | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9614 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;15877 |
|  | Halliburton Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;16880 | &nbsp;&nbsp;18521 |
|  | Halliburton Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;33169 | &nbsp;&nbsp;38778 |
|  | Halliburton Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3029 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;12304 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;19117 | &nbsp;&nbsp;16949 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5954 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4206 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6162 |
|  | Hess Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;27087 | &nbsp;&nbsp;27096 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;11059 |
|  | Hess Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;6588 |
|  | Hess Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15895 |
|  | Hess Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;12672 | &nbsp;&nbsp;12902 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2117 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5082 | &nbsp;&nbsp;&nbsp;&nbsp;5097 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10422 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;2161 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5192 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;7443 |
| <sup>3</sup> | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;13771 | &nbsp;&nbsp;15380 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;10331 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4492 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9504 | &nbsp;&nbsp;&nbsp;&nbsp;9226 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5137 | &nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;8880 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;2439 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6851 | &nbsp;&nbsp;&nbsp;&nbsp;6845 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3671 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;11390 | &nbsp;&nbsp;10084 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
| <sup>3</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7956 | &nbsp;&nbsp;&nbsp;&nbsp;9122 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8930 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7426 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9244 | &nbsp;&nbsp;&nbsp;&nbsp;9326 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;17344 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;44725 | &nbsp;&nbsp;42651 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;7970 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3693 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Kinder Morgan Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4136 |
| Kinder Morgan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;30700 | &nbsp;&nbsp;30448 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3778 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;7230 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;48045 | &nbsp;&nbsp;49293 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;28232 | &nbsp;&nbsp;30058 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;6324 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;6082 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;19640 | &nbsp;&nbsp;16454 |
| MPLX LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;8937 |
| MPLX LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;18215 | &nbsp;&nbsp;18072 |
| MPLX LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;26116 | &nbsp;&nbsp;24062 |
| MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9998 | &nbsp;&nbsp;&nbsp;&nbsp;9972 |
| MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;22000 | &nbsp;&nbsp;21866 |
| MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;11680 | &nbsp;&nbsp;11609 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6803 |
| MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4868 |
| MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;32170 | &nbsp;&nbsp;32031 |
| MPLX LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;15750 | &nbsp;&nbsp;15530 |
| MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;14335 | &nbsp;&nbsp;12668 |
| MPLX LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;17490 | &nbsp;&nbsp;14243 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;13060 | &nbsp;&nbsp;11824 |
| MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5812 |
| MPLX LP | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;7591 |
| MPLX LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;24720 | &nbsp;&nbsp;23568 |
| MPLX LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;29035 | &nbsp;&nbsp;28628 |
| MPLX LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7624 |
| NOV Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;3323 |
| NOV Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;8959 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;12542 | &nbsp;&nbsp;14283 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;10580 | &nbsp;&nbsp;11345 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;10193 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;5511 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6721 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;15470 | &nbsp;&nbsp;15722 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;18043 | &nbsp;&nbsp;19262 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;2992 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8642 | &nbsp;&nbsp;&nbsp;&nbsp;8813 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;14262 | &nbsp;&nbsp;14747 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4469 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4173 | &nbsp;&nbsp;&nbsp;&nbsp;3115 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;14195 | &nbsp;&nbsp;13789 |
| ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9197 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;16459 |
| ONEOK Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7621 | &nbsp;&nbsp;&nbsp;&nbsp;7629 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7187 |
| ONEOK Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9541 |
| ONEOK Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;5787 |
| ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;13025 | &nbsp;&nbsp;12525 |
| ONEOK Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7545 |
| ONEOK Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;10524 |
| ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5201 |
| ONEOK Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7441 |
| ONEOK Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14108 |
| ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;&nbsp;&nbsp;9790 |
| ONEOK Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10480 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10886 |
| ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9746 |
| ONEOK Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5428 | &nbsp;&nbsp;&nbsp;&nbsp;5634 |
| ONEOK Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;20200 | &nbsp;&nbsp;20073 |
| ONEOK Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3348 |
| ONEOK Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
| ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;2136 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;4035 |
| ONEOK Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;7273 |
| ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/13/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8134 | &nbsp;&nbsp;&nbsp;&nbsp;6905 |
| ONEOK Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/3/2047 | &nbsp;&nbsp;10710 | &nbsp;&nbsp;&nbsp;&nbsp;8096 |
| ONEOK Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9307 |
| ONEOK Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;6501 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | ONEOK Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | ONEOK Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;24134 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;29940 | &nbsp;&nbsp;27311 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;19069 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;8728 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;15153 | &nbsp;&nbsp;16309 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | ONEOK Partners LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;4180 |
|  | Ovintiv Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;7671 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7747 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;6148 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8443 | &nbsp;&nbsp;&nbsp;&nbsp;9005 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;11375 | &nbsp;&nbsp;12112 |
|  | Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2308 |
|  | Ovintiv Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5291 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3808 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;4710 |
|  | Phillips 66 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9896 | &nbsp;&nbsp;&nbsp;&nbsp;9815 |
|  | Phillips 66 | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8068 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4421 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;11111 | &nbsp;&nbsp;11123 |
|  | Phillips 66 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;16940 | &nbsp;&nbsp;14721 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5029 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;23789 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12976 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;10844 | &nbsp;&nbsp;10688 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;10611 |
| <sup>3</sup> | Phillips 66 Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
| <sup>3</sup> | Phillips 66 Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;16905 | &nbsp;&nbsp;16836 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;13865 | &nbsp;&nbsp;12482 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9015 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7933 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7031 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12797 | &nbsp;&nbsp;12774 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2555 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;16860 | &nbsp;&nbsp;17389 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8922 | &nbsp;&nbsp;&nbsp;&nbsp;8950 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4414 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/31/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;2956 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8580 | &nbsp;&nbsp;&nbsp;&nbsp;7277 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;10964 | &nbsp;&nbsp;&nbsp;&nbsp;9475 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;21100 | &nbsp;&nbsp;21013 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;25795 | &nbsp;&nbsp;25626 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3837 | &nbsp;&nbsp;&nbsp;&nbsp;4009 |
| <sup>8</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/13/2028 | &nbsp;&nbsp;15336 | &nbsp;&nbsp;15218 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;46263 | &nbsp;&nbsp;43407 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;23705 | &nbsp;&nbsp;22314 |
|  | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7077 | &nbsp;&nbsp;&nbsp;&nbsp;7009 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;38141 | &nbsp;&nbsp;36179 |
|  | Shell Finance US Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/6/2036 | &nbsp;&nbsp;24150 | &nbsp;&nbsp;23729 |
| <sup>8</sup> | Shell Finance US Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;12/15/2038 | &nbsp;&nbsp;30923 | &nbsp;&nbsp;34010 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;16125 | &nbsp;&nbsp;14196 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;32387 | &nbsp;&nbsp;27530 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2046 | &nbsp;&nbsp;23195 | &nbsp;&nbsp;18437 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
| <sup>8</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp;&nbsp;&nbsp;5784 |
| <sup>3</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;15515 | &nbsp;&nbsp;10550 |
| <sup>8</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;13548 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;4779 |
|  | Shell International Finance BV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;1910 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.026% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11529 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.584% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;14225 | &nbsp;&nbsp;14132 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;6.176% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;3118 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;10827 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6407 | &nbsp;&nbsp;&nbsp;&nbsp;7096 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;13095 | &nbsp;&nbsp;13697 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;5820 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7666 | &nbsp;&nbsp;&nbsp;&nbsp;8388 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;7009 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;6051 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;4376 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;10476 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;6230 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;13070 | &nbsp;&nbsp;12389 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7794 | &nbsp;&nbsp;&nbsp;&nbsp;8244 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;34245 | &nbsp;&nbsp;34565 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9772 | &nbsp;&nbsp;&nbsp;&nbsp;9857 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2484 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;13328 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;14756 | &nbsp;&nbsp;12338 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4880 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6257 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9772 | &nbsp;&nbsp;&nbsp;&nbsp;9559 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9188 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10099 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9988 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;6609 |
|  | TC PipeLines LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7052 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Texas Eastern Transmission LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3205 | &nbsp;&nbsp;&nbsp;&nbsp;3557 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.455% | &nbsp;&nbsp;2/19/2029 | &nbsp;&nbsp;18685 | &nbsp;&nbsp;18358 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.829% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10433 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;15428 | &nbsp;&nbsp;11484 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.461% | &nbsp;&nbsp;7/12/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;5/29/2050 | &nbsp;&nbsp;35100 | &nbsp;&nbsp;23171 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/29/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4489 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;10/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;5766 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14737 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;29697 | &nbsp;&nbsp;29539 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;48455 | &nbsp;&nbsp;46508 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;14385 | &nbsp;&nbsp;13827 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;14685 | &nbsp;&nbsp;13650 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.248% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;18620 | &nbsp;&nbsp;18455 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;15667 | &nbsp;&nbsp;15508 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;20229 | &nbsp;&nbsp;19913 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10055 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13610 | &nbsp;&nbsp;13349 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;35611 | &nbsp;&nbsp;34442 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;4100 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;10431 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;24155 | &nbsp;&nbsp;25597 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5695 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;12134 | &nbsp;&nbsp;12622 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;23337 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;11128 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;14546 | &nbsp;&nbsp;13832 |
| <sup>8</sup> | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;27702 | &nbsp;&nbsp;27489 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3703 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;2513 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;5470 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4072 |
| <sup>8</sup> | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5056 | &nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;11262 | &nbsp;&nbsp;11269 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1450 |
|  | Valero Energy Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6041 | &nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6016 |
|  | Valero Energy Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;18035 | &nbsp;&nbsp;19727 |
|  | Valero Energy Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;5732 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3269 |
|  | Viper Energy Partners LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2003 |
|  | Viper Energy Partners LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;14823 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;4287 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp;&nbsp;&nbsp;2165 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8976 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;13573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13189 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6094 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9033 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18216 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12902 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7476 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;19820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20045 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7171 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5895 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11890 |
| <sup>3</sup> | Williams Cos. Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10861 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;17370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17172 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;16712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17288 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;19815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19854 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11531 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8494 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;13874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13672 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;12920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13675 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8613 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6528 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;12038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10884 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7603 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6422 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8436 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12685 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;11347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11172 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;16333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16676 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/2035 | &nbsp;&nbsp;25867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26934 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7971 |
|  |  |  |  |  | &nbsp;&nbsp;**6546353** |
| **Financials (6.8%)** | **Financials (6.8%)** | **Financials (6.8%)** | **Financials (6.8%)** | **Financials (6.8%)** | **Financials (6.8%)** |
|  | ACE Capital Trust II | &nbsp;&nbsp;9.700% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>3</sup> | Aegon Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/11/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;36785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36404 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;15650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15493 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;52350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50411 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10130 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;35750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35679 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13977 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;50500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45909 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/2033 | &nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26959 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/19/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9954 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;28381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27645 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11983 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;11576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10867 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;10932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10767 |
|  | Aflac Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;27801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26977 |
|  | Aflac Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7804 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Air Lease Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12020 |
| <sup>3</sup> | Air Lease Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;8547 |
|  | Alleghany Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;4066 |
|  | Alleghany Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;7730 |
|  | Allstate Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;&nbsp;&nbsp;4578 |
|  | Allstate Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;12156 |
|  | Allstate Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;25475 | &nbsp;&nbsp;26026 |
|  | Allstate Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1746 |
|  | Allstate Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;14290 | &nbsp;&nbsp;14764 |
|  | Allstate Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
|  | Allstate Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5071 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;11235 | &nbsp;&nbsp;&nbsp;&nbsp;8902 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;11280 | &nbsp;&nbsp;&nbsp;&nbsp;8373 |
| <sup>3</sup> | Allstate Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5898 |
|  | Ally Financial Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5008 |
|  | Ally Financial Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;24247 | &nbsp;&nbsp;25127 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;16858 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.992% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.543% | &nbsp;&nbsp;1/17/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20133 |
| <sup>3</sup> | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;27425 | &nbsp;&nbsp;30408 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15030 |
|  | American Express Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;38035 | &nbsp;&nbsp;37697 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9078 |
|  | American Express Co. | &nbsp;&nbsp;4.731% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14593 |
|  | American Express Co. | &nbsp;&nbsp;4.351% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;54450 | &nbsp;&nbsp;54412 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;26463 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7291 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;10830 | &nbsp;&nbsp;11016 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;49100 | &nbsp;&nbsp;49869 |
|  | American Express Co. | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;2/10/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9890 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | American Express Co. | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8421 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;11429 | &nbsp;&nbsp;11455 |
|  | American Express Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4088 |
|  | American Express Co. | &nbsp;&nbsp;5.915% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;10422 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;14380 | &nbsp;&nbsp;14506 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;38785 | &nbsp;&nbsp;39470 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;35144 | &nbsp;&nbsp;36342 |
|  | American Express Co. | &nbsp;&nbsp;4.804% | &nbsp;&nbsp;10/24/2036 | &nbsp;&nbsp;38900 | &nbsp;&nbsp;37609 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/3/2042 | &nbsp;&nbsp;11463 | &nbsp;&nbsp;&nbsp;&nbsp;9519 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4057 | &nbsp;&nbsp;&nbsp;&nbsp;4156 |
|  | American Financial Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp;&nbsp;&nbsp;5563 |
|  | American International Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | American International Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11447 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7226 | &nbsp;&nbsp;&nbsp;&nbsp;7296 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/2035 | &nbsp;&nbsp;22000 | &nbsp;&nbsp;22442 |
|  | American International Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/16/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4106 | &nbsp;&nbsp;&nbsp;&nbsp;3497 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;11689 | &nbsp;&nbsp;10118 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;&nbsp;&nbsp;9436 |
|  | American National Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp;&nbsp;&nbsp;5336 |
|  | American National Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3439 |
|  | American National Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8179 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4136 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2976 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;17954 |
| <sup>3</sup> | Andrew W Mellon Foundation | &nbsp;&nbsp;0.947% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2401 |
|  | Aon Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;4290 |
|  | Aon Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10537 |
|  | Aon Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9459 | &nbsp;&nbsp;&nbsp;&nbsp;9290 |
|  | Aon Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;13572 | &nbsp;&nbsp;12650 |
|  | Aon Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2677 |
|  | Aon Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2018 |
|  | Aon Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;14056 | &nbsp;&nbsp;14407 |
|  | Aon Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4962 |
|  | Aon Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/23/2051 | &nbsp;&nbsp;12233 | &nbsp;&nbsp;&nbsp;&nbsp;7430 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/2052 | &nbsp;&nbsp;10617 | &nbsp;&nbsp;&nbsp;&nbsp;7718 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8451 | &nbsp;&nbsp;&nbsp;&nbsp;7154 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;15735 | &nbsp;&nbsp;16071 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;8613 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;28582 | &nbsp;&nbsp;29207 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;23848 | &nbsp;&nbsp;22967 |
| <sup>8</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2149 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20465 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/30/2030 | &nbsp;&nbsp;18450 | &nbsp;&nbsp;18151 |
| <sup>8</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;20720 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;7/29/2031 | &nbsp;&nbsp;11148 | &nbsp;&nbsp;11294 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6976 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;5394 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4847 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;11302 | &nbsp;&nbsp;11310 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;8448 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5283 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2915 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;6881 |
|  | Arch Capital Group US Inc. | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9837 | &nbsp;&nbsp;&nbsp;&nbsp;9073 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;24087 | &nbsp;&nbsp;24263 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3620 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;8890 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12021 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp;7800 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/2032 | &nbsp;&nbsp;23152 | &nbsp;&nbsp;22832 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;12539 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1217 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11052 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9574 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8279 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;12653 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5983 | &nbsp;&nbsp;&nbsp;&nbsp;5734 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/21/2032 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12060 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;2327 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1678 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5267 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1924 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5131 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9628 | &nbsp;&nbsp;10402 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;28296 | &nbsp;&nbsp;28081 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6818 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1232 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;8217 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5403 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;23380 | &nbsp;&nbsp;21803 |
|  | Associated Banc-Corp. | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;8/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1607 |
|  | Assurant Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1247 |
|  | Assurant Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1400 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1852 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1349 |
| <sup>8</sup> | Athene Global Funding | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8585 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;12372 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;11425 | &nbsp;&nbsp;11818 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;21558 | &nbsp;&nbsp;20019 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20797 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;10575 | &nbsp;&nbsp;10531 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;3925 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;11775 | &nbsp;&nbsp;&nbsp;&nbsp;7171 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;6376 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/2055 | &nbsp;&nbsp;38350 | &nbsp;&nbsp;36913 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/28/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6191 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7068 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.615% | &nbsp;&nbsp;12/16/2029 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14677 |
|  | AXA SA | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;8833 |
|  | AXIS Specialty Finance LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | AXIS Specialty Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803 |
|  | AXIS Specialty Finance plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9933 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10226 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;10080 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;7.883% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;12480 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;5.127% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;13803 |
|  | Banco Santander SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;18975 | &nbsp;&nbsp;&nbsp;&nbsp;18950 |
|  | Banco Santander SA | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;32820 |
|  | Banco Santander SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9677 |
|  | Banco Santander SA | &nbsp;&nbsp;4.379% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;12757 |
| <sup>3</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10238 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;19970 |
|  | Banco Santander SA | &nbsp;&nbsp;5.538% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;11470 |
|  | Banco Santander SA | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 |
|  | Banco Santander SA | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13473 |
|  | Banco Santander SA | &nbsp;&nbsp;2.958% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;16388 |
|  | Banco Santander SA | &nbsp;&nbsp;5.439% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;23249 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;23737 |
|  | Banco Santander SA | &nbsp;&nbsp;6.938% | &nbsp;&nbsp;11/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12040 | &nbsp;&nbsp;&nbsp;&nbsp;13501 |
|  | Banco Santander SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;27800 | &nbsp;&nbsp;&nbsp;&nbsp;29177 |
|  | Banco Santander SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;16322 |
|  | Banco Santander SA | &nbsp;&nbsp;5.127% | &nbsp;&nbsp;11/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;15606 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.248% | &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;55600 | &nbsp;&nbsp;&nbsp;&nbsp;54842 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.183% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;25305 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp;&nbsp;&nbsp;20033 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;47625 | &nbsp;&nbsp;&nbsp;&nbsp;47122 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;53333 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;21577 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;101985 | &nbsp;&nbsp;100193 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;50440 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9912 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;53605 | &nbsp;&nbsp;&nbsp;&nbsp;54366 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;92268 | &nbsp;&nbsp;&nbsp;&nbsp;92677 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;23776 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;39835 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9861 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5819 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;38825 | &nbsp;&nbsp;&nbsp;&nbsp;36699 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.162% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;45455 | &nbsp;&nbsp;&nbsp;&nbsp;46313 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5504 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.592% | &nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;53048 | &nbsp;&nbsp;&nbsp;&nbsp;49006 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;18536 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;113097 | &nbsp;&nbsp;111639 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;3/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;12060 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;112675 | &nbsp;&nbsp;102205 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;12353 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;26399 | &nbsp;&nbsp;&nbsp;&nbsp;23501 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17275 | &nbsp;&nbsp;&nbsp;&nbsp;15636 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;35723 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;62955 | &nbsp;&nbsp;&nbsp;&nbsp;63697 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;52765 | &nbsp;&nbsp;&nbsp;&nbsp;53821 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;14177 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;78248 | &nbsp;&nbsp;&nbsp;&nbsp;78278 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;30440 | &nbsp;&nbsp;&nbsp;&nbsp;31028 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;18313 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;64705 | &nbsp;&nbsp;&nbsp;&nbsp;66018 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.482% | &nbsp;&nbsp;9/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;26650 | &nbsp;&nbsp;&nbsp;&nbsp;23022 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;&nbsp;&nbsp;13848 | &nbsp;&nbsp;&nbsp;&nbsp;14532 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.045% | &nbsp;&nbsp;2/6/2037 | &nbsp;&nbsp;125190 | &nbsp;&nbsp;123513 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp;36831 | &nbsp;&nbsp;&nbsp;&nbsp;33358 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;18175 | &nbsp;&nbsp;&nbsp;&nbsp;21569 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;23405 | &nbsp;&nbsp;&nbsp;&nbsp;20338 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;101925 | &nbsp;&nbsp;&nbsp;&nbsp;73039 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;47505 | &nbsp;&nbsp;&nbsp;&nbsp;36189 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;14777 | &nbsp;&nbsp;&nbsp;&nbsp;13738 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7682 | &nbsp;&nbsp;&nbsp;&nbsp;7057 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;3864 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;1/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8698 | &nbsp;&nbsp;&nbsp;&nbsp;7282 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.946% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;17575 | &nbsp;&nbsp;13545 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2108 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/2051 | &nbsp;&nbsp;104135 | &nbsp;&nbsp;80482 |
| <sup>3</sup> | Bank of America Corp. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;3/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp;31750 | &nbsp;&nbsp;20038 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | Bank of Montreal | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;25784 |
|  | Bank of Montreal | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8550 |
|  | Bank of Montreal | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;10886 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;24635 |
| <sup>3</sup> | Bank of Montreal | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;18390 | &nbsp;&nbsp;18084 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;6748 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;15989 | &nbsp;&nbsp;15853 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6124 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;6844 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.992% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8961 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21350 | &nbsp;&nbsp;21508 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.802% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15240 | &nbsp;&nbsp;15580 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3577 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11875 | &nbsp;&nbsp;11931 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.317% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9425 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.026% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6254 | &nbsp;&nbsp;&nbsp;&nbsp;6192 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;72205 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3113 | &nbsp;&nbsp;&nbsp;&nbsp;2741 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;66153 | &nbsp;&nbsp;67062 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;8418 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;17833 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;26057 | &nbsp;&nbsp;27634 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;26215 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;20019 |
| <sup>3</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;11065 | &nbsp;&nbsp;11216 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;33525 | &nbsp;&nbsp;33957 |
| <sup>3</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4557 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23460 | &nbsp;&nbsp;23925 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1279 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.932% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;6061 |
| <sup>3</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6612 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10850 | &nbsp;&nbsp;11040 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20650 | &nbsp;&nbsp;18257 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14980 | &nbsp;&nbsp;14936 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8798 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.813% | &nbsp;&nbsp;2/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;5740 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.588% | &nbsp;&nbsp;5/4/2037 | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;24404 |
|  | BankUnited Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4993 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;13206 | &nbsp;&nbsp;13156 |
|  | Barclays plc | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;26410 | &nbsp;&nbsp;26420 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18531 | &nbsp;&nbsp;18597 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15340 | &nbsp;&nbsp;15979 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21480 | &nbsp;&nbsp;21653 |
| <sup>3</sup> | Barclays plc | &nbsp;&nbsp;4.972% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;14481 |
|  | Barclays plc | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;31205 | &nbsp;&nbsp;32482 |
|  | Barclays plc | &nbsp;&nbsp;4.476% | &nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;10140 |
|  | Barclays plc | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp;14999 |
|  | Barclays plc | &nbsp;&nbsp;4.219% | &nbsp;&nbsp;5/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5479 | &nbsp;&nbsp;&nbsp;&nbsp;5397 |
| <sup>3</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10530 | &nbsp;&nbsp;10571 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;46118 | &nbsp;&nbsp;46358 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;11848 |
|  | Barclays plc | &nbsp;&nbsp;2.645% | &nbsp;&nbsp;6/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;31862 |
|  | Barclays plc | &nbsp;&nbsp;4.521% | &nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9215 | &nbsp;&nbsp;&nbsp;&nbsp;9016 |
|  | Barclays plc | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp;12779 |
|  | Barclays plc | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;11/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;23935 | &nbsp;&nbsp;21373 |
|  | Barclays plc | &nbsp;&nbsp;5.746% | &nbsp;&nbsp;8/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13345 | &nbsp;&nbsp;13699 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;36520 | &nbsp;&nbsp;40803 |
|  | Barclays plc | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;5/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;16885 | &nbsp;&nbsp;17714 |
|  | Barclays plc | &nbsp;&nbsp;7.119% | &nbsp;&nbsp;6/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;15259 | &nbsp;&nbsp;16633 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Barclays plc | &nbsp;&nbsp;6.692% | &nbsp;&nbsp;9/13/2034 | &nbsp;&nbsp;20415 | &nbsp;&nbsp;22042 |
|  | Barclays plc | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;9/10/2035 | &nbsp;&nbsp;22972 | &nbsp;&nbsp;22728 |
|  | Barclays plc | &nbsp;&nbsp;3.564% | &nbsp;&nbsp;9/23/2035 | &nbsp;&nbsp;24475 | &nbsp;&nbsp;22802 |
|  | Barclays plc | &nbsp;&nbsp;5.785% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;55533 | &nbsp;&nbsp;56232 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;30299 | &nbsp;&nbsp;29317 |
|  | Barclays plc | &nbsp;&nbsp;3.811% | &nbsp;&nbsp;3/10/2042 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;8998 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;11844 |
|  | Barclays plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/17/2045 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;12959 |
|  | Barclays plc | &nbsp;&nbsp;5.860% | &nbsp;&nbsp;8/11/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;7896 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/2047 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;12182 |
|  | Barclays plc | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;3/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9222 |
|  | Barings BDC Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
| <sup>8</sup> | Barings Private Credit Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4719 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4442 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;12729 | &nbsp;&nbsp;11150 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;25450 | &nbsp;&nbsp;20735 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;34825 | &nbsp;&nbsp;21874 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5822 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;51085 | &nbsp;&nbsp;38423 |
|  | Berkshire Hathaway Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;2517 |
|  | BGC Group Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5058 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;7071 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6856 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;16526 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/8/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9581 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;15180 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9010 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2920 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10230 |
|  | Blackrock Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;13575 | &nbsp;&nbsp;12103 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;30500 | &nbsp;&nbsp;26664 |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6472 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3781 | &nbsp;&nbsp;&nbsp;&nbsp;3866 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;31210 | &nbsp;&nbsp;30754 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/22/2029 | &nbsp;&nbsp;14550 | &nbsp;&nbsp;14152 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5097 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;10585 | &nbsp;&nbsp;10460 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;27400 | &nbsp;&nbsp;26038 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5357 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4217 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7813 | &nbsp;&nbsp;&nbsp;&nbsp;7555 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7629 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7047 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3677 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11094 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/11/2028 | &nbsp;&nbsp;15464 | &nbsp;&nbsp;14377 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;32890 | &nbsp;&nbsp;32511 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7497 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;15150 | &nbsp;&nbsp;15534 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;9469 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9269 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6416 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7761 | &nbsp;&nbsp;&nbsp;&nbsp;6695 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11386 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/7/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;10446 | &nbsp;&nbsp;10331 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6889 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4976 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;4351 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;1988 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6939 | &nbsp;&nbsp;&nbsp;&nbsp;6878 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;4/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11115 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;6.077% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14839 |
|  | Brookfield Capital Finance LLC | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;6/14/2033 | &nbsp;&nbsp;12184 | &nbsp;&nbsp;12729 |
|  | Brookfield Finance I UK plc | &nbsp;&nbsp;2.340% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;14385 | &nbsp;&nbsp;12428 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2101 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/29/2029 | &nbsp;&nbsp;18625 | &nbsp;&nbsp;18724 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;12590 | &nbsp;&nbsp;13357 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;15845 | &nbsp;&nbsp;15994 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.968% | &nbsp;&nbsp;3/4/2054 | &nbsp;&nbsp;19500 | &nbsp;&nbsp;18853 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.813% | &nbsp;&nbsp;3/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8522 |
|  | Brookfield Finance LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;16950 | &nbsp;&nbsp;11138 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;2121 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;2273 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7603 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9730 | &nbsp;&nbsp;&nbsp;&nbsp;9196 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/23/2035 | &nbsp;&nbsp;23975 | &nbsp;&nbsp;23947 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;5716 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/23/2055 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11463 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;16095 | &nbsp;&nbsp;15975 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6395 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.001% | &nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3534 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.986% | &nbsp;&nbsp;10/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7372 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/2029 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11759 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.283% | &nbsp;&nbsp;1/29/2030 | &nbsp;&nbsp;14062 | &nbsp;&nbsp;13965 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19919 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/7/2032 | &nbsp;&nbsp;30584 | &nbsp;&nbsp;28707 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;6.092% | &nbsp;&nbsp;10/3/2033 | &nbsp;&nbsp;17980 | &nbsp;&nbsp;19226 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;19440 | &nbsp;&nbsp;19283 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;20375 | &nbsp;&nbsp;20137 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;38482 | &nbsp;&nbsp;39062 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20687 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;16314 | &nbsp;&nbsp;16733 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;11520 | &nbsp;&nbsp;11091 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.247% | &nbsp;&nbsp;7/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6079 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;29150 | &nbsp;&nbsp;28619 |
| <sup>3</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;26016 | &nbsp;&nbsp;28734 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;10408 | &nbsp;&nbsp;10249 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.359% | &nbsp;&nbsp;7/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3450 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5145 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.268% | &nbsp;&nbsp;5/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;6632 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.817% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;6127 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;18598 | &nbsp;&nbsp;19598 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.964% | &nbsp;&nbsp;11/2/2034 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;13753 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;24443 | &nbsp;&nbsp;25276 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.884% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;27667 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;48000 | &nbsp;&nbsp;48777 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;15705 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3012 |
| <sup>3</sup> | Capital One NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7470 |
|  | Capital Southwest Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2711 | &nbsp;&nbsp;&nbsp;&nbsp;2660 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9671 |
|  | Carlyle Secured Lending Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9151 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5123 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;13850 | &nbsp;&nbsp;13726 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9596 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5527 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2456 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;13775 | &nbsp;&nbsp;14396 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;11594 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14403 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.343% | &nbsp;&nbsp;11/14/2031 | &nbsp;&nbsp;26900 | &nbsp;&nbsp;26606 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;16985 | &nbsp;&nbsp;14806 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/3/2032 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;23567 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.853% | &nbsp;&nbsp;5/19/2034 | &nbsp;&nbsp;16280 | &nbsp;&nbsp;17104 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;14675 | &nbsp;&nbsp;15614 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;11/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7189 | &nbsp;&nbsp;&nbsp;&nbsp;6987 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;8211 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;21530 | &nbsp;&nbsp;&nbsp;&nbsp;21662 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;74300 | &nbsp;&nbsp;&nbsp;&nbsp;73210 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
| <sup>3</sup> | Chubb INA Holdings LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;25692 | &nbsp;&nbsp;&nbsp;&nbsp;21623 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | CI Financial Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9759 |
| <sup>3</sup> | Cincinnati Financial Corp. | &nbsp;&nbsp;6.920% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689 |
|  | Citibank NA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17970 | &nbsp;&nbsp;&nbsp;&nbsp;18648 |
|  | Citibank NA | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7287 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6904 |
| <sup>3</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;23313 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;34810 | &nbsp;&nbsp;&nbsp;&nbsp;34804 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;60450 | &nbsp;&nbsp;&nbsp;&nbsp;60542 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;5/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30050 | &nbsp;&nbsp;&nbsp;&nbsp;29603 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;15746 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;38100 | &nbsp;&nbsp;&nbsp;&nbsp;35968 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;78850 | &nbsp;&nbsp;&nbsp;&nbsp;77882 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;138115 | &nbsp;&nbsp;138983 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;196126 | &nbsp;&nbsp;193781 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.520% | &nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;15881 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;29600 | &nbsp;&nbsp;&nbsp;&nbsp;26725 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.785% | &nbsp;&nbsp;3/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;32099 | &nbsp;&nbsp;&nbsp;&nbsp;30100 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;5/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7168 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6427 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;45952 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;61365 | &nbsp;&nbsp;&nbsp;&nbsp;63556 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;49515 | &nbsp;&nbsp;&nbsp;&nbsp;50142 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;48965 | &nbsp;&nbsp;&nbsp;&nbsp;50038 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;11118 | &nbsp;&nbsp;&nbsp;&nbsp;11533 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;113176 | &nbsp;&nbsp;112081 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp;&nbsp;&nbsp;11302 |
| <sup>3</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp;59275 | &nbsp;&nbsp;&nbsp;&nbsp;57357 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;12839 | &nbsp;&nbsp;&nbsp;&nbsp;13027 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;11/3/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/7/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7248 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4661 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7234 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/18/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8131 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp;19785 | &nbsp;&nbsp;&nbsp;&nbsp;16752 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/2056 | &nbsp;&nbsp;&nbsp;&nbsp;27296 | &nbsp;&nbsp;&nbsp;&nbsp;26231 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.575% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6077 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.192% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.841% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13825 | &nbsp;&nbsp;&nbsp;&nbsp;14240 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10876 | &nbsp;&nbsp;&nbsp;&nbsp;10023 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7261 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;10673 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.718% | &nbsp;&nbsp;7/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.638% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6836 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;6.645% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9176 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 |
|  | CME Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9029 |
|  | CME Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;10840 | &nbsp;&nbsp;&nbsp;&nbsp;10665 |
|  | CME Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7998 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp;&nbsp;&nbsp;11218 |
|  | CNA Financial Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5379 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;14406 | &nbsp;&nbsp;&nbsp;&nbsp;14211 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5409 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8832 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.423% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9101 |
| <sup>3</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;3/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12850 | &nbsp;&nbsp;&nbsp;&nbsp;12890 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.883% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11662 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8423 |
| <sup>6</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11412 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;13250 | &nbsp;&nbsp;13330 |
| <sup>3</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;20449 | &nbsp;&nbsp;19915 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/2045 | &nbsp;&nbsp;29173 | &nbsp;&nbsp;26581 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11893 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;20288 | &nbsp;&nbsp;19814 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;22628 | &nbsp;&nbsp;21224 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;11190 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;41785 | &nbsp;&nbsp;42857 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;11815 | &nbsp;&nbsp;&nbsp;&nbsp;9726 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;14265 | &nbsp;&nbsp;11075 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;10340 | &nbsp;&nbsp;10455 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8337 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.720% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;21542 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;18247 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15063 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/2031 | &nbsp;&nbsp;43175 | &nbsp;&nbsp;43618 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;2326 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;30140 | &nbsp;&nbsp;30028 |
| <sup>3</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13163 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.469% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13753 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;15895 | &nbsp;&nbsp;14740 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;10251 | &nbsp;&nbsp;10097 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;9500 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;14405 | &nbsp;&nbsp;14334 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;1/7/2033 | &nbsp;&nbsp;13126 | &nbsp;&nbsp;11945 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;16846 | &nbsp;&nbsp;18012 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/11/2035 | &nbsp;&nbsp;15398 | &nbsp;&nbsp;15289 |
|  | Eaton Vance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;5013 |
|  | Enact Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9779 | &nbsp;&nbsp;10066 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9716 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;5176 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6307 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;15118 | &nbsp;&nbsp;13059 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/28/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5841 |
|  | Essent Group Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2725 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;7962 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;7084 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5020 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5448 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9953 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7801 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp;&nbsp;&nbsp;8955 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9828 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/22/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8957 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6742 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4726 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4311 | &nbsp;&nbsp;&nbsp;&nbsp;4055 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6190 | &nbsp;&nbsp;&nbsp;&nbsp;5464 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/17/2051 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6115 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;2164 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9334 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10286 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;13360 | &nbsp;&nbsp;13853 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;7/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5002 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;11060 | &nbsp;&nbsp;11098 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.631% | &nbsp;&nbsp;1/29/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10307 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.566% | &nbsp;&nbsp;4/29/2032 | &nbsp;&nbsp;15662 | &nbsp;&nbsp;15370 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;32052 | &nbsp;&nbsp;31245 |
|  | Fifth Third Bank NA | &nbsp;&nbsp;5.332% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;5118 |
|  | Fifth Third Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
|  | Fifth Third Financial Corp. | &nbsp;&nbsp;5.982% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;10235 | &nbsp;&nbsp;10570 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | First American Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;2988 |
|  | First American Financial Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6029 |
|  | First American Financial Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4906 |
| <sup>3</sup> | First Horizon Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;4669 |
|  | First Horizon Corp. | &nbsp;&nbsp;5.514% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4862 |
|  | First-Citizens Bank & Trust Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;4313 |
|  | FNB Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;12/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4126 |
| <sup>8</sup> | Franklin BSP Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3523 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8814 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2481 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6872 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7215 | &nbsp;&nbsp;&nbsp;&nbsp;7243 |
|  | GATX Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;8092 |
|  | GATX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599 | &nbsp;&nbsp;&nbsp;&nbsp;5733 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | GATX Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7613 |
|  | GATX Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;10309 |
|  | GATX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8518 |
|  | GATX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | GATX Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3767 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;13735 | &nbsp;&nbsp;13647 |
|  | GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;4.418% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;5235 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11060 | &nbsp;&nbsp;10968 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp;28929 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10998 | &nbsp;&nbsp;10054 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23048 | &nbsp;&nbsp;22623 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;10168 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9418 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17824 | &nbsp;&nbsp;17297 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7241 | &nbsp;&nbsp;&nbsp;&nbsp;7073 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;21699 | &nbsp;&nbsp;20865 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;5678 |
|  | Globe Life Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | Globe Life Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | Globe Life Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6187 |
|  | Goldman Sachs BDC Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463 | &nbsp;&nbsp;&nbsp;&nbsp;5255 |
|  | Goldman Sachs Capital I | &nbsp;&nbsp;6.345% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;9846 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;4/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;77089 | &nbsp;&nbsp;77448 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;9487 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;44763 | &nbsp;&nbsp;44744 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.148% | &nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;28986 | &nbsp;&nbsp;28794 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;41494 | &nbsp;&nbsp;40922 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23875 | &nbsp;&nbsp;23735 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;100000 | &nbsp;&nbsp;99070 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;45225 | &nbsp;&nbsp;47327 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;36010 | &nbsp;&nbsp;35003 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;26822 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.049% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;40466 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8131 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;90353 | &nbsp;&nbsp;91868 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;84470 | &nbsp;&nbsp;82815 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.516% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;54792 | &nbsp;&nbsp;53971 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;26275 | &nbsp;&nbsp;23074 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.615% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;68291 | &nbsp;&nbsp;61352 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;25565 | &nbsp;&nbsp;22556 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;63190 | &nbsp;&nbsp;56080 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;39680 | &nbsp;&nbsp;35806 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;9311 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;29025 | &nbsp;&nbsp;29121 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;31218 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;50831 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;9152 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.939% | &nbsp;&nbsp;10/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;23250 | &nbsp;&nbsp;22512 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.065% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;23658 | &nbsp;&nbsp;23164 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;56135 | &nbsp;&nbsp;60519 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/2038 | &nbsp;&nbsp;&nbsp;&nbsp;57447 | &nbsp;&nbsp;50116 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;31354 | &nbsp;&nbsp;28083 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9856 | &nbsp;&nbsp;10403 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.387% | &nbsp;&nbsp;2/2/2041 | &nbsp;&nbsp;31132 | &nbsp;&nbsp;30124 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;36440 | &nbsp;&nbsp;27003 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.436% | &nbsp;&nbsp;2/24/2043 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7509 |
| <sup>3</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9705 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/2045 | &nbsp;&nbsp;30892 | &nbsp;&nbsp;27661 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;75100 | &nbsp;&nbsp;72120 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.541% | &nbsp;&nbsp;1/21/2047 | &nbsp;&nbsp;70000 | &nbsp;&nbsp;66671 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/2056 | &nbsp;&nbsp;55123 | &nbsp;&nbsp;53650 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1073 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4328 | &nbsp;&nbsp;&nbsp;&nbsp;4254 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8477 |
| <sup>8</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2203 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;14455 | &nbsp;&nbsp;14413 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9094 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6674 |
| <sup>8</sup> | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;1941 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13525 | &nbsp;&nbsp;13764 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;10412 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;8158 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5832 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;6905 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1686 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/19/2029 | &nbsp;&nbsp;10106 | &nbsp;&nbsp;&nbsp;&nbsp;9574 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;6705 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/19/2049 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;8621 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3724 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;8045 |
|  | Horace Mann Educators Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4688 | &nbsp;&nbsp;&nbsp;&nbsp;4618 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6879 | &nbsp;&nbsp;&nbsp;&nbsp;6701 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5068 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8599 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3705 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6584 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;9063 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/2/2031 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;12567 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;13493 | &nbsp;&nbsp;13040 |
| <sup>3</sup> | HSBC Bank USA NA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7726 | &nbsp;&nbsp;&nbsp;&nbsp;8611 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;20325 | &nbsp;&nbsp;20548 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;15515 | &nbsp;&nbsp;15547 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/2028 | &nbsp;&nbsp;19060 | &nbsp;&nbsp;19209 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;27174 | &nbsp;&nbsp;26200 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15637 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5543 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;14676 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.161% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9216 | &nbsp;&nbsp;&nbsp;&nbsp;9483 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;40587 | &nbsp;&nbsp;40538 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;31700 | &nbsp;&nbsp;29998 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;21025 | &nbsp;&nbsp;21256 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;24815 | &nbsp;&nbsp;24270 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;26493 | &nbsp;&nbsp;26948 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7171 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;35100 | &nbsp;&nbsp;32433 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.357% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;14870 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;20156 | &nbsp;&nbsp;19881 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.675% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;12788 | &nbsp;&nbsp;12611 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.733% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;11286 | &nbsp;&nbsp;11661 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;42900 | &nbsp;&nbsp;38559 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;40145 | &nbsp;&nbsp;35881 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;18207 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;12575 | &nbsp;&nbsp;12754 |
|  | HSBC Holdings plc | &nbsp;&nbsp;8.113% | &nbsp;&nbsp;11/3/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;22859 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;46074 | &nbsp;&nbsp;48790 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;6/20/2034 | &nbsp;&nbsp;31500 | &nbsp;&nbsp;33096 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.399% | &nbsp;&nbsp;11/13/2034 | &nbsp;&nbsp;30245 | &nbsp;&nbsp;33435 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.719% | &nbsp;&nbsp;3/4/2035 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14342 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;11/18/2035 | &nbsp;&nbsp;26606 | &nbsp;&nbsp;26946 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;28400 | &nbsp;&nbsp;28499 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/2036 | &nbsp;&nbsp;15575 | &nbsp;&nbsp;16344 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/2036 | &nbsp;&nbsp;62452 | &nbsp;&nbsp;64155 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.741% | &nbsp;&nbsp;9/10/2036 | &nbsp;&nbsp;18442 | &nbsp;&nbsp;18456 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;11/6/2036 | &nbsp;&nbsp;31682 | &nbsp;&nbsp;31008 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;11255 | &nbsp;&nbsp;11050 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;27201 | &nbsp;&nbsp;28571 |
| <sup>3</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5908 | &nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;30751 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2044 | &nbsp;&nbsp;30738 | &nbsp;&nbsp;28759 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3421 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;8/4/2028 | &nbsp;&nbsp;15856 | &nbsp;&nbsp;15849 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9617 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13269 | &nbsp;&nbsp;13467 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;7474 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.023% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4616 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;11852 | &nbsp;&nbsp;12096 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6346 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;11/18/2039 | &nbsp;&nbsp;12495 | &nbsp;&nbsp;12716 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5077 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7223 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5002 |
|  | Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9212 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | ING Groep NV | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | ING Groep NV | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
|  | ING Groep NV | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3606 |
|  | ING Groep NV | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3192 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
|  | ING Groep NV | &nbsp;&nbsp;5.066% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6404 |
| <sup>3</sup> | ING Groep NV | &nbsp;&nbsp;4.803% | &nbsp;&nbsp;3/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9736 |
|  | ING Groep NV | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;3/28/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9620 |
|  | ING Groep NV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/19/2035 | &nbsp;&nbsp;33575 | &nbsp;&nbsp;34074 |
|  | ING Groep NV | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;3475 |
|  | ING Groep NV | &nbsp;&nbsp;5.420% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp;&nbsp;&nbsp;8789 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6984 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;15425 | &nbsp;&nbsp;15195 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4322 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7143 | &nbsp;&nbsp;&nbsp;&nbsp;7080 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;30586 | &nbsp;&nbsp;30527 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;16540 | &nbsp;&nbsp;15039 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9619 | &nbsp;&nbsp;&nbsp;&nbsp;9484 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;16342 | &nbsp;&nbsp;16853 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;23055 | &nbsp;&nbsp;19424 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;23444 | &nbsp;&nbsp;23213 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;21940 | &nbsp;&nbsp;15885 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;19875 | &nbsp;&nbsp;12713 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;20348 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;10991 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10222 |
| <sup>8</sup> | Intesa Sanpaolo SpA | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1618 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;6751 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;4873 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;3850 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;1259 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;9178 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3385 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/14/2034 | &nbsp;&nbsp;31565 | &nbsp;&nbsp;32164 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;11592 | &nbsp;&nbsp;11597 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9635 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;23765 | &nbsp;&nbsp;24053 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;36840 | &nbsp;&nbsp;&nbsp;&nbsp;36830 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14690 | &nbsp;&nbsp;&nbsp;&nbsp;14552 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;24466 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;23962 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10011 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;65821 | &nbsp;&nbsp;&nbsp;&nbsp;64758 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;36329 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;53930 | &nbsp;&nbsp;&nbsp;&nbsp;53472 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.203% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23425 | &nbsp;&nbsp;&nbsp;&nbsp;23287 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;54705 | &nbsp;&nbsp;&nbsp;&nbsp;55720 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5773 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;19523 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;25170 | &nbsp;&nbsp;&nbsp;&nbsp;25522 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;107685 | &nbsp;&nbsp;110974 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16664 | &nbsp;&nbsp;&nbsp;&nbsp;16255 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;45420 | &nbsp;&nbsp;&nbsp;&nbsp;46070 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;45715 | &nbsp;&nbsp;&nbsp;&nbsp;43059 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;101390 | &nbsp;&nbsp;101587 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;29514 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;42947 | &nbsp;&nbsp;&nbsp;&nbsp;42730 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;20326 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.956% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;27956 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;103495 | &nbsp;&nbsp;101885 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.347% | &nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;237265 | &nbsp;&nbsp;233896 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;25554 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;28354 | &nbsp;&nbsp;&nbsp;&nbsp;25640 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.545% | &nbsp;&nbsp;11/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;42170 | &nbsp;&nbsp;&nbsp;&nbsp;37507 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13270 | &nbsp;&nbsp;&nbsp;&nbsp;12032 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;88700 | &nbsp;&nbsp;&nbsp;&nbsp;88831 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;83072 | &nbsp;&nbsp;&nbsp;&nbsp;84683 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;20406 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;34849 | &nbsp;&nbsp;&nbsp;&nbsp;35376 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;4/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7533 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;31724 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp;80629 | &nbsp;&nbsp;&nbsp;&nbsp;82943 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;116215 | &nbsp;&nbsp;117767 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp;84988 | &nbsp;&nbsp;&nbsp;&nbsp;82496 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;1/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp;75317 | &nbsp;&nbsp;&nbsp;&nbsp;73681 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;49092 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp;21170 | &nbsp;&nbsp;&nbsp;&nbsp;18580 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;26584 | &nbsp;&nbsp;&nbsp;&nbsp;27039 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp;33275 | &nbsp;&nbsp;&nbsp;&nbsp;25372 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;11/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;10335 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;24595 | &nbsp;&nbsp;&nbsp;&nbsp;18460 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;36510 | &nbsp;&nbsp;&nbsp;&nbsp;36254 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;14174 | &nbsp;&nbsp;&nbsp;&nbsp;12823 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/2045 | &nbsp;&nbsp;&nbsp;&nbsp;73830 | &nbsp;&nbsp;&nbsp;&nbsp;72468 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/2048 | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;20825 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.032% | &nbsp;&nbsp;7/24/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;55200 | &nbsp;&nbsp;&nbsp;&nbsp;42843 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.897% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;11870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9111 |
| <sup>3</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;32017 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;25725 |
|  | Kemper Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 |
|  | Kemper Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218 |
| <sup>3</sup> | Keybank National Association | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7760 |
| <sup>3</sup> | Keybank National Association | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;12/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>3</sup> | Keybank National Association | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
| <sup>3</sup> | Keybank National Association | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14726 |
|  | Keybank National Association | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;16635 | &nbsp;&nbsp;&nbsp;&nbsp;16416 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;17871 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053 |
| <sup>3</sup> | KeyCorp | &nbsp;&nbsp;4.789% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16905 | &nbsp;&nbsp;&nbsp;&nbsp;17928 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9304 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Lazard Group LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | Lazard Group LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4987 |
|  | Legg Mason Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5486 | &nbsp;&nbsp;&nbsp;&nbsp;5297 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9626 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7814 | &nbsp;&nbsp;&nbsp;&nbsp;7354 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;20510 | &nbsp;&nbsp;20473 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4154 |
| <sup>3</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;21225 | &nbsp;&nbsp;20929 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;7517 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.871% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;&nbsp;&nbsp;5533 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5099 | &nbsp;&nbsp;&nbsp;&nbsp;5128 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4946 | &nbsp;&nbsp;&nbsp;&nbsp;4892 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.721% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8258 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.425% | &nbsp;&nbsp;11/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4957 | &nbsp;&nbsp;&nbsp;&nbsp;4888 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;25753 | &nbsp;&nbsp;25643 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;7.953% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;9123 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;19225 | &nbsp;&nbsp;19755 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;11/26/2035 | &nbsp;&nbsp;23780 | &nbsp;&nbsp;24177 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/2036 | &nbsp;&nbsp;24365 | &nbsp;&nbsp;24771 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.943% | &nbsp;&nbsp;11/4/2036 | &nbsp;&nbsp;21217 | &nbsp;&nbsp;20469 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8574 | &nbsp;&nbsp;&nbsp;&nbsp;7844 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/2046 | &nbsp;&nbsp;29638 | &nbsp;&nbsp;21364 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11667 |
|  | Loews Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6177 |
|  | Loews Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3782 |
|  | Loews Corp. | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6230 |
|  | Loews Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4846 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;3684 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;11370 | &nbsp;&nbsp;11909 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8869 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5924 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5724 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;6600 |
| <sup>3</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7797 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4545 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7858 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;22620 | &nbsp;&nbsp;22315 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;12039 | &nbsp;&nbsp;12000 |
| <sup>3</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3966 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5451 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5116 | &nbsp;&nbsp;&nbsp;&nbsp;5084 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7306 |
| <sup>3</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6898 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;12584 | &nbsp;&nbsp;12649 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;14789 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5875 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;4.986% | &nbsp;&nbsp;12/11/2035 | &nbsp;&nbsp;38300 | &nbsp;&nbsp;37469 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;7672 |
|  | Marex Group plc | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;8230 |
|  | Marex Group plc | &nbsp;&nbsp;6.404% | &nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9472 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;6079 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2448 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/5/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1710 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;5088 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/7/2052 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;8138 |
|  | Markel Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6668 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9190 | &nbsp;&nbsp;&nbsp;&nbsp;9233 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11025 | &nbsp;&nbsp;11044 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6330 | &nbsp;&nbsp;&nbsp;&nbsp;6375 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;12580 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;11694 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6321 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6195 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;28200 | &nbsp;&nbsp;28090 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19807 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;18400 | &nbsp;&nbsp;17288 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;21924 | &nbsp;&nbsp;19330 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;2342 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9432 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;12215 | &nbsp;&nbsp;11949 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5091 | &nbsp;&nbsp;&nbsp;&nbsp;4791 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;21020 | &nbsp;&nbsp;19710 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;6911 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3686 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;22635 | &nbsp;&nbsp;22967 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2119 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6140 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15480 |
|  | Mastercard Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3182 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6186 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;13878 | &nbsp;&nbsp;13765 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8405 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6846 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;19402 | &nbsp;&nbsp;19049 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/21/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4417 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/26/2048 | &nbsp;&nbsp;12610 | &nbsp;&nbsp;&nbsp;&nbsp;9850 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;11030 | &nbsp;&nbsp;&nbsp;&nbsp;8135 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;19406 | &nbsp;&nbsp;14747 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4475 |
|  | Mercury General Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1671 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
|  | MetLife Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/23/2030 | &nbsp;&nbsp;16925 | &nbsp;&nbsp;17022 |
|  | MetLife Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;14727 | &nbsp;&nbsp;15222 |
|  | MetLife Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;3758 |
|  | MetLife Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;20995 | &nbsp;&nbsp;21483 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;16231 | &nbsp;&nbsp;16544 |
|  | MetLife Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/6/2041 | &nbsp;&nbsp;24623 | &nbsp;&nbsp;25167 |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;18975 | &nbsp;&nbsp;15614 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;12267 | &nbsp;&nbsp;10961 |
|  | MetLife Inc. | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;8298 |
|  | MetLife Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1473 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;11395 | &nbsp;&nbsp;10064 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;17760 | &nbsp;&nbsp;16307 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;11610 | &nbsp;&nbsp;11757 |
| <sup>3</sup> | MetLife Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3823 | &nbsp;&nbsp;&nbsp;&nbsp;3752 |
|  | MGIC Investment Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;1753 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;7/25/2027 | &nbsp;&nbsp;42480 | &nbsp;&nbsp;41994 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;21150 | &nbsp;&nbsp;20991 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/2028 | &nbsp;&nbsp;21700 | &nbsp;&nbsp;21616 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10771 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;2353 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;11927 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;20393 | &nbsp;&nbsp;20714 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9839 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.242% | &nbsp;&nbsp;4/19/2029 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15224 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.195% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;34225 | &nbsp;&nbsp;32816 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.559% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;13855 | &nbsp;&nbsp;12828 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;13495 | &nbsp;&nbsp;13728 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.048% | &nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;28200 | &nbsp;&nbsp;25384 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5183 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;27365 | &nbsp;&nbsp;26976 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8803 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.494% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;25714 | &nbsp;&nbsp;22724 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;11803 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/19/2033 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;17390 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;22700 | &nbsp;&nbsp;22851 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.441% | &nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.406% | &nbsp;&nbsp;4/19/2034 | &nbsp;&nbsp;23050 | &nbsp;&nbsp;23557 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/2035 | &nbsp;&nbsp;39695 | &nbsp;&nbsp;40301 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;28180 | &nbsp;&nbsp;28792 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;4/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5120 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.057% | &nbsp;&nbsp;1/14/2037 | &nbsp;&nbsp;23467 | &nbsp;&nbsp;23030 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.286% | &nbsp;&nbsp;7/26/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;8391 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;7/18/2039 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;13865 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.018% | &nbsp;&nbsp;3/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp;&nbsp;&nbsp;14167 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5121 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;30090 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.254% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;17479 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.376% | &nbsp;&nbsp;5/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6637 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.153% | &nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;16410 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.591% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.711% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30025 | &nbsp;&nbsp;&nbsp;&nbsp;29975 |
| <sup>3</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.979% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;21902 | &nbsp;&nbsp;&nbsp;&nbsp;19432 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.564% | &nbsp;&nbsp;9/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13224 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.438% | &nbsp;&nbsp;5/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13946 | &nbsp;&nbsp;&nbsp;&nbsp;13668 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20460 | &nbsp;&nbsp;&nbsp;&nbsp;17914 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;5/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10371 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.748% | &nbsp;&nbsp;7/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;19740 | &nbsp;&nbsp;&nbsp;&nbsp;20490 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.579% | &nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10271 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.323% | &nbsp;&nbsp;7/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;25382 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/12/2037 | &nbsp;&nbsp;&nbsp;&nbsp;12585 | &nbsp;&nbsp;&nbsp;&nbsp;12353 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7559 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;44833 | &nbsp;&nbsp;&nbsp;&nbsp;44301 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;16060 | &nbsp;&nbsp;&nbsp;&nbsp;16478 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;87250 | &nbsp;&nbsp;&nbsp;&nbsp;88227 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;36770 | &nbsp;&nbsp;&nbsp;&nbsp;37105 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;50575 |
|  | Morgan Stanley | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11643 | &nbsp;&nbsp;&nbsp;&nbsp;11857 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.133% | &nbsp;&nbsp;10/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;48410 | &nbsp;&nbsp;&nbsp;&nbsp;47851 |
|  | Morgan Stanley | &nbsp;&nbsp;4.238% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13975 | &nbsp;&nbsp;&nbsp;&nbsp;13830 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;37524 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;10942 |
|  | Morgan Stanley | &nbsp;&nbsp;5.656% | &nbsp;&nbsp;4/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26365 | &nbsp;&nbsp;&nbsp;&nbsp;27123 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;55643 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;23882 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;29655 | &nbsp;&nbsp;&nbsp;&nbsp;30118 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;49555 | &nbsp;&nbsp;&nbsp;&nbsp;46028 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;3.622% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;74800 | &nbsp;&nbsp;&nbsp;&nbsp;71714 |
|  | Morgan Stanley | &nbsp;&nbsp;5.192% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;100790 | &nbsp;&nbsp;102299 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;95340 | &nbsp;&nbsp;&nbsp;&nbsp;93459 |
|  | Morgan Stanley | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;1/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17806 | &nbsp;&nbsp;&nbsp;&nbsp;17513 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;2/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;92325 | &nbsp;&nbsp;&nbsp;&nbsp;79985 |
|  | Morgan Stanley | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp;&nbsp;&nbsp;12004 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;17662 |
|  | Morgan Stanley | &nbsp;&nbsp;4.889% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944 |
|  | Morgan Stanley | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;10/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;27060 | &nbsp;&nbsp;&nbsp;&nbsp;28957 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;21310 | &nbsp;&nbsp;&nbsp;&nbsp;21380 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;20278 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;21758 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;38767 | &nbsp;&nbsp;&nbsp;&nbsp;39365 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;56320 | &nbsp;&nbsp;&nbsp;&nbsp;58458 |
|  | Morgan Stanley | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;7/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;47470 | &nbsp;&nbsp;&nbsp;&nbsp;47581 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;65280 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;86398 | &nbsp;&nbsp;&nbsp;&nbsp;88442 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;46200 | &nbsp;&nbsp;&nbsp;&nbsp;39744 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;10/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15430 | &nbsp;&nbsp;&nbsp;&nbsp;14912 |
|  | Morgan Stanley | &nbsp;&nbsp;5.073% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;48972 |
|  | Morgan Stanley | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9967 |
|  | Morgan Stanley | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;2/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;19898 | &nbsp;&nbsp;&nbsp;&nbsp;20340 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
|  | Morgan Stanley | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;1/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;50750 | &nbsp;&nbsp;&nbsp;&nbsp;48966 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp;&nbsp;&nbsp;10197 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;40625 | &nbsp;&nbsp;&nbsp;&nbsp;43528 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;23994 | &nbsp;&nbsp;&nbsp;&nbsp;19808 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;2.802% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;24075 | &nbsp;&nbsp;&nbsp;&nbsp;14656 |
|  | Morgan Stanley | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;11/19/2055 | &nbsp;&nbsp;109391 | &nbsp;&nbsp;103598 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;36830 | &nbsp;&nbsp;&nbsp;&nbsp;37251 |
| <sup>3</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10060 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;22955 | &nbsp;&nbsp;&nbsp;&nbsp;23201 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898 |
| <sup>3</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;63900 | &nbsp;&nbsp;&nbsp;&nbsp;63900 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.204% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;40355 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.734% | &nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40384 | &nbsp;&nbsp;&nbsp;&nbsp;40246 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.465% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;119349 | &nbsp;&nbsp;117523 |
|  | MSD Investment Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013 |
| <sup>8</sup> | MSD Investment Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3668 |
|  | Nasdaq Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;10277 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5181 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;17777 | &nbsp;&nbsp;&nbsp;&nbsp;12348 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/28/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;13235 | &nbsp;&nbsp;&nbsp;&nbsp;13229 |
|  | Nasdaq Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/28/2063 | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;14511 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7079 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.944% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6137 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.308% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5838 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;22028 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8436 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.534% | &nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 |
|  | National Bank of Canada | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;11331 |
| <sup>3</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;37279 | &nbsp;&nbsp;&nbsp;&nbsp;36683 |
|  | NatWest Group plc | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5073 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;15909 |
|  | NatWest Group plc | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp;11310 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;5.076% | &nbsp;&nbsp;1/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;30827 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8479 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9559 |
|  | NatWest Group plc | &nbsp;&nbsp;6.016% | &nbsp;&nbsp;3/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;18839 |
|  | NatWest Group plc | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;16073 |
|  | NatWest Group plc | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;23760 |
| <sup>3</sup> | NatWest Group plc | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;11/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552 |
|  | NMI Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2228 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.386% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10101 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23730 | &nbsp;&nbsp;&nbsp;&nbsp;24459 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8477 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10273 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12365 | &nbsp;&nbsp;&nbsp;&nbsp;11655 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;4.904% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5745 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;16975 | &nbsp;&nbsp;&nbsp;&nbsp;15131 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9591 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.783% | &nbsp;&nbsp;7/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;31876 | &nbsp;&nbsp;&nbsp;&nbsp;32710 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9507 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;6/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9699 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6381 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4066 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494 |
| <sup>3</sup> | Northern Trust Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12715 | &nbsp;&nbsp;&nbsp;&nbsp;13587 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5321 |
|  | Oaktree Strategic Credit Fund | &nbsp;&nbsp;6.190% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9506 |
|  | Old Republic International Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/11/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 |
|  | ORIX Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8079 |
|  | ORIX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 |
|  | ORIX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;10699 |
|  | ORIX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7996 |
|  | ORIX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4828 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4474 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21109 | &nbsp;&nbsp;&nbsp;&nbsp;20022 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16750 | &nbsp;&nbsp;&nbsp;&nbsp;15329 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;33445 | &nbsp;&nbsp;&nbsp;&nbsp;33344 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;17817 | &nbsp;&nbsp;&nbsp;&nbsp;17688 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;14954 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;7839 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4307 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;5537 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6489 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |
|  | Pinnacle Financial Partners Inc. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5405 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/22/2028 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10614 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13626 |
| <sup>3</sup> | PNC Bank NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8926 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;24319 | &nbsp;&nbsp;24031 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;12/2/2028 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;10367 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13097 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;34440 | &nbsp;&nbsp;35297 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;20945 | &nbsp;&nbsp;21541 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;55870 | &nbsp;&nbsp;56194 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;79325 | &nbsp;&nbsp;79067 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;16255 | &nbsp;&nbsp;16277 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;15305 | &nbsp;&nbsp;16889 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.676% | &nbsp;&nbsp;1/22/2035 | &nbsp;&nbsp;40880 | &nbsp;&nbsp;42080 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;24765 | &nbsp;&nbsp;25041 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;45275 | &nbsp;&nbsp;46252 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.373% | &nbsp;&nbsp;7/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5039 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;19175 | &nbsp;&nbsp;18817 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2927 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5421 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8088 | &nbsp;&nbsp;&nbsp;&nbsp;8617 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8219 | &nbsp;&nbsp;&nbsp;&nbsp;6712 |
|  | Progressive Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6059 | &nbsp;&nbsp;&nbsp;&nbsp;6031 |
|  | Progressive Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;1483 |
|  | Progressive Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;7285 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | Progressive Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9460 | &nbsp;&nbsp;&nbsp;&nbsp;8637 |
|  | Progressive Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4355 |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4999 |
|  | Progressive Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;5239 |
|  | Progressive Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;8379 |
|  | Progressive Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7359 | &nbsp;&nbsp;&nbsp;&nbsp;5593 |
|  | Progressive Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;16210 | &nbsp;&nbsp;11770 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1841 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2784 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;3365 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;9041 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3584 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;4407 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;8842 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4825 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;12/7/2047 | &nbsp;&nbsp;26333 | &nbsp;&nbsp;19878 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2967 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;16712 | &nbsp;&nbsp;12446 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6353 |
| <sup>3</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/2051 | &nbsp;&nbsp;16752 | &nbsp;&nbsp;11976 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10372 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17231 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;4003 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;16855 | &nbsp;&nbsp;17190 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/14/2030 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;12692 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | Radian Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8216 | &nbsp;&nbsp;&nbsp;&nbsp;8495 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;9881 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;8009 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;6071 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2055 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9485 |
| <sup>3</sup> | Regions Bank | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;1594 |
|  | Regions Financial Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;6803 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8312 |
|  | Regions Financial Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;12/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7927 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8164 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4019 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;6295 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;10425 | &nbsp;&nbsp;10593 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;8121 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;3872 |
|  | RenaissanceRe Finance Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3486 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/5/2033 | &nbsp;&nbsp;30278 | &nbsp;&nbsp;31098 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;27851 | &nbsp;&nbsp;27685 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5000 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;22150 | &nbsp;&nbsp;22733 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;16465 | &nbsp;&nbsp;16648 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;6837 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;14895 | &nbsp;&nbsp;15038 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6104 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.498% | &nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10131 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12452 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;45422 | &nbsp;&nbsp;46142 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;5/2/2031 | &nbsp;&nbsp;30663 | &nbsp;&nbsp;31011 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.696% | &nbsp;&nbsp;8/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;8702 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;38500 | &nbsp;&nbsp;34356 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;6591 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;29695 | &nbsp;&nbsp;29958 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/2/2033 | &nbsp;&nbsp;12870 | &nbsp;&nbsp;12971 |
| <sup>3</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14618 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;42150 | &nbsp;&nbsp;42064 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.499% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;8149 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;7519 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;7.660% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;5/31/2035 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15688 |
| <sup>3</sup> | Santander UK Group Holdings plc | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;20650 | &nbsp;&nbsp;21296 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;3606 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;5.694% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;15011 | &nbsp;&nbsp;15436 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.896% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7254 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;5.136% | &nbsp;&nbsp;9/22/2036 | &nbsp;&nbsp;16003 | &nbsp;&nbsp;15444 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1226 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;2462 |
|  | SiriusPoint Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;1898 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15746 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;8434 |
| <sup>8</sup> | Societe Generale SA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1870 |
|  | State Street Bank & Trust Co. | &nbsp;&nbsp;4.782% | &nbsp;&nbsp;11/23/2029 | &nbsp;&nbsp;11995 | &nbsp;&nbsp;12176 |
|  | State Street Corp. | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9768 |
|  | State Street Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3256 |
|  | State Street Corp. | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/4/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10220 |
|  | State Street Corp. | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2756 |
| <sup>3</sup> | State Street Corp. | &nbsp;&nbsp;4.141% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2241 |
|  | State Street Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp;9485 |
|  | State Street Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;9640 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10716 |
|  | State Street Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;22365 |
|  | State Street Corp. | &nbsp;&nbsp;4.164% | &nbsp;&nbsp;8/4/2033 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24104 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;26715 | &nbsp;&nbsp;26589 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10133 |
| <sup>3</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4571 |
|  | State Street Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;11/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5813 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;16240 | &nbsp;&nbsp;16278 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;4461 |
|  | Stewart Information Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2565 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.364% | &nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;17534 | &nbsp;&nbsp;17347 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3875 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14197 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.944% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;8697 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.902% | &nbsp;&nbsp;9/17/2028 | &nbsp;&nbsp;39275 | &nbsp;&nbsp;36922 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.306% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;3563 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7301 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;25415 | &nbsp;&nbsp;24197 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;9/27/2029 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;12780 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;13620 | &nbsp;&nbsp;14108 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7955 | &nbsp;&nbsp;&nbsp;&nbsp;7428 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6939 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;19585 | &nbsp;&nbsp;17625 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.142% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7812 | &nbsp;&nbsp;&nbsp;&nbsp;6983 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.710% | &nbsp;&nbsp;1/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19885 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4098 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.222% | &nbsp;&nbsp;9/17/2031 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;12247 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;21943 | &nbsp;&nbsp;21613 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.454% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6692 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;17775 | &nbsp;&nbsp;18505 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.954% | &nbsp;&nbsp;7/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7918 | &nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.776% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20837 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/14/2033 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;16401 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/2034 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11272 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;7/8/2036 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20030 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;39175 | &nbsp;&nbsp;38486 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;1/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3404 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.334% | &nbsp;&nbsp;3/3/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/17/2041 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7110 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;12316 | &nbsp;&nbsp;&nbsp;&nbsp;9142 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/13/2043 | &nbsp;&nbsp;11193 | &nbsp;&nbsp;11768 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;7/9/2044 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11394 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.796% | &nbsp;&nbsp;7/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6911 | &nbsp;&nbsp;&nbsp;&nbsp;6722 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;13166 | &nbsp;&nbsp;12722 |
|  | Synchrony Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
|  | Synchrony Financial | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;3639 |
|  | Synchrony Financial | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5992 |
|  | Synchrony Financial | &nbsp;&nbsp;4.947% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3888 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6469 | &nbsp;&nbsp;&nbsp;&nbsp;6426 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6330 | &nbsp;&nbsp;&nbsp;&nbsp;6254 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2677 |
|  | Texas Capital Bancshares Inc. | &nbsp;&nbsp;5.301% | &nbsp;&nbsp;2/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3571 | &nbsp;&nbsp;&nbsp;&nbsp;3523 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;60000 | &nbsp;&nbsp;60441 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;14901 | &nbsp;&nbsp;14869 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;13173 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;13513 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5041 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.523% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;38000 | &nbsp;&nbsp;38939 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8984 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;6/3/2030 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30262 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24792 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;8675 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;26733 |
| <sup>3</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;19670 | &nbsp;&nbsp;18100 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;21880 | &nbsp;&nbsp;21547 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6966 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.928% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7461 | &nbsp;&nbsp;&nbsp;&nbsp;7327 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;4864 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/5/2034 | &nbsp;&nbsp;11740 | &nbsp;&nbsp;11909 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5696 |
|  | Transatlantic Holdings Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4979 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2028 |
| <sup>3</sup> | Travelers Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;11380 | &nbsp;&nbsp;12426 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;12285 | &nbsp;&nbsp;&nbsp;&nbsp;9358 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9952 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/27/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;3902 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/8/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;7282 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/24/2055 | &nbsp;&nbsp;13450 | &nbsp;&nbsp;13355 |
| <sup>3</sup> | Truist Bank | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;14049 |
| <sup>3</sup> | Truist Bank | &nbsp;&nbsp;4.144% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5508 | &nbsp;&nbsp;&nbsp;&nbsp;5480 |
| <sup>3</sup> | Truist Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;13944 | &nbsp;&nbsp;12673 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;19085 | &nbsp;&nbsp;18298 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;6504 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.887% | &nbsp;&nbsp;6/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;8920 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5312 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10109 |
|  | Truist Financial Corp. | &nbsp;&nbsp;4.597% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;50277 | &nbsp;&nbsp;49720 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;7/28/2033 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12740 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;8476 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;36225 | &nbsp;&nbsp;36096 |
| <sup>3</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;37180 | &nbsp;&nbsp;36014 |
|  | UBS AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;23250 | &nbsp;&nbsp;23476 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;31577 | &nbsp;&nbsp;33420 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;17300 | &nbsp;&nbsp;17846 |
|  | UBS AG | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;10544 | &nbsp;&nbsp;10528 |
|  | UBS AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | UBS Americas Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7791 | &nbsp;&nbsp;&nbsp;&nbsp;8703 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;16143 | &nbsp;&nbsp;15787 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;14580 | &nbsp;&nbsp;12909 |
|  | Unum Group | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1961 |
|  | Unum Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;4506 |
|  | Unum Group | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6443 | &nbsp;&nbsp;&nbsp;&nbsp;6273 |
|  | Unum Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4839 | &nbsp;&nbsp;&nbsp;&nbsp;3801 |
|  | Unum Group | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5148 |
|  | Unum Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3879 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;21140 | &nbsp;&nbsp;20903 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;24015 | &nbsp;&nbsp;24041 |
|  | US Bancorp | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;40316 | &nbsp;&nbsp;40479 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;27988 | &nbsp;&nbsp;28777 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;8996 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;27500 | &nbsp;&nbsp;28137 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;7755 |
|  | US Bancorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;41000 | &nbsp;&nbsp;41722 |
|  | US Bancorp | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;4961 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;31200 | &nbsp;&nbsp;31634 |
|  | US Bancorp | &nbsp;&nbsp;4.481% | &nbsp;&nbsp;1/26/2032 | &nbsp;&nbsp;18682 | &nbsp;&nbsp;18486 |
| <sup>3</sup> | US Bancorp | &nbsp;&nbsp;2.677% | &nbsp;&nbsp;1/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4450 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;27060 | &nbsp;&nbsp;28417 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;39180 | &nbsp;&nbsp;38730 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;5569 |
|  | US Bancorp | &nbsp;&nbsp;5.678% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;29820 | &nbsp;&nbsp;30791 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/2036 | &nbsp;&nbsp;13585 | &nbsp;&nbsp;11729 |
|  | US Bancorp | &nbsp;&nbsp;5.033% | &nbsp;&nbsp;1/26/2037 | &nbsp;&nbsp;13940 | &nbsp;&nbsp;13762 |
|  | Visa Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;11763 | &nbsp;&nbsp;11518 |
|  | Visa Inc. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7178 |
|  | Visa Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10365 |
|  | Visa Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/12/2029 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11234 |
|  | Visa Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;19205 | &nbsp;&nbsp;17667 |
|  | Visa Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;12875 |
|  | Visa Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7101 |
|  | Visa Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2033 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11280 |
|  | Visa Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/14/2035 | &nbsp;&nbsp;18730 | &nbsp;&nbsp;17843 |
|  | Visa Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;20050 | &nbsp;&nbsp;19841 |
|  | Visa Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;14051 | &nbsp;&nbsp;10605 |
|  | Visa Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/14/2045 | &nbsp;&nbsp;41060 | &nbsp;&nbsp;34771 |
|  | Visa Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
|  | Visa Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;16869 | &nbsp;&nbsp;&nbsp;&nbsp;8901 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4342 |
|  | Voya Financial Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1642 |
| <sup>3</sup> | Voya Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/23/2048 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11374 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;3321 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/30/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5483 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/2061 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3213 |
|  | Wachovia Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;2284 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5775 |
|  | Webster Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2937 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;10721 | &nbsp;&nbsp;10704 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16208 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;19806 | &nbsp;&nbsp;19611 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;43480 | &nbsp;&nbsp;42440 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;64000 | &nbsp;&nbsp;64268 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;30140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30400 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;39730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40627 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;93710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92676 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20836 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.182% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;24635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24417 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58955 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;85600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87238 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;18855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17446 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;88460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87765 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;48015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48830 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;45010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44758 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;61012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61887 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;77905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79777 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33782 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/2036 | &nbsp;&nbsp;43712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44730 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72954 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;1/23/2037 | &nbsp;&nbsp;15313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14918 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;31475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23633 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;31354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29332 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;19195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18318 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/2044 | &nbsp;&nbsp;32218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26996 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;13742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10719 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;20371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17482 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;14223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11357 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;26443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22172 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;1/23/2047 | &nbsp;&nbsp;70416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66656 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;66163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58383 |
| <sup>3</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;65755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54536 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
| <sup>3</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11618 |
| <sup>3</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;10645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11641 |
|  | Western Union Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 |
|  | Western Union Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6257 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.457% | &nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7656 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.535% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;32035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33129 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8876 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8719 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;6/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11607 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8795 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.668% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17948 |
| <sup>3</sup> | Westpac Banking Corp. | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;31390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31756 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;11/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7160 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/2040 | &nbsp;&nbsp;28033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20707 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;11/18/2041 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7321 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7619 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5794 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4501 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;14244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14054 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7909 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;23250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22680 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4422 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7766 |
|  | XL Group Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469 |
|  | Zions Bancorp NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 |
|  | Zions Bancorp NA | &nbsp;&nbsp;6.816% | &nbsp;&nbsp;11/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 |
|  |  |  |  |  | &nbsp;&nbsp;**24978404** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;25200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24897 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;47600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46826 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;31525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30851 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;56007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54719 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;7377 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2038 | &nbsp;&nbsp;31675 | &nbsp;&nbsp;30722 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5057 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;16025 | &nbsp;&nbsp;14745 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;40182 | &nbsp;&nbsp;36896 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;47250 | &nbsp;&nbsp;46335 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;26900 | &nbsp;&nbsp;26227 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4494 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;14834 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;18784 | &nbsp;&nbsp;18834 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;28451 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/21/2029 | &nbsp;&nbsp;82443 | &nbsp;&nbsp;79365 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11929 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4977 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;37326 | &nbsp;&nbsp;38125 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;15625 | &nbsp;&nbsp;15318 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;34941 | &nbsp;&nbsp;35467 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;27789 | &nbsp;&nbsp;26978 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8494 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;49468 | &nbsp;&nbsp;47864 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;19708 | &nbsp;&nbsp;19300 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;8764 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;56357 | &nbsp;&nbsp;49460 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/6/2042 | &nbsp;&nbsp;40693 | &nbsp;&nbsp;35712 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;20416 | &nbsp;&nbsp;18569 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp;6334 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;26095 | &nbsp;&nbsp;23256 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/14/2046 | &nbsp;&nbsp;39181 | &nbsp;&nbsp;33587 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8036 | &nbsp;&nbsp;&nbsp;&nbsp;7203 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/2049 | &nbsp;&nbsp;87154 | &nbsp;&nbsp;70677 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;44519 | &nbsp;&nbsp;42497 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;29110 | &nbsp;&nbsp;28588 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6897 | &nbsp;&nbsp;&nbsp;&nbsp;6744 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;20011 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;4891 |
| <sup>3</sup> | Adventist Health System | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;20827 |
|  | Adventist Health System | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4072 |
|  | Adventist Health System | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
|  | Adventist Health System | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;3676 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.829% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5851 | &nbsp;&nbsp;&nbsp;&nbsp;5804 |
| <sup>3</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;5764 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2309 |
| <sup>3</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2018 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;10474 | &nbsp;&nbsp;11297 |
|  | Aetna Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5939 |
|  | Aetna Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3605 |
|  | Aetna Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;2956 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;11655 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;7210 |
|  | AHS Hospital Corp. | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3237 |
| <sup>3</sup> | AHS Hospital Corp. | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6116 |
| <sup>3</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
|  | Amgen Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;11859 | &nbsp;&nbsp;11675 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;21760 | &nbsp;&nbsp;22081 |
|  | Amgen Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;25800 | &nbsp;&nbsp;24313 |
|  | Amgen Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/18/2029 | &nbsp;&nbsp;17770 | &nbsp;&nbsp;17601 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;10955 | &nbsp;&nbsp;10181 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2030 | &nbsp;&nbsp;41435 | &nbsp;&nbsp;42563 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | Amgen Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;34442 | &nbsp;&nbsp;31082 |
|  | Amgen Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;12705 | &nbsp;&nbsp;10992 |
|  | Amgen Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/22/2032 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10222 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6108 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;61440 | &nbsp;&nbsp;63038 |
|  | Amgen Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/19/2036 | &nbsp;&nbsp;22361 | &nbsp;&nbsp;21960 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;29724 | &nbsp;&nbsp;23095 |
|  | Amgen Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;3138 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;12860 | &nbsp;&nbsp;11893 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;3304 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;2152 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/2043 | &nbsp;&nbsp;47251 | &nbsp;&nbsp;46630 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;28205 | &nbsp;&nbsp;23782 |
|  | Amgen Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/2046 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;11966 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;10023 | &nbsp;&nbsp;&nbsp;&nbsp;8389 |
|  | Amgen Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;46424 | &nbsp;&nbsp;38978 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/22/2052 | &nbsp;&nbsp;22750 | &nbsp;&nbsp;17642 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8206 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;64975 | &nbsp;&nbsp;62888 |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp;&nbsp;3944 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/19/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;5272 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/22/2062 | &nbsp;&nbsp;&nbsp;&nbsp;7436 | &nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;38740 | &nbsp;&nbsp;37233 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5273 | &nbsp;&nbsp;&nbsp;&nbsp;5254 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;13426 | &nbsp;&nbsp;12619 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;4.294% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;11127 | &nbsp;&nbsp;11031 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;4.923% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9231 | &nbsp;&nbsp;&nbsp;&nbsp;9122 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;7439 |
|  | Ascension Health | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;14333 |
| <sup>3</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15242 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;16652 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;22479 | &nbsp;&nbsp;22849 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/2030 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13270 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;18890 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8255 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;11700 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7251 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5672 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11748 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8231 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11860 |
|  | AstraZeneca plc | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;16361 | &nbsp;&nbsp;14441 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;36172 | &nbsp;&nbsp;40419 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/2042 | &nbsp;&nbsp;15126 | &nbsp;&nbsp;12695 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/2045 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;9403 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7149 |
|  | AstraZeneca plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/6/2050 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;5723 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/28/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7090 | &nbsp;&nbsp;&nbsp;&nbsp;4688 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5397 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.656% | &nbsp;&nbsp;3/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7958 |
|  | Banner Health | &nbsp;&nbsp;2.338% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | Banner Health | &nbsp;&nbsp;1.897% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;3467 |
| <sup>3</sup> | Banner Health | &nbsp;&nbsp;3.181% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;2631 |
|  | Banner Health | &nbsp;&nbsp;2.913% | &nbsp;&nbsp;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
| <sup>3</sup> | Baptist Health South Florida Obligated Group | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;11/15/2071 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
| <sup>3</sup> | Baptist Healthcare System Obligated Group | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;5173 |
|  | Baxalta Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;3901 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12109 |
|  | Baxter International Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;5772 |
|  | Baxter International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2368 | &nbsp;&nbsp;&nbsp;&nbsp;2335 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;16375 | &nbsp;&nbsp;13700 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;45000 | &nbsp;&nbsp;37903 |
|  | Baxter International Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5478 | &nbsp;&nbsp;&nbsp;&nbsp;5352 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3119 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;10495 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
| <sup>3</sup> | BayCare Health System Inc. | &nbsp;&nbsp;3.831% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1138 |
| <sup>3</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;1.777% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;2939 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;4.185% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9355 | &nbsp;&nbsp;&nbsp;&nbsp;7771 |
| <sup>3</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;6582 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/6/2027 | &nbsp;&nbsp;20860 | &nbsp;&nbsp;20688 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;2/13/2028 | &nbsp;&nbsp;13387 | &nbsp;&nbsp;13451 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;2.823% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;10227 | &nbsp;&nbsp;&nbsp;&nbsp;9541 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;1.957% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8815 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.298% | &nbsp;&nbsp;8/22/2032 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10677 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6256 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| <sup>3</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1300 |
|  | Biogen Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;18647 | &nbsp;&nbsp;17021 |
|  | Biogen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;8257 |
|  | Biogen Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6221 | &nbsp;&nbsp;&nbsp;&nbsp;5604 |
|  | Biogen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;22254 | &nbsp;&nbsp;13994 |
|  | Biogen Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7539 | &nbsp;&nbsp;&nbsp;&nbsp;4763 |
|  | Biogen Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;8419 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;5772 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1747 |
| <sup>3</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;3.464% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6312 | &nbsp;&nbsp;&nbsp;&nbsp;6132 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;13093 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;3225 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;11841 | &nbsp;&nbsp;11121 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;11090 | &nbsp;&nbsp;&nbsp;&nbsp;9741 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;29711 | &nbsp;&nbsp;29449 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/22/2031 | &nbsp;&nbsp;14125 | &nbsp;&nbsp;14520 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;18318 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;37284 | &nbsp;&nbsp;38196 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;34517 | &nbsp;&nbsp;30712 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;11845 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;8179 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3931 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;12014 | &nbsp;&nbsp;10540 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6067 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;14568 | &nbsp;&nbsp;12001 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;13989 | &nbsp;&nbsp;11826 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;58238 | &nbsp;&nbsp;46748 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;21275 | &nbsp;&nbsp;12430 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;41022 | &nbsp;&nbsp;29589 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/2054 | &nbsp;&nbsp;39270 | &nbsp;&nbsp;37806 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;15250 | &nbsp;&nbsp;10806 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9409 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8138 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7608 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7063 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6130 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12110 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4883 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3119 | &nbsp;&nbsp;&nbsp;&nbsp;2685 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;6929 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;5362 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7224 |
| <sup>3</sup> | Catholic Health Services of Long Island Obligated Group | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;4019 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;11353 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3463 |
|  | Cencora Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7046 | &nbsp;&nbsp;&nbsp;&nbsp;6948 |
|  | Cencora Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3545 |
|  | Cencora Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;6759 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;17964 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8153 | &nbsp;&nbsp;&nbsp;&nbsp;8011 |
|  | Cencora Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp;&nbsp;&nbsp;5838 |
|  | Cencora Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;8205 |
|  | Cencora Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/13/2036 | &nbsp;&nbsp;12169 | &nbsp;&nbsp;11916 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;8793 |
|  | Cencora Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/13/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3756 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;15984 | &nbsp;&nbsp;14884 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;46262 | &nbsp;&nbsp;43916 |
|  | Centene Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;13030 | &nbsp;&nbsp;11417 |
|  | Centene Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;26765 | &nbsp;&nbsp;22439 |
|  | Centene Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;10092 | &nbsp;&nbsp;&nbsp;&nbsp;8444 |
|  | Children's Health System of Texas | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;5801 |
| <sup>3</sup> | Children's Hospital | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;2950 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Children's Hospital Corp. | &nbsp;&nbsp;4.115% | &nbsp;&nbsp;1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1296 |
| <sup>3</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
|  | Children's Hospital Medical Center | &nbsp;&nbsp;4.268% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1113 |
| <sup>3</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;4343 |
| <sup>3</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;17402 | &nbsp;&nbsp;17344 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;29071 | &nbsp;&nbsp;29056 |
|  | Cigna Group | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11504 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;21169 | &nbsp;&nbsp;19558 |
|  | Cigna Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;12877 | &nbsp;&nbsp;12837 |
|  | Cigna Group | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;19410 | &nbsp;&nbsp;17447 |
|  | Cigna Group | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10211 |
|  | Cigna Group | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;17761 | &nbsp;&nbsp;17742 |
|  | Cigna Group | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;9006 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;18835 | &nbsp;&nbsp;19068 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;20950 | &nbsp;&nbsp;20980 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;27930 | &nbsp;&nbsp;26242 |
|  | Cigna Group | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;5881 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4534 | &nbsp;&nbsp;&nbsp;&nbsp;4692 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;20465 | &nbsp;&nbsp;17665 |
| <sup>3</sup> | Cigna Group | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;18104 | &nbsp;&nbsp;13583 |
|  | Cigna Group | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;29539 | &nbsp;&nbsp;25620 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;22480 | &nbsp;&nbsp;15368 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;20015 | &nbsp;&nbsp;13535 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14199 |
|  | Cigna Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;5402 |
| <sup>3</sup> | City of Hope | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1960 |
| <sup>3</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  | Cleveland Clinic Foundation | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;1/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | CommonSpirit Health | &nbsp;&nbsp;6.073% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4096 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;8283 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8184 | &nbsp;&nbsp;&nbsp;&nbsp;8069 |
|  | CommonSpirit Health | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3112 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.205% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12737 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;7470 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.825% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5763 | &nbsp;&nbsp;&nbsp;&nbsp;5609 |
| <sup>3</sup> | CommonSpirit Health | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;10045 | &nbsp;&nbsp;&nbsp;&nbsp;9807 |
| <sup>3</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;3977 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4419 | &nbsp;&nbsp;&nbsp;&nbsp;4249 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.817% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;4628 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.187% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;11082 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7740 | &nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.548% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6297 | &nbsp;&nbsp;&nbsp;&nbsp;5928 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.662% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;12692 | &nbsp;&nbsp;12141 |
| <sup>3</sup> | Community Health Network Inc. | &nbsp;&nbsp;3.099% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;6232 |
| <sup>3</sup> | Corewell Health Obligated Group | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2043 |
| <sup>3</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;3577 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6048 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/2027 | &nbsp;&nbsp;25464 | &nbsp;&nbsp;24393 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;38907 | &nbsp;&nbsp;38776 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;17810 | &nbsp;&nbsp;18030 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;12015 | &nbsp;&nbsp;12302 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;52130 | &nbsp;&nbsp;49949 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13185 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;18347 | &nbsp;&nbsp;17737 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;16075 | &nbsp;&nbsp;14184 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6282 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;25630 | &nbsp;&nbsp;22388 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;8777 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;22440 | &nbsp;&nbsp;19458 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4993 | &nbsp;&nbsp;&nbsp;&nbsp;4994 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/2033 | &nbsp;&nbsp;20950 | &nbsp;&nbsp;21180 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;16285 | &nbsp;&nbsp;16421 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9758 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;11037 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;12122 | &nbsp;&nbsp;12163 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;55570 | &nbsp;&nbsp;51188 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;5063 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9322 | &nbsp;&nbsp;&nbsp;&nbsp;7777 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;10793 | &nbsp;&nbsp;&nbsp;&nbsp;9805 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6872 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;45019 | &nbsp;&nbsp;39604 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;108102 | &nbsp;&nbsp;92726 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/2053 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;17416 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;17254 | &nbsp;&nbsp;16333 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;6664 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;14215 | &nbsp;&nbsp;14061 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;12233 | &nbsp;&nbsp;11583 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;12225 | &nbsp;&nbsp;11959 |
|  | Danaher Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5106 |
|  | Danaher Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6202 | &nbsp;&nbsp;&nbsp;&nbsp;3699 |
|  | Danaher Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;10433 | &nbsp;&nbsp;&nbsp;&nbsp;6419 |
| <sup>3</sup> | Dartmouth-Hitchcock Health | &nbsp;&nbsp;4.178% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2402 |
|  | DENTSPLY SIRONA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5981 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;13188 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;14480 | &nbsp;&nbsp;11624 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10897 | &nbsp;&nbsp;&nbsp;&nbsp;7641 |
|  | Dignity Health | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5158 |
|  | Dignity Health | &nbsp;&nbsp;5.267% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5415 |
| <sup>3</sup> | Duke University Health System Inc. | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;3772 |
|  | Edwards Lifesciences Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;31571 | &nbsp;&nbsp;31215 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;9406 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11481 | &nbsp;&nbsp;11379 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;7207 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;6589 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4780 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30808 | &nbsp;&nbsp;28068 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12034 | &nbsp;&nbsp;10857 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;&nbsp;&nbsp;9466 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;7740 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;12007 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3504 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17690 | &nbsp;&nbsp;17414 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;14340 | &nbsp;&nbsp;14532 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;1047 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16675 | &nbsp;&nbsp;16654 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;37707 | &nbsp;&nbsp;36938 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;12315 | &nbsp;&nbsp;10786 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;9259 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;11855 | &nbsp;&nbsp;10776 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9592 | &nbsp;&nbsp;&nbsp;&nbsp;8220 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;15631 | &nbsp;&nbsp;12587 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;22925 | &nbsp;&nbsp;14689 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp;10476 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8881 | &nbsp;&nbsp;&nbsp;&nbsp;8915 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;8607 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;61295 | &nbsp;&nbsp;57949 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3151 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;&nbsp;&nbsp;8838 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3255 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;11796 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17714 | &nbsp;&nbsp;17681 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp;32417 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10782 | &nbsp;&nbsp;10569 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11482 | &nbsp;&nbsp;11485 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24060 | &nbsp;&nbsp;24492 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 | &nbsp;&nbsp;&nbsp;&nbsp;5895 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11670 | &nbsp;&nbsp;11924 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;16596 | &nbsp;&nbsp;16600 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20005 | &nbsp;&nbsp;20162 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;17446 | &nbsp;&nbsp;17412 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;14223 | &nbsp;&nbsp;14080 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;15890 | &nbsp;&nbsp;15893 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9628 | &nbsp;&nbsp;&nbsp;&nbsp;7555 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;24737 | &nbsp;&nbsp;13929 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;22220 | &nbsp;&nbsp;19829 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2054 | &nbsp;&nbsp;21950 | &nbsp;&nbsp;19982 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;18175 | &nbsp;&nbsp;17785 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7123 | &nbsp;&nbsp;&nbsp;&nbsp;7018 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;3822 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;15750 | &nbsp;&nbsp;13809 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/2064 | &nbsp;&nbsp;19575 | &nbsp;&nbsp;17586 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;15523 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/12/2065 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;10911 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;11769 | &nbsp;&nbsp;11564 |
| <sup>3</sup> | Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;29726 | &nbsp;&nbsp;30319 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;16033 | &nbsp;&nbsp;15926 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9081 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.857% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15649 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11573 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;18750 | &nbsp;&nbsp;19782 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9892 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7853 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;13460 | &nbsp;&nbsp;14295 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4313 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8063 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13961 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;11650 | &nbsp;&nbsp;11781 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;14199 | &nbsp;&nbsp;13860 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;16425 | &nbsp;&nbsp;15132 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;11066 | &nbsp;&nbsp;&nbsp;&nbsp;8007 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;5718 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;20456 | &nbsp;&nbsp;18468 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;25575 | &nbsp;&nbsp;22067 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;25569 | &nbsp;&nbsp;22679 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;17317 | &nbsp;&nbsp;14016 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;19390 | &nbsp;&nbsp;12040 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;20965 | &nbsp;&nbsp;20384 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;11824 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;8497 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;24150 | &nbsp;&nbsp;24021 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;11209 | &nbsp;&nbsp;11276 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8741 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;14736 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;35389 | &nbsp;&nbsp;39159 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;12328 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8637 | &nbsp;&nbsp;&nbsp;&nbsp;8412 |
| <sup>3</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;3489 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3272 |
| <sup>3</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1765 |
| <sup>3</sup> | Hartford HealthCare Corp. | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8312 |
|  | HCA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;10611 | &nbsp;&nbsp;10771 |
|  | HCA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;15111 | &nbsp;&nbsp;15417 |
|  | HCA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6172 |
|  | HCA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;1879 |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;75256 | &nbsp;&nbsp;74255 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2748 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;40685 | &nbsp;&nbsp;38633 |
|  | HCA Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;19717 | &nbsp;&nbsp;20217 |
|  | HCA Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13253 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;9014 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;24915 | &nbsp;&nbsp;23139 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;11613 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;18263 | &nbsp;&nbsp;18620 |
|  | HCA Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15368 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14433 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18507 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;11938 | &nbsp;&nbsp;11548 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;14714 | &nbsp;&nbsp;13866 |
|  | HCA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;6412 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;25829 | &nbsp;&nbsp;23683 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;23591 | &nbsp;&nbsp;20801 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;35547 | &nbsp;&nbsp;23474 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;23615 | &nbsp;&nbsp;18795 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6011 | &nbsp;&nbsp;&nbsp;&nbsp;5728 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;32734 | &nbsp;&nbsp;31618 |
|  | HCA Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;5990 |
|  | HCA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;42500 | &nbsp;&nbsp;39532 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2064 | &nbsp;&nbsp;14955 | &nbsp;&nbsp;14439 |
|  | Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;5076 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;6634 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5127 |
|  | Humana Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12154 |
|  | Humana Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2474 |
|  | Humana Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6130 |
|  | Humana Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;18755 | &nbsp;&nbsp;18950 |
|  | Humana Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;10947 |
|  | Humana Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp;&nbsp;&nbsp;9135 |
|  | Humana Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9169 |
|  | Humana Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8599 |
|  | Humana Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;3887 |
|  | Humana Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;5191 |
|  | Humana Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | Humana Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;11568 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9096 | &nbsp;&nbsp;&nbsp;&nbsp;8172 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;10540 | &nbsp;&nbsp;&nbsp;&nbsp;9744 |
|  | Icon Investments Six DAC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;6610 |
|  | Illumina Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;5122 |
|  | Illumina Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5297 |
|  | Illumina Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;4678 |
| <sup>3</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;2080 |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2366 |
| <sup>3</sup> | Integris Baptist Medical Center Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4373 |
| <sup>3</sup> | Iowa Health System | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3709 |
|  | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5199 |
|  | Johns Hopkins Health System Corp. | &nbsp;&nbsp;3.837% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;5859 |
|  | Johnson & Johnson | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6225 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;29337 | &nbsp;&nbsp;28855 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;15994 |
|  | Johnson & Johnson | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;11741 | &nbsp;&nbsp;12000 |
|  | Johnson & Johnson | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;11590 | &nbsp;&nbsp;10296 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8057 | &nbsp;&nbsp;&nbsp;&nbsp;8325 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;14278 | &nbsp;&nbsp;14688 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2759 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9529 | &nbsp;&nbsp;&nbsp;&nbsp;9541 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2473 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;19688 | &nbsp;&nbsp;20271 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;13290 | &nbsp;&nbsp;12120 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/2037 | &nbsp;&nbsp;11356 | &nbsp;&nbsp;10196 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5039 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;19454 | &nbsp;&nbsp;16871 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3797 | &nbsp;&nbsp;&nbsp;&nbsp;4135 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;28235 | &nbsp;&nbsp;19713 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2455 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;11620 | &nbsp;&nbsp;10711 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;20872 | &nbsp;&nbsp;16579 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/3/2047 | &nbsp;&nbsp;21550 | &nbsp;&nbsp;17002 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;13229 | &nbsp;&nbsp;&nbsp;&nbsp;9988 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4172 | &nbsp;&nbsp;&nbsp;&nbsp;2414 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;9710 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;4527 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;14674 | &nbsp;&nbsp;14521 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;21930 | &nbsp;&nbsp;15984 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;5648 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;24144 | &nbsp;&nbsp;19670 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.266% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;7655 |
| <sup>3</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4485 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/11/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;5072 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;12775 | &nbsp;&nbsp;11633 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5221 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7225 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7535 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4548 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11645 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10470 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;7670 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.765% | &nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2232 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6006 |
| <sup>3</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;4135 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4212 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2276 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>3</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4422 |
|  | McKesson Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | McKesson Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;1514 |
|  | McKesson Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5254 |
|  | McKesson Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12274 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;15827 | &nbsp;&nbsp;16063 |
|  | McKesson Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4623 | &nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  | McKesson Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8607 |
| <sup>3</sup> | McLaren Health Care Corp. | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4433 | &nbsp;&nbsp;&nbsp;&nbsp;3669 |
| <sup>3</sup> | MedStar Health Inc. | &nbsp;&nbsp;3.626% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2876 |
|  | Medtronic Global Holdings SCA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;19415 | &nbsp;&nbsp;19457 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;47569 | &nbsp;&nbsp;45967 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;14242 | &nbsp;&nbsp;12715 |
|  | Memorial Health Services | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3520 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
| <sup>3</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;10683 |
| <sup>3</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19485 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8688 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;16470 | &nbsp;&nbsp;16133 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8643 | &nbsp;&nbsp;&nbsp;&nbsp;8579 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7958 | &nbsp;&nbsp;&nbsp;&nbsp;7948 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;4707 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;13517 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;15905 | &nbsp;&nbsp;15727 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;26558 | &nbsp;&nbsp;23496 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;20452 | &nbsp;&nbsp;20521 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;12138 | &nbsp;&nbsp;12053 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;14114 | &nbsp;&nbsp;14065 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;37530 | &nbsp;&nbsp;37599 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;23198 | &nbsp;&nbsp;22767 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6539 | &nbsp;&nbsp;&nbsp;&nbsp;5736 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/24/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp;&nbsp;&nbsp;1687 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;6881 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;15489 | &nbsp;&nbsp;13058 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/17/2044 | &nbsp;&nbsp;13958 | &nbsp;&nbsp;12797 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/2045 | &nbsp;&nbsp;25109 | &nbsp;&nbsp;19532 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9129 | &nbsp;&nbsp;&nbsp;&nbsp;8951 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;18248 | &nbsp;&nbsp;14273 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;4190 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;38230 | &nbsp;&nbsp;23253 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2053 | &nbsp;&nbsp;15916 | &nbsp;&nbsp;14341 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;31820 | &nbsp;&nbsp;31592 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/4/2055 | &nbsp;&nbsp;23190 | &nbsp;&nbsp;22507 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/10/2061 | &nbsp;&nbsp;27175 | &nbsp;&nbsp;15526 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/4/2065 | &nbsp;&nbsp;17182 | &nbsp;&nbsp;16708 |
| <sup>3</sup> | Methodist Hospital | &nbsp;&nbsp;2.705% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;3972 |
| <sup>3</sup> | Montefiore Obligated Group | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;5603 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Montefiore Obligated Group | &nbsp;&nbsp;4.287% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
| <sup>3</sup> | Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;3315 |
|  | Mylan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;2910 |
|  | Mylan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
| <sup>3</sup> | MyMichigan Health | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;1957 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;1704 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;7659 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;8/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;3546 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.606% | &nbsp;&nbsp;8/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;1315 |
| <sup>3</sup> | New York & Presbyterian Hospital | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;8/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;4311 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;6077 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;6750 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | Novant Health Inc. | &nbsp;&nbsp;2.637% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5551 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.168% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;7191 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;5616 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;26048 | &nbsp;&nbsp;25799 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5278 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;15846 | &nbsp;&nbsp;15830 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;11594 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/14/2030 | &nbsp;&nbsp;33485 | &nbsp;&nbsp;30670 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/5/2030 | &nbsp;&nbsp;19650 | &nbsp;&nbsp;19424 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/18/2031 | &nbsp;&nbsp;19937 | &nbsp;&nbsp;19935 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/5/2032 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14191 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;17875 | &nbsp;&nbsp;17800 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;15645 | &nbsp;&nbsp;15131 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/5/2035 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14013 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;15527 | &nbsp;&nbsp;15489 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;4199 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;26261 | &nbsp;&nbsp;23003 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;8944 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;19011 | &nbsp;&nbsp;15613 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/18/2046 | &nbsp;&nbsp;11293 | &nbsp;&nbsp;11312 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/14/2050 | &nbsp;&nbsp;13815 | &nbsp;&nbsp;&nbsp;&nbsp;8683 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/5/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;8871 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/18/2056 | &nbsp;&nbsp;28395 | &nbsp;&nbsp;28576 |
| <sup>3</sup> | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;1949 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
|  | NYU Langone Hospitals | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;4053 |
| <sup>3</sup> | NYU Langone Hospitals | &nbsp;&nbsp;3.380% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;5137 |
| <sup>3</sup> | Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2988 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.297% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4142 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3154 |
| <sup>3</sup> | OhioHealth Corp. | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2030 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4873 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;1937 |
|  | PeaceHealth Obligated Group | &nbsp;&nbsp;4.335% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2270 |
|  | PeaceHealth Obligated Group | &nbsp;&nbsp;4.855% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;2205 |
| <sup>3</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
| <sup>3</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;3.218% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;3889 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3094 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5492 | &nbsp;&nbsp;&nbsp;&nbsp;5439 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;32537 | &nbsp;&nbsp;31971 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;11105 | &nbsp;&nbsp;10391 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;16843 | &nbsp;&nbsp;15145 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;19042 | &nbsp;&nbsp;18889 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;8467 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;14893 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;27527 | &nbsp;&nbsp;27279 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;20550 | &nbsp;&nbsp;18919 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;8372 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;14060 | &nbsp;&nbsp;12229 |
|  | Pfizer Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;19540 | &nbsp;&nbsp;22836 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/28/2040 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;14856 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5128 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;6830 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Pfizer Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;19075 | &nbsp;&nbsp;16548 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;11191 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;17497 | &nbsp;&nbsp;14130 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;14060 | &nbsp;&nbsp;10958 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/28/2050 | &nbsp;&nbsp;20275 | &nbsp;&nbsp;12428 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6369 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15446 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;61213 | &nbsp;&nbsp;61560 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;31832 | &nbsp;&nbsp;32055 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;50028 | &nbsp;&nbsp;49841 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;39874 | &nbsp;&nbsp;37630 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;64664 | &nbsp;&nbsp;60056 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;46743 | &nbsp;&nbsp;42420 |
|  | Pharmacia LLC | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;5555 |
| <sup>3</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.044% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2611 |
| <sup>3</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2478 |
|  | Presbyterian Healthcare Services | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3512 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;13423 | &nbsp;&nbsp;12541 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7612 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8870 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2323 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;4353 |
| <sup>3</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;20401 | &nbsp;&nbsp;19114 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;9953 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1823 |
| <sup>3</sup> | Rady Children's Hospital-San Diego | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2669 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;16875 | &nbsp;&nbsp;14962 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;2270 |
|  | Revvity Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3779 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7994 |
|  | Revvity Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5402 |
|  | Revvity Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6115 |
|  | Revvity Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2463 |
|  | Royalty Pharma plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/2/2027 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;12385 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;2224 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/2/2030 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9181 |
|  | Royalty Pharma plc | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;12425 | &nbsp;&nbsp;12267 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;5175 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/2040 | &nbsp;&nbsp;11580 | &nbsp;&nbsp;&nbsp;&nbsp;8776 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/2050 | &nbsp;&nbsp;15505 | &nbsp;&nbsp;10459 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/2/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9878 | &nbsp;&nbsp;&nbsp;&nbsp;6382 |
| <sup>3</sup> | Rush System for Health Obligated Group | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | Sanofi SA | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8978 | &nbsp;&nbsp;&nbsp;&nbsp;8944 |
|  | Sanofi SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/19/2028 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;10659 |
|  | Sanofi SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;10059 | &nbsp;&nbsp;&nbsp;&nbsp;9978 |
|  | Sanofi SA | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;16400 | &nbsp;&nbsp;16104 |
| <sup>3</sup> | Seattle Children's Hospital | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
| <sup>3</sup> | Sharp HealthCare | &nbsp;&nbsp;2.680% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1801 |
|  | Smith & Nephew plc | &nbsp;&nbsp;2.032% | &nbsp;&nbsp;10/14/2030 | &nbsp;&nbsp;11735 | &nbsp;&nbsp;10451 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9586 |
|  | Solventum Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3791 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;22150 | &nbsp;&nbsp;22726 |
|  | Solventum Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/23/2034 | &nbsp;&nbsp;18675 | &nbsp;&nbsp;19090 |
|  | Solventum Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/30/2054 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;16651 |
| <sup>3</sup> | SSM Health Care Corp. | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3579 |
|  | SSM Health Care Corp. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5593 |
| <sup>3</sup> | Stanford Health Care | &nbsp;&nbsp;3.795% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;3878 |
|  | Stanford Health Care | &nbsp;&nbsp;3.027% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6217 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;7742 |
|  | Stryker Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8869 |
|  | Stryker Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | Stryker Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17132 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;7282 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Stryker Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;3930 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6694 | &nbsp;&nbsp;&nbsp;&nbsp;6535 |
|  | Stryker Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;11668 | &nbsp;&nbsp;11814 |
|  | Stryker Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | Stryker Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;6406 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;15404 | &nbsp;&nbsp;13322 |
|  | Stryker Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;4648 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.695% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;2987 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;5766 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1536 |
|  | Sutter Health | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4261 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;5.537% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10318 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;3183 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;4.091% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;3511 |
| <sup>3</sup> | Sutter Health | &nbsp;&nbsp;3.361% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;12302 | &nbsp;&nbsp;&nbsp;&nbsp;8543 |
|  | Sutter Health | &nbsp;&nbsp;5.547% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2648 | &nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;33800 | &nbsp;&nbsp;34239 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;32382 | &nbsp;&nbsp;29426 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;12948 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/2040 | &nbsp;&nbsp;19926 | &nbsp;&nbsp;15003 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/2044 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9795 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/2050 | &nbsp;&nbsp;47525 | &nbsp;&nbsp;31186 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/2060 | &nbsp;&nbsp;13579 | &nbsp;&nbsp;&nbsp;&nbsp;8509 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;7/5/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2112 | &nbsp;&nbsp;&nbsp;&nbsp;2035 |
|  | Takeda US Financing Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/7/2035 | &nbsp;&nbsp;36150 | &nbsp;&nbsp;36129 |
|  | Texas Health Resources | &nbsp;&nbsp;2.328% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp;&nbsp;&nbsp;2080 |
| <sup>3</sup> | Texas Health Resources | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9730 | &nbsp;&nbsp;&nbsp;&nbsp;9922 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;12345 | &nbsp;&nbsp;11668 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.977% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10220 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4609 | &nbsp;&nbsp;&nbsp;&nbsp;4560 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4106 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;35365 | &nbsp;&nbsp;31287 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.473% | &nbsp;&nbsp;10/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4602 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2035 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3746 | &nbsp;&nbsp;&nbsp;&nbsp;3700 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11212 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;14999 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.902% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;20457 | &nbsp;&nbsp;20285 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;10/7/2037 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11237 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;26338 | &nbsp;&nbsp;19235 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.404% | &nbsp;&nbsp;8/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4952 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;4241 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.546% | &nbsp;&nbsp;2/12/2046 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9878 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
| <sup>3</sup> | Trinity Health Corp. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | Trinity Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;8328 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6418 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6362 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10174 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15884 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;2281 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;18297 | &nbsp;&nbsp;18274 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4773 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;17965 | &nbsp;&nbsp;17124 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;21335 | &nbsp;&nbsp;21573 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;10265 | &nbsp;&nbsp;10562 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;27115 | &nbsp;&nbsp;24562 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;26250 | &nbsp;&nbsp;26377 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11562 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;29625 | &nbsp;&nbsp;26574 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;13410 | &nbsp;&nbsp;13555 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;35710 | &nbsp;&nbsp;36660 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14650 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;17280 | &nbsp;&nbsp;17283 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;43110 | &nbsp;&nbsp;43478 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;83325 | &nbsp;&nbsp;85002 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4180 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11148 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;13845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;17505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14184 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;16110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11703 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12879 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7802 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;22290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21483 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;39738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34665 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;14950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11914 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9574 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;15182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12068 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8199 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5957 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;11358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7482 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;23339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19625 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;22765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22469 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;20814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18309 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;19751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18150 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;21875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20822 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28712 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;14431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10059 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;11490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;12920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10828 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;16765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16746 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12545 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2064 | &nbsp;&nbsp;14605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13379 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;41470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39481 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5043 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;14524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13073 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | UPMC | &nbsp;&nbsp;5.035% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
|  | Utah Acquisition Sub Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10003 |
|  | Viatris Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13581 |
|  | Viatris Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10871 |
|  | Viatris Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/22/2040 | &nbsp;&nbsp;16773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12733 |
|  | Viatris Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/22/2050 | &nbsp;&nbsp;18058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11824 |
| <sup>3</sup> | WakeMed | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 |
| <sup>3</sup> | West Virginia United Health System Obligated Group | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 |
| <sup>3</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;4.813% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 |
| <sup>3</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;3.065% | &nbsp;&nbsp;3/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5313 |
|  | Wyeth LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10033 |
|  | Wyeth LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7311 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;12010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12726 |
| <sup>3</sup> | Yale-New Haven Health Services Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5114 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6604 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;17795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15884 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9180 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;11040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10851 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/17/2028 | &nbsp;&nbsp;25788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25705 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904 |
|  | Zoetis Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13609 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7796 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6721 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;11556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9056 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 |
|  |  |  |  |  | &nbsp;&nbsp;**10287972** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** | **Industrials (1.7%)** |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7084 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7704 |
|  | 3M Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;18045 | &nbsp;&nbsp;&nbsp;&nbsp;16920 |
|  | 3M Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;33623 | &nbsp;&nbsp;&nbsp;&nbsp;33959 |
|  | 3M Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738 |
|  | 3M Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5976 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;10755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7238 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6256 |
| <sup>3</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;22230 | &nbsp;&nbsp;&nbsp;&nbsp;17116 |
|  | 3M Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9010 |
|  | 3M Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;10365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7487 |
|  | Acuity Brands Lighting Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 |
|  | AGCO Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8204 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.411% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8847 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/29/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2021-1 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;17864 | &nbsp;&nbsp;&nbsp;&nbsp;15977 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class A Series 2025-1 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/11/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7406 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2015-2 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.575% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2016-3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2017-1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2017-2 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3158 |
| <sup>3</sup> | American Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8310 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7134 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7016 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5994 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7046 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9707 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17631 | &nbsp;&nbsp;&nbsp;&nbsp;17368 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;18367 | &nbsp;&nbsp;&nbsp;&nbsp;17924 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;15650 | &nbsp;&nbsp;&nbsp;&nbsp;15631 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;59967 | &nbsp;&nbsp;&nbsp;&nbsp;57978 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;65350 | &nbsp;&nbsp;&nbsp;&nbsp;61343 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;20910 |
|  | Boeing Co. | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;11430 | &nbsp;&nbsp;&nbsp;&nbsp;11625 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20758 | &nbsp;&nbsp;&nbsp;&nbsp;20343 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12660 | &nbsp;&nbsp;&nbsp;&nbsp;13301 |
|  | Boeing Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16251 | &nbsp;&nbsp;&nbsp;&nbsp;15286 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;136266 | &nbsp;&nbsp;138348 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;31956 | &nbsp;&nbsp;&nbsp;&nbsp;30375 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;33750 | &nbsp;&nbsp;&nbsp;&nbsp;36014 |
|  | Boeing Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6140 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;18041 | &nbsp;&nbsp;&nbsp;&nbsp;16130 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;10202 | &nbsp;&nbsp;&nbsp;&nbsp;11113 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;11725 | &nbsp;&nbsp;&nbsp;&nbsp;10040 |
|  | Boeing Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | Boeing Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 |
|  | Boeing Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989 |
|  | Boeing Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 |
|  | Boeing Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 |
|  | Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;38815 | &nbsp;&nbsp;&nbsp;&nbsp;38881 |
|  | Boeing Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821 |
|  | Boeing Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 |
|  | Boeing Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
|  | Boeing Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;18014 | &nbsp;&nbsp;&nbsp;&nbsp;13155 |
|  | Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;17653 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;96041 | &nbsp;&nbsp;&nbsp;&nbsp;92708 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;27215 | &nbsp;&nbsp;&nbsp;&nbsp;29942 |
|  | Boeing Co. | &nbsp;&nbsp;3.825% | &nbsp;&nbsp;3/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Boeing Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;58704 | &nbsp;&nbsp;56512 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;18145 | &nbsp;&nbsp;20067 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;13933 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1799 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;11704 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;9213 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;4465 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp;&nbsp;&nbsp;6415 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;15395 | &nbsp;&nbsp;13365 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;14803 | &nbsp;&nbsp;12888 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9337 | &nbsp;&nbsp;&nbsp;&nbsp;8849 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;18380 | &nbsp;&nbsp;16864 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;5497 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;8076 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8722 | &nbsp;&nbsp;&nbsp;&nbsp;7710 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;16795 | &nbsp;&nbsp;13217 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;19679 | &nbsp;&nbsp;15768 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;10075 | &nbsp;&nbsp;&nbsp;&nbsp;6493 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;5608 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;5175 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;10331 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;49245 | &nbsp;&nbsp;45309 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;28506 | &nbsp;&nbsp;27461 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5308 | &nbsp;&nbsp;&nbsp;&nbsp;5148 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;22375 | &nbsp;&nbsp;22576 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6805 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;6201 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5391 | &nbsp;&nbsp;&nbsp;&nbsp;5318 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/2/2046 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;8745 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/3/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;16661 | &nbsp;&nbsp;&nbsp;&nbsp;9721 |
|  | Canadian National Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5233 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3977 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7197 | &nbsp;&nbsp;&nbsp;&nbsp;7115 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;12625 | &nbsp;&nbsp;11550 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3568 | &nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;1596 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;18570 | &nbsp;&nbsp;16497 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/30/2035 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15276 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;5533 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/2/2041 | &nbsp;&nbsp;12585 | &nbsp;&nbsp;&nbsp;&nbsp;9235 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;3529 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;6182 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/2/2051 | &nbsp;&nbsp;20830 | &nbsp;&nbsp;13630 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5020 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2069 | &nbsp;&nbsp;&nbsp;&nbsp;7136 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8157 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.722% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;27834 | &nbsp;&nbsp;26010 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7387 | &nbsp;&nbsp;&nbsp;&nbsp;6778 |
|  | Carrier Global Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;11683 | &nbsp;&nbsp;12331 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/2040 | &nbsp;&nbsp;21210 | &nbsp;&nbsp;16704 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.577% | &nbsp;&nbsp;4/5/2050 | &nbsp;&nbsp;13140 | &nbsp;&nbsp;&nbsp;&nbsp;9392 |
|  | Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;5389 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7462 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7736 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp;&nbsp;&nbsp;8494 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4614 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3498 |
| <sup>3</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13736 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3581 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8862 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6820 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5350 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6579 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;4915 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/9/2030 | &nbsp;&nbsp;19806 | &nbsp;&nbsp;18580 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;31225 | &nbsp;&nbsp;31970 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7414 |
|  | Caterpillar Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp;10104 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/27/2041 | &nbsp;&nbsp;15147 | &nbsp;&nbsp;14992 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;11854 | &nbsp;&nbsp;&nbsp;&nbsp;9779 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/19/2049 | &nbsp;&nbsp;16942 | &nbsp;&nbsp;11769 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/9/2050 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;7021 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2223 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2373 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;3836 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3977 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;15526 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9582 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;13112 |
| <sup>3</sup> | CNH Industrial NV | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4458 |
|  | CSX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12112 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;18350 | &nbsp;&nbsp;18196 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;15539 | &nbsp;&nbsp;15518 |
|  | CSX Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11965 | &nbsp;&nbsp;11121 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;11823 | &nbsp;&nbsp;11462 |
|  | CSX Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;46437 | &nbsp;&nbsp;46595 |
|  | CSX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;9292 |
|  | CSX Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;4/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7279 | &nbsp;&nbsp;&nbsp;&nbsp;7851 |
|  | CSX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6346 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;6879 |
|  | CSX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;7632 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;14091 | &nbsp;&nbsp;11765 |
|  | CSX Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;3774 |
|  | CSX Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;5278 |
|  | CSX Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;10285 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;19980 | &nbsp;&nbsp;16645 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1072 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | CSX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/2068 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;2539 |
|  | Cummins Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
|  | Cummins Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8643 |
|  | Cummins Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;7839 |
|  | Cummins Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11813 |
|  | Cummins Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5081 |
|  | Cummins Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;19809 |
|  | Cummins Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;6912 |
|  | Cummins Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;2405 |
|  | Cummins Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/20/2054 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13521 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| <sup>8</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | Deere & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;6144 |
|  | Deere & Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;23508 | &nbsp;&nbsp;22448 |
|  | Deere & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/16/2035 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10641 |
|  | Deere & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/9/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7482 | &nbsp;&nbsp;&nbsp;&nbsp;6323 |
|  | Deere & Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/7/2049 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;8068 |
|  | Deere & Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;15643 | &nbsp;&nbsp;11943 |
|  | Deere & Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;8049 |
|  | Deere Funding Canada Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8474 | &nbsp;&nbsp;&nbsp;&nbsp;8363 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2979 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7769 | &nbsp;&nbsp;&nbsp;&nbsp;7797 |
| <sup>8</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp;&nbsp;&nbsp;3011 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;&nbsp;&nbsp;6165 |
| <sup>3</sup> | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5369 | &nbsp;&nbsp;&nbsp;&nbsp;5192 |
|  | Dover Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2467 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2222 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4450 |
|  | Eaton Corp. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;&nbsp;&nbsp;7655 |
|  | Eaton Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;15950 | &nbsp;&nbsp;15840 |
|  | Eaton Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5010 |
|  | Eaton Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6947 | &nbsp;&nbsp;&nbsp;&nbsp;6877 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4628 | &nbsp;&nbsp;&nbsp;&nbsp;4563 |
|  | Eaton Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;15729 | &nbsp;&nbsp;15230 |
|  | Eaton Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp;2065 |
| <sup>3</sup> | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;27302 | &nbsp;&nbsp;26536 |
|  | Eaton Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/6/2036 | &nbsp;&nbsp;27187 | &nbsp;&nbsp;26842 |
|  | Eaton Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/2056 | &nbsp;&nbsp;25475 | &nbsp;&nbsp;24621 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8151 | &nbsp;&nbsp;&nbsp;&nbsp;8383 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;12446 | &nbsp;&nbsp;11873 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9234 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7379 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/21/2031 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9764 |
|  | Emerson Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/21/2051 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;9101 |
| <sup>3</sup> | Federal Express Corp. Pass-Through Trusts Series 2020-1 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;15212 | &nbsp;&nbsp;13094 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4910 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/5/2029 | &nbsp;&nbsp;16125 | &nbsp;&nbsp;15445 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;13392 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6035 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1682 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3765 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5041 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3107 | &nbsp;&nbsp;&nbsp;&nbsp;2836 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;11897 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;16199 | &nbsp;&nbsp;13458 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;7568 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;3600 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9578 | &nbsp;&nbsp;&nbsp;&nbsp;8308 |
| <sup>3</sup> | FedEx Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;14781 | &nbsp;&nbsp;13531 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;7260 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp;&nbsp;&nbsp;9007 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp;&nbsp;&nbsp;5050 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;6013 |
|  | Flowserve Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3689 |
|  | Fortive Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5005 |
|  | GE Capital Funding LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6493 | &nbsp;&nbsp;&nbsp;&nbsp;6413 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6844 | &nbsp;&nbsp;&nbsp;&nbsp;6783 |
|  | GE Vernova Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7208 | &nbsp;&nbsp;&nbsp;&nbsp;6931 |
|  | General Dynamics Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4627 |
|  | General Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5586 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;55470 | &nbsp;&nbsp;55447 |
| <sup>3</sup> | General Electric Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
| <sup>3</sup> | General Electric Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/10/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5757 |
|  | General Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4948 | &nbsp;&nbsp;&nbsp;&nbsp;4162 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4148 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6234 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
|  | HEICO Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6594 | &nbsp;&nbsp;&nbsp;&nbsp;6718 |
|  | HEICO Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;15875 | &nbsp;&nbsp;16142 |
|  | Hexcel Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;24790 | &nbsp;&nbsp;24537 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/16/2033 | &nbsp;&nbsp;21150 | &nbsp;&nbsp;20896 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;36055 | &nbsp;&nbsp;35771 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;3/16/2046 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15264 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.732% | &nbsp;&nbsp;3/16/2056 | &nbsp;&nbsp;52610 | &nbsp;&nbsp;52015 |
|  | Honeywell International Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;4645 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8303 | &nbsp;&nbsp;&nbsp;&nbsp;7526 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;22522 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;15643 |
|  | Honeywell International Inc. | &nbsp;&nbsp;3.812% | &nbsp;&nbsp;11/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1895 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;11808 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9095 | &nbsp;&nbsp;&nbsp;&nbsp;9197 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8522 | &nbsp;&nbsp;&nbsp;&nbsp;8417 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;13184 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4608 | &nbsp;&nbsp;&nbsp;&nbsp;4536 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;2.043% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2039 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6969 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;54505 | &nbsp;&nbsp;56321 |
|  | IDEX Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | IDEX Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;2816 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;25803 | &nbsp;&nbsp;21505 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;9408 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp;&nbsp;&nbsp;8937 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5973 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/14/2033 | &nbsp;&nbsp;11020 | &nbsp;&nbsp;11445 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8777 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1903 | &nbsp;&nbsp;&nbsp;&nbsp;1970 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7098 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7011 |
| <sup>3</sup> | JetBlue Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;3107 |
| <sup>3</sup> | JetBlue Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp;&nbsp;&nbsp;3826 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6972 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7955 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;8490 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7570 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5046 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;14337 | &nbsp;&nbsp;14531 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;20040 | &nbsp;&nbsp;20381 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5243 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7829 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;19111 | &nbsp;&nbsp;19482 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5669 | &nbsp;&nbsp;&nbsp;&nbsp;5722 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4390 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7562 | &nbsp;&nbsp;&nbsp;&nbsp;7506 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;5939 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;5330 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/11/2029 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14888 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;7877 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;17514 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11656 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6889 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8077 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4593 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3827 | &nbsp;&nbsp;&nbsp;&nbsp;3789 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;18365 | &nbsp;&nbsp;18327 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7931 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;19500 | &nbsp;&nbsp;20104 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/11/2034 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11701 |
| <sup>3</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;11111 |
|  | Johnson Controls International plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7150 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6426 |
| <sup>3</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/2/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;6823 |
|  | Kennametal Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;6645 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10608 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7947 | &nbsp;&nbsp;&nbsp;&nbsp;7564 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | Kirby Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9217 | &nbsp;&nbsp;&nbsp;&nbsp;9157 |
| <sup>3</sup> | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;9608 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12920 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5314 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;19275 | &nbsp;&nbsp;16873 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12483 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/31/2033 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;17172 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3358 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.854% | &nbsp;&nbsp;4/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3285 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;5545 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/31/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;5956 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6592 |
|  | Lennox International Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2223 |
|  | Lennox International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5603 |
|  | LKQ Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11197 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;13483 | &nbsp;&nbsp;13713 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5533 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5038 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6707 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;35600 | &nbsp;&nbsp;36068 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;3136 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20829 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;16710 | &nbsp;&nbsp;16741 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;11155 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5218 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
| <sup>3</sup> | Lockheed Martin Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;11685 | &nbsp;&nbsp;12810 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;19965 | &nbsp;&nbsp;16873 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;5276 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;14833 | &nbsp;&nbsp;13153 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;13861 | &nbsp;&nbsp;10827 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;14791 | &nbsp;&nbsp;11650 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;10050 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9668 | &nbsp;&nbsp;&nbsp;&nbsp;8978 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;1579 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2063 | &nbsp;&nbsp;16950 | &nbsp;&nbsp;17309 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1181 |
|  | MasTec Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;6093 |
| <sup>3</sup> | Nature Conservancy | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;3407 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;2017 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;4731 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;7973 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;15855 | &nbsp;&nbsp;14931 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10220 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;16187 | &nbsp;&nbsp;14776 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;14315 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;12098 | &nbsp;&nbsp;11147 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;4336 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;7909 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.942% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/28/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1109 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3150 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1724 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;21525 | &nbsp;&nbsp;13809 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8222 | &nbsp;&nbsp;&nbsp;&nbsp;6231 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp;1011 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;10133 | &nbsp;&nbsp;&nbsp;&nbsp;8328 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;53179 | &nbsp;&nbsp;49549 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.155% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;17192 | &nbsp;&nbsp;10870 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;22400 | &nbsp;&nbsp;22216 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2121 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;5273 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;22349 | &nbsp;&nbsp;21961 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7047 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;14817 | &nbsp;&nbsp;14779 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;13040 | &nbsp;&nbsp;13113 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;20966 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5140 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;12330 | &nbsp;&nbsp;12035 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;8938 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4139 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;28582 | &nbsp;&nbsp;22477 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;11755 | &nbsp;&nbsp;10409 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;12258 |
|  | nVent Finance Sarl | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3841 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | nVent Finance Sarl | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | Oshkosh Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7375 |
|  | Oshkosh Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.293% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;20778 | &nbsp;&nbsp;20369 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8164 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.565% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;31877 | &nbsp;&nbsp;29590 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;16950 | &nbsp;&nbsp;17325 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.131% | &nbsp;&nbsp;9/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2624 | &nbsp;&nbsp;&nbsp;&nbsp;2616 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.112% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3798 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.362% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;19255 | &nbsp;&nbsp;13153 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4421 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4666 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9910 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5847 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8133 | &nbsp;&nbsp;&nbsp;&nbsp;8128 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2069 | &nbsp;&nbsp;&nbsp;&nbsp;2106 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6016 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4398 | &nbsp;&nbsp;&nbsp;&nbsp;4460 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4201 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9438 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;5795 |
| <sup>3</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5056 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;22261 | &nbsp;&nbsp;22257 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;11875 | &nbsp;&nbsp;11510 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10055 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4404 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9915 |
| <sup>3</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4205 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/14/2049 | &nbsp;&nbsp;21907 | &nbsp;&nbsp;17105 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;5508 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5962 | &nbsp;&nbsp;&nbsp;&nbsp;5082 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13334 |
| <sup>3</sup> | Regal Rexnord Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11450 | &nbsp;&nbsp;11999 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;13015 | &nbsp;&nbsp;13746 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2030 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;7652 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;8374 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;1326 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;16029 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;12985 | &nbsp;&nbsp;11116 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13432 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;19015 | &nbsp;&nbsp;19384 |
|  | Republic Services Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;4108 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4650 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;3029 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1173 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;6615 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1061 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;15919 | &nbsp;&nbsp;15719 |
|  | RTX Corp. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;1050 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;47193 | &nbsp;&nbsp;47007 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2790 |
|  | RTX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;33885 | &nbsp;&nbsp;30999 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5313 |
|  | RTX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;9231 |
|  | RTX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;5004 |
|  | RTX Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;23250 | &nbsp;&nbsp;23728 |
|  | RTX Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;18864 | &nbsp;&nbsp;20313 |
|  | RTX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3320 |
|  | RTX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;7947 |
|  | RTX Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4705 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;16346 | &nbsp;&nbsp;15082 |
|  | RTX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7075 | &nbsp;&nbsp;&nbsp;&nbsp;6416 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;24798 | &nbsp;&nbsp;22006 |
|  | RTX Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2095 |
|  | RTX Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;7074 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;14194 | &nbsp;&nbsp;10789 |
|  | RTX Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;8804 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;13950 | &nbsp;&nbsp;11044 |
|  | RTX Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;8808 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;7496 |
|  | RTX Corp. | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;15695 | &nbsp;&nbsp;&nbsp;&nbsp;9597 |
|  | RTX Corp. | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;18600 | &nbsp;&nbsp;11781 |
|  | RTX Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;35182 | &nbsp;&nbsp;32965 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;26953 | &nbsp;&nbsp;29051 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5419 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;8294 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3136 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;13975 | &nbsp;&nbsp;14303 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;3529 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp;&nbsp;&nbsp;9843 |
|  | Ryder System Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
| <sup>3</sup> | Ryder System Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3223 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3244 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;19747 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;21646 | &nbsp;&nbsp;21721 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5498 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8636 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;14173 |
|  | Textron Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5401 |
|  | Textron Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;2834 |
|  | Textron Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7277 |
|  | Textron Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | Textron Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;7054 |
|  | Timken Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;7305 |
|  | Timken Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3628 | &nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;12915 | &nbsp;&nbsp;12752 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6159 |
|  | Trane Technologies Holdco Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8623 |
|  | Trimble Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4014 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5668 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7473 | &nbsp;&nbsp;&nbsp;&nbsp;7316 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4342 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5330 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6469 | &nbsp;&nbsp;&nbsp;&nbsp;6396 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7145 | &nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;19123 | &nbsp;&nbsp;18886 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4971 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4931 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7427 | &nbsp;&nbsp;&nbsp;&nbsp;6751 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/20/2035 | &nbsp;&nbsp;11124 | &nbsp;&nbsp;11329 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.891% | &nbsp;&nbsp;4/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7142 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;2454 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/20/2041 | &nbsp;&nbsp;15312 | &nbsp;&nbsp;11796 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;37413 | &nbsp;&nbsp;25370 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;16340 | &nbsp;&nbsp;10208 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;5911 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11756 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/2060 | &nbsp;&nbsp;21132 | &nbsp;&nbsp;14981 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/20/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;4947 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.973% | &nbsp;&nbsp;9/16/2062 | &nbsp;&nbsp;17396 | &nbsp;&nbsp;&nbsp;&nbsp;9988 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2067 | &nbsp;&nbsp;&nbsp;&nbsp;5726 | &nbsp;&nbsp;&nbsp;&nbsp;4148 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/2070 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3652 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/2071 | &nbsp;&nbsp;21154 | &nbsp;&nbsp;14245 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;10659 | &nbsp;&nbsp;10837 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;14570 | &nbsp;&nbsp;14997 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class A Series 2024-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp;&nbsp;5310 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2015-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp;2212 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/7/2028 | &nbsp;&nbsp;13029 | &nbsp;&nbsp;12686 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2662 | &nbsp;&nbsp;&nbsp;&nbsp;2568 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;1794 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2019-2 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3511 | &nbsp;&nbsp;&nbsp;&nbsp;3227 |
| <sup>3</sup> | United Airlines Pass-Through Trust Class AA Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;11277 | &nbsp;&nbsp;11491 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;27550 | &nbsp;&nbsp;26946 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| United Parcel Service Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 |
| United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30582 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8222 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;18575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18969 |
| United Parcel Service Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;20910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22811 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13531 |
| United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;35600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33326 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/3/2053 | &nbsp;&nbsp;28250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25140 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/2055 | &nbsp;&nbsp;25172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25443 |
| United Parcel Service Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/22/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8813 |
| United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 |
| Valmont Industries Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
| Valmont Industries Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 |
| Veralto Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8169 |
| Veralto Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8173 |
| Vertiv Holdings Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278 |
| Vertiv Holdings Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141 |
| Vertiv Holdings Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 |
| Vertiv Holdings Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134 |
| Vontier Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
| Vontier Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
| Waste Connections Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 |
| Waste Connections Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;16870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16559 |
| Waste Connections Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6962 |
| Waste Connections Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11331 |
| Waste Connections Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
| Waste Connections Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 |
| Waste Connections Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4427 |
| Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5073 |
| Waste Connections Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;13353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13084 |
| Waste Connections Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042 |
| Waste Connections Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;30555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19439 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552 |
| Waste Management Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10968 |
| Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;13096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13309 |
| Waste Management Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16901 |
| Waste Management Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;17595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15298 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4499 |
| Waste Management Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12385 |
| Waste Management Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9218 |
| Waste Management Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15019 |
| Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;14382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14552 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;17525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17579 |
| Waste Management Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703 |
| Waste Management Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
| Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;16175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16220 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2349 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/29/2035 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13904 |
| WW Grainger Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15793 |
| WW Grainger Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877 |
| WW Grainger Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535 |
| Xylem Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7676 |
| Xylem Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 |
| Xylem Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3714 |
|  |  |  |  | &nbsp;&nbsp;**6165155** |
| **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** | **Materials (0.7%)** |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10161 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8008 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10005 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;10542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7748 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;14550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8994 |
| Albemarle Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759 |
| Amcor Finance USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452 |
| Amcor Finance USA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8193 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;12286 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5832 | &nbsp;&nbsp;&nbsp;&nbsp;5893 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;6/19/2030 | &nbsp;&nbsp;10335 | &nbsp;&nbsp;&nbsp;&nbsp;9524 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2524 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;20582 | &nbsp;&nbsp;20836 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9824 | &nbsp;&nbsp;&nbsp;&nbsp;9546 |
| Amcor Group Finance plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;6113 |
| Amrize Finance US LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;1833 |
| Amrize Finance US LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;1838 |
| Amrize Finance US LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
| Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;91933 | &nbsp;&nbsp;93522 |
| AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;8465 |
| AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7481 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
| AptarGroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6012 | &nbsp;&nbsp;&nbsp;&nbsp;5968 |
| ArcelorMittal SA | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;12370 | &nbsp;&nbsp;12749 |
| ArcelorMittal SA | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;11/29/2032 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;11183 |
| ArcelorMittal SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;7129 |
| ArcelorMittal SA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7811 | &nbsp;&nbsp;&nbsp;&nbsp;8504 |
| ArcelorMittal SA | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
| ArcelorMittal SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/17/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
| Barrick Mining Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
| Barrick North America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/30/2041 | &nbsp;&nbsp;19250 | &nbsp;&nbsp;19255 |
| Barrick North America Finance LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3568 |
| Barrick PD Australia Finance Pty Ltd. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;10964 | &nbsp;&nbsp;11263 |
| Berry Global Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;16160 | &nbsp;&nbsp;16469 |
| Berry Global Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;29158 | &nbsp;&nbsp;30201 |
| Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;18414 | &nbsp;&nbsp;18832 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12617 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5092 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;6055 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;10212 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5521 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17571 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;6832 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;42450 | &nbsp;&nbsp;42428 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/24/2042 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;&nbsp;&nbsp;8538 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;29140 | &nbsp;&nbsp;27123 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;8478 |
| BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/5/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
| Cabot Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
| Cabot Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3497 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3015 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10955 | &nbsp;&nbsp;10240 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5257 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;1543 |
| Carlisle Cos. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4105 |
| Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5866 | &nbsp;&nbsp;&nbsp;&nbsp;5780 |
| Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
| CF Industries Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8449 |
| CF Industries Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8969 |
| CF Industries Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7139 |
| CF Industries Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7469 |
| CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8483 | &nbsp;&nbsp;&nbsp;&nbsp;8369 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/21/2034 | &nbsp;&nbsp;11160 | &nbsp;&nbsp;11366 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16338 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;11167 | &nbsp;&nbsp;10953 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/9/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3976 |
| CRH America Finance Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4317 |
| CRH SMW Finance DAC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;10160 | &nbsp;&nbsp;10384 |
| CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;12097 |
| Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;8001 |
| Dow Chemical Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp;&nbsp;&nbsp;2719 |
| Dow Chemical Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6623 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
| Dow Chemical Co. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
| Dow Chemical Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;6086 |
| Dow Chemical Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7135 | &nbsp;&nbsp;&nbsp;&nbsp;6477 |
| Dow Chemical Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4926 |
| Dow Chemical Co. | &nbsp;&nbsp;9.400% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5766 | &nbsp;&nbsp;&nbsp;&nbsp;7297 |
| Dow Chemical Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;5331 |
| Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;17789 | &nbsp;&nbsp;13936 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;8588 |
|  | Dow Chemical Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;7768 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;7596 |
| <sup>8</sup> | DuPont de Nemours Inc. | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;10809 | &nbsp;&nbsp;10846 |
|  | Eagle Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4471 |
|  | Eagle Materials Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4927 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5389 | &nbsp;&nbsp;&nbsp;&nbsp;5391 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7383 | &nbsp;&nbsp;&nbsp;&nbsp;7454 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;8486 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;26182 | &nbsp;&nbsp;27080 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;67224 | &nbsp;&nbsp;68155 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9426 | &nbsp;&nbsp;&nbsp;&nbsp;7899 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | Ecolab Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | EIDP Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4601 |
|  | EIDP Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2258 |
|  | EIDP Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;12232 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4800 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7246 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4318 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7456 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/14/2034 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15734 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;29740 | &nbsp;&nbsp;28149 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1948 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;5318 |
|  | Gerdau Trade Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8708 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4041 |
|  | International Paper Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4094 | &nbsp;&nbsp;&nbsp;&nbsp;4019 |
|  | International Paper Co. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | International Paper Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;11332 | &nbsp;&nbsp;11309 |
|  | International Paper Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;12043 | &nbsp;&nbsp;10278 |
|  | International Paper Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | International Paper Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;6473 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5330 |
|  | Linde Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4375 |
|  | Linde Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;2987 |
|  | Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;5504 |
|  | LYB International Finance BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9574 | &nbsp;&nbsp;&nbsp;&nbsp;8233 |
|  | LYB International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;7795 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4554 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9940 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;15137 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7673 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;4637 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;6323 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;11060 | &nbsp;&nbsp;&nbsp;&nbsp;7801 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3188 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;3652 |
| <sup>3</sup> | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3886 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14251 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2701 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;6361 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;10270 | &nbsp;&nbsp;&nbsp;&nbsp;6668 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;10425 | &nbsp;&nbsp;&nbsp;&nbsp;9826 |
|  | Mosaic Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;3237 |
|  | Mosaic Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4493 |
|  | Mosaic Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6749 | &nbsp;&nbsp;&nbsp;&nbsp;6713 |
|  | Mosaic Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6899 | &nbsp;&nbsp;&nbsp;&nbsp;6843 |
|  | Mosaic Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5361 |
|  | Mosaic Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;4349 |
|  | Mosaic Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  | NewMarket Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4506 |
|  | Newmont Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | Newmont Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;12307 |
|  | Newmont Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;78658 | &nbsp;&nbsp;80916 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Newmont Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
|  | Newmont Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;5688 |
|  | Newmont Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | Nucor Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;2684 |
|  | Nucor Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2682 |
|  | Nucor Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6718 |
|  | Nucor Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2989 | &nbsp;&nbsp;&nbsp;&nbsp;3013 |
|  | Nucor Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5524 |
|  | Nucor Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;16640 | &nbsp;&nbsp;16808 |
|  | Nucor Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;3084 |
|  | Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3712 |
|  | Nucor Corp. | &nbsp;&nbsp;2.979% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;21337 | &nbsp;&nbsp;12985 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4038 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;17249 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;14710 | &nbsp;&nbsp;14601 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;13542 | &nbsp;&nbsp;12699 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/12/2032 | &nbsp;&nbsp;51247 | &nbsp;&nbsp;52334 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;24445 | &nbsp;&nbsp;24853 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5061 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4776 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;8284 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;14308 | &nbsp;&nbsp;13175 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;13246 | &nbsp;&nbsp;11646 |
|  | Nutrien Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/13/2050 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;8194 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;43441 | &nbsp;&nbsp;42520 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;12703 | &nbsp;&nbsp;12062 |
|  | Packaging Corp. of America | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3630 |
|  | Packaging Corp. of America | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;2055 |
|  | Packaging Corp. of America | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;4654 |
|  | PPG Industries Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7926 |
|  | PPG Industries Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | PPG Industries Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;13292 | &nbsp;&nbsp;13103 |
|  | Reliance Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;10511 | &nbsp;&nbsp;&nbsp;&nbsp;9440 |
|  | Rio Tinto Alcan Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8729 | &nbsp;&nbsp;&nbsp;&nbsp;9370 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/2/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;5339 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/2051 | &nbsp;&nbsp;12365 | &nbsp;&nbsp;&nbsp;&nbsp;7437 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp;&nbsp;&nbsp;8414 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;&nbsp;&nbsp;1059 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;14805 | &nbsp;&nbsp;15044 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;14683 | &nbsp;&nbsp;14904 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp;&nbsp;6176 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7161 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/9/2053 | &nbsp;&nbsp;22535 | &nbsp;&nbsp;20546 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;3217 |
|  | RPM International Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | RPM International Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2967 |
|  | RPM International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | RPM International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;2699 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;26435 | &nbsp;&nbsp;26163 |
| <sup>3</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2017 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;4649 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;50161 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;32567 | &nbsp;&nbsp;27083 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;3754 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8577 | &nbsp;&nbsp;&nbsp;&nbsp;8737 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;11579 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/2054 | &nbsp;&nbsp;73227 | &nbsp;&nbsp;70750 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14344 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;25211 | &nbsp;&nbsp;24782 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;23750 | &nbsp;&nbsp;23691 |
|  | Sonoco Products Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7879 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3021 | &nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | Southern Copper Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;11096 |
|  | Southern Copper Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;17550 | &nbsp;&nbsp;19034 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Southern Copper Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/8/2042 | &nbsp;&nbsp;29545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27144 |
| Southern Copper Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7410 |
| Steel Dynamics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072 |
| Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059 |
| Steel Dynamics Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;16595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15868 |
| Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3858 |
| Steel Dynamics Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470 |
| Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23324 |
| Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
| Steel Dynamics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;14334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13803 |
| Suzano Austria GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| Suzano Austria GmbH | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;22350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22841 |
| Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7337 |
| Suzano Austria GmbH | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10577 |
| Suzano Austria GmbH | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;15950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13978 |
| Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;15893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15330 |
| Vale Overseas Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24826 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;15550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/21/2036 | &nbsp;&nbsp;14269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15768 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/10/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10920 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;20529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20697 |
| Vale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/11/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 |
| Vulcan Materials Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 |
| Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3659 |
| Vulcan Materials Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 |
| Vulcan Materials Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6861 |
| Vulcan Materials Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5176 |
| Vulcan Materials Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343 |
| Vulcan Materials Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;12390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12017 |
| Westlake Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848 |
| Westlake Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 |
| Westlake Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
| Westlake Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11603 |
| Westlake Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| Westlake Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 |
| Westlake Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;19762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19470 |
| Westlake Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 |
| WestRock MWV LLC | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
| WestRock MWV LLC | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 |
| WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346 |
| WRKCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272 |
| WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;17990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18156 |
| WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369 |
| WRKCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
| Yamana Gold Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 |
|  |  |  |  | &nbsp;&nbsp;**2595263** |
| **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** |
| Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7076 |
| Agree LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 |
| Agree LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092 |
| Agree LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4832 |
| Agree LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2362 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12449 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4939 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;24555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19887 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7590 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;17887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14930 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3133 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290 |
| American Assets Trust LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4504 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American Assets Trust LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5945 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;2005 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6193 | &nbsp;&nbsp;&nbsp;&nbsp;6229 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5016 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;12219 | &nbsp;&nbsp;11289 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5797 | &nbsp;&nbsp;&nbsp;&nbsp;5803 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13294 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1958 |
|  | American Tower Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7860 | &nbsp;&nbsp;&nbsp;&nbsp;7775 |
|  | American Tower Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;&nbsp;2185 |
|  | American Tower Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp;&nbsp;&nbsp;8227 |
|  | American Tower Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;3315 |
|  | American Tower Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10168 |
|  | American Tower Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;9080 |
|  | American Tower Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;12785 |
|  | American Tower Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;7600 |
|  | American Tower Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;6915 |
|  | American Tower Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6303 |
|  | American Tower Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;14302 |
|  | American Tower Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6163 |
|  | American Tower Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5750 |
|  | American Tower Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;29463 |
|  | American Tower Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4393 |
|  | American Tower Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;20340 | &nbsp;&nbsp;20899 |
|  | American Tower Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7485 |
|  | American Tower Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8216 | &nbsp;&nbsp;&nbsp;&nbsp;8357 |
|  | American Tower Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;24005 | &nbsp;&nbsp;24189 |
|  | American Tower Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5638 |
|  | American Tower Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;15821 | &nbsp;&nbsp;10122 |
|  | American Tower Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9892 | &nbsp;&nbsp;&nbsp;&nbsp;6101 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3672 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.409% | &nbsp;&nbsp;9/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;5073 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4097 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1879 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;10703 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;15104 | &nbsp;&nbsp;14942 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2145 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;17369 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6561 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5130 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;22392 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
| <sup>3</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
|  | Boston Properties LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;19644 |
|  | Boston Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4676 |
|  | Boston Properties LP | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | Boston Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9914 | &nbsp;&nbsp;&nbsp;&nbsp;9193 |
|  | Boston Properties LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;6620 |
|  | Boston Properties LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;11449 | &nbsp;&nbsp;&nbsp;&nbsp;9246 |
|  | Boston Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | Boston Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9946 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3394 | &nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8289 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;18093 | &nbsp;&nbsp;17599 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4446 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2840 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5457 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4677 |
|  | Broadstone Net Lease LLC | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2126 |
|  | Camden Property Trust | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;10165 | &nbsp;&nbsp;&nbsp;&nbsp;9746 |
|  | Camden Property Trust | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;27145 | &nbsp;&nbsp;25350 |
|  | Camden Property Trust | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11058 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;14411 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3406 |
|  | CBRE Services Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4470 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7188 | &nbsp;&nbsp;&nbsp;&nbsp;7100 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;1304 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9808 | &nbsp;&nbsp;&nbsp;&nbsp;9896 |
| COPT Defense Properties LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4108 |
| COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
| COPT Defense Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp;&nbsp;9009 |
| Cousins Properties LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10131 |
| Cousins Properties LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7044 |
| Cousins Properties LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp;&nbsp;&nbsp;4474 |
| Cousins Properties LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5781 |
| Crown Castle Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9881 |
| Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1793 |
| Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;22879 |
| Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7037 |
| Crown Castle Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;4771 |
| Crown Castle Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4096 |
| Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;23616 |
| Crown Castle Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;19568 | &nbsp;&nbsp;17303 |
| Crown Castle Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;10825 | &nbsp;&nbsp;&nbsp;&nbsp;9434 |
| Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;24679 |
| Crown Castle Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;6232 |
| Crown Castle Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5016 |
| Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;28230 | &nbsp;&nbsp;27920 |
| Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;6744 |
| Crown Castle Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4671 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
| Crown Castle Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;9577 |
| CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6700 |
| CubeSmart LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4893 |
| CubeSmart LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1743 |
| CubeSmart LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| CubeSmart LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;10330 | &nbsp;&nbsp;&nbsp;&nbsp;9063 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5294 |
| Digital Realty Trust LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4173 |
| Digital Realty Trust LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp;&nbsp;&nbsp;8264 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;18375 | &nbsp;&nbsp;17850 |
| DOC DR LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7406 |
| EPR Properties | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;5050 |
| EPR Properties | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5995 |
| EPR Properties | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
| EPR Properties | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1815 |
| Equinix Asia Financing Corp. Pte. Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9370 | &nbsp;&nbsp;&nbsp;&nbsp;9176 |
| Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13273 |
| Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13363 |
| Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3899 | &nbsp;&nbsp;&nbsp;&nbsp;3959 |
| Equinix Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12569 |
| Equinix Inc. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2842 |
| Equinix Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3808 |
| Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/2029 | &nbsp;&nbsp;24025 | &nbsp;&nbsp;22883 |
| Equinix Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;6517 |
| Equinix Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7100 |
| Equinix Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9265 |
| Equinix Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3416 |
| Equinix Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;2013 |
| Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;5945 |
| ERP Operating LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6896 |
| ERP Operating LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8065 |
| ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;11195 | &nbsp;&nbsp;10715 |
| ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9319 |
| ERP Operating LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;2789 |
| ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;11851 | &nbsp;&nbsp;11557 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4669 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3193 |
| ERP Operating LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3038 | &nbsp;&nbsp;&nbsp;&nbsp;2382 |
| Essential Properties LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3515 |
| Essential Properties LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6497 |
| Essex Portfolio LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2600 |
| Essex Portfolio LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;4886 |
| Essex Portfolio LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9630 | &nbsp;&nbsp;&nbsp;&nbsp;9070 |
| Essex Portfolio LP | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2164 |
| Essex Portfolio LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp;3279 |
| Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2024 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;10948 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;11839 | &nbsp;&nbsp;&nbsp;&nbsp;9679 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4489 | &nbsp;&nbsp;&nbsp;&nbsp;2612 |
|  | Extra Space Storage LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7792 |
|  | Extra Space Storage LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;6108 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1919 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7480 | &nbsp;&nbsp;&nbsp;&nbsp;7675 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;2871 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5849 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3793 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7877 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;17822 | &nbsp;&nbsp;15289 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;8799 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4473 | &nbsp;&nbsp;&nbsp;&nbsp;4483 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;20898 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;4655 |
|  | Federal Realty OP LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3761 | &nbsp;&nbsp;&nbsp;&nbsp;3621 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1910 |
|  | Federal Realty OP LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | GLP Capital LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6283 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;11284 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4729 |
|  | GLP Capital LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | GLP Capital LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | GLP Capital LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;6130 |
|  | GLP Capital LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;13722 | &nbsp;&nbsp;13483 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;&nbsp;&nbsp;9840 |
|  | GLP Capital LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;17622 | &nbsp;&nbsp;17118 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4433 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;3203 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;12065 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;12729 | &nbsp;&nbsp;12305 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;9691 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10769 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;15865 | &nbsp;&nbsp;15916 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2957 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10146 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;11053 | &nbsp;&nbsp;&nbsp;&nbsp;9786 |
|  | Highwoods Realty LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2704 | &nbsp;&nbsp;&nbsp;&nbsp;2642 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;3605 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8268 | &nbsp;&nbsp;&nbsp;&nbsp;8169 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9574 | &nbsp;&nbsp;&nbsp;&nbsp;9094 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;16002 |
| <sup>3</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6976 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7835 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;8262 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;1599 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6577 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9764 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;3030 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;6677 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;5068 |
|  | Jones Lang LaSalle Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5279 |
|  | Kilroy Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6302 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3137 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp;9344 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;15506 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3718 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2642 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7628 | &nbsp;&nbsp;&nbsp;&nbsp;6995 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;8968 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7749 | &nbsp;&nbsp;&nbsp;&nbsp;8387 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5650 |

---

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Kimco Realty OP LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10072 |
| Kimco Realty OP LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;2881 |
| Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6021 | &nbsp;&nbsp;&nbsp;&nbsp;4323 |
| Kite Realty Group LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |
| Kite Realty Group LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2636 |
| Kite Realty Group LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3821 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
| Ladder Capital Finance Holdings LLLP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2609 |
| LXP Industrial Trust | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2280 |
| LXP Industrial Trust | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5209 |
| Mid-America Apartments LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;11338 | &nbsp;&nbsp;11256 |
| Mid-America Apartments LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;4274 |
| Mid-America Apartments LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3933 |
| Mid-America Apartments LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
| Mid-America Apartments LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3147 |
| National Health Investors Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7653 |
| NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1038 |
| NNN REIT Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp;4422 |
| NNN REIT Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;7708 |
| NNN REIT Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5068 |
| NNN REIT Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5889 |
| NNN REIT Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;1964 |
| NNN REIT Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8748 | &nbsp;&nbsp;&nbsp;&nbsp;5573 |
| NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;4986 |
| NNN REIT Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3070 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;8431 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7173 | &nbsp;&nbsp;&nbsp;&nbsp;6890 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5627 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;22639 | &nbsp;&nbsp;20934 |
| Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3957 |
| Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6648 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4816 |
| Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7934 |
| Prologis LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
| Prologis LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;9002 |
| Prologis LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
| Prologis LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2013 |
| Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4004 |
| Prologis LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;14009 | &nbsp;&nbsp;12903 |
| Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8033 |
| Prologis LP | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
| Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20198 |
| Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1757 |
| Prologis LP | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8377 | &nbsp;&nbsp;&nbsp;&nbsp;7318 |
| Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;5927 |
| Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;16557 |
| Prologis LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3797 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
| Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14828 | &nbsp;&nbsp;14845 |
| Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;2002 |
| Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;26420 |
| Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2887 |
| Prologis LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3561 | &nbsp;&nbsp;&nbsp;&nbsp;2320 |
| Prologis LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8089 | &nbsp;&nbsp;&nbsp;&nbsp;5214 |
| Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;11618 | &nbsp;&nbsp;&nbsp;&nbsp;6144 |
| Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;14165 |
| Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;18632 |
| Public Storage Operating Co. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
| Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5630 |
| Public Storage Operating Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5892 |
| Public Storage Operating Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;7815 |
| Public Storage Operating Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;25183 | &nbsp;&nbsp;25726 |
| Public Storage Operating Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5909 |
| Public Storage Operating Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;&nbsp;9283 |
| Rayonier LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1800 |
| Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
| Realty Income Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;7638 |
| Realty Income Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
| Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;3766 |
| Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;10051 |
| Realty Income Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2616 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Realty Income Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;16120 | &nbsp;&nbsp;15362 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;6302 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3946 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;15696 | &nbsp;&nbsp;14769 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6547 | &nbsp;&nbsp;&nbsp;&nbsp;6134 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3608 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6351 | &nbsp;&nbsp;&nbsp;&nbsp;5630 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9702 | &nbsp;&nbsp;&nbsp;&nbsp;9466 |
|  | Realty Income Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;10713 |
| <sup>6</sup> | Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8609 | &nbsp;&nbsp;&nbsp;&nbsp;8484 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2494 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;7233 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7155 | &nbsp;&nbsp;&nbsp;&nbsp;6141 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;9514 |
|  | Regency Centers LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1371 |
|  | Regency Centers LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3977 | &nbsp;&nbsp;&nbsp;&nbsp;3787 |
|  | Regency Centers LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4843 |
|  | Regency Centers LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;11990 | &nbsp;&nbsp;12111 |
|  | Regency Centers LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;4680 |
|  | Regency Centers LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3571 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5208 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8713 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3160 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1812 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;8760 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1262 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;5397 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;16987 | &nbsp;&nbsp;16815 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9809 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;22561 | &nbsp;&nbsp;21146 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;26500 | &nbsp;&nbsp;24628 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15908 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;12034 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6097 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;7371 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5908 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;11235 | &nbsp;&nbsp;10998 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;19208 | &nbsp;&nbsp;19233 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2040 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;15729 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;1311 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1818 | &nbsp;&nbsp;&nbsp;&nbsp;1492 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;3383 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/2049 | &nbsp;&nbsp;14333 | &nbsp;&nbsp;&nbsp;&nbsp;9574 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;15450 | &nbsp;&nbsp;11387 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8333 | &nbsp;&nbsp;&nbsp;&nbsp;8286 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | Store Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2183 |
|  | Store Capital LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10391 |
| <sup>3</sup> | Store Capital LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
|  | Store Capital LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1352 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;20574 | &nbsp;&nbsp;19594 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2579 |
|  | Tanger Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4468 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5196 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;4994 |
|  | UDR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3206 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;8140 |
| <sup>3</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3251 |
|  | UDR Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | UDR Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3335 | &nbsp;&nbsp;&nbsp;&nbsp;2855 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;2062 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;12985 | &nbsp;&nbsp;12856 |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Ventas Realty LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 |
| Ventas Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
| Ventas Realty LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5554 |
| Ventas Realty LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6673 |
| Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 |
| Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815 |
| Ventas Realty LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| Ventas Realty LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7650 |
| Ventas Realty LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
| VICI Properties LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6308 |
| VICI Properties LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9977 |
| VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10916 |
| VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;15645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15431 |
| VICI Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;21644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21850 |
| VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805 |
| VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;10839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9671 |
| Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7619 |
| Welltower OP LLC | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 |
| Welltower OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;12145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12079 |
| Welltower OP LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 |
| Welltower OP LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20490 |
| Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15407 |
| Welltower OP LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396 |
| Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;12175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10945 |
| Welltower OP LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 |
| Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;36625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36693 |
| Welltower OP LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
| Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
| Welltower OP LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10974 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7786 |
| Weyerhaeuser Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 |
| Weyerhaeuser Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;13152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11858 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
| WP Carey Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148 |
| WP Carey Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;13242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10977 |
|  |  |  |  | &nbsp;&nbsp;**3018300** |
| **Technology (2.1%)** | **Technology (2.1%)** | **Technology (2.1%)** | **Technology (2.1%)** | **Technology (2.1%)** |
| Accenture Capital Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/4/2027 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12680 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/4/2029 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12905 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/4/2031 | &nbsp;&nbsp;25835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25529 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15477 |
| Adobe Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6274 |
| Adobe Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7708 |
| Adobe Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12158 |
| Adobe Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7771 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;4.319% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4427 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
| Amdocs Ltd. | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5514 |
| Analog Devices Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 |
| Analog Devices Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 |
| Analog Devices Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7524 |
| Analog Devices Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10626 |
| Analog Devices Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820 |
| Analog Devices Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16507 |
| Analog Devices Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7637 |
| Apple Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35730 |
| Apple Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;37855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37297 |
| Apple Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;2/8/2028 | &nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27432 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2028 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11014 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;11710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11719 |
| Apple Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/5/2028 | &nbsp;&nbsp;12571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11874 |
| Apple Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;21280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20060 |
| Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/11/2030 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16792 |
| Apple Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9747 |
| Apple Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9747 |
| Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;27800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24802 |
| Apple Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/5/2031 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16756 |
| Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6503 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Apple Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/8/2032 | &nbsp;&nbsp;26280 | &nbsp;&nbsp;25030 |
|  | Apple Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/12/2035 | &nbsp;&nbsp;14275 | &nbsp;&nbsp;14492 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7069 | &nbsp;&nbsp;&nbsp;&nbsp;7039 |
|  | Apple Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/8/2041 | &nbsp;&nbsp;11885 | &nbsp;&nbsp;&nbsp;&nbsp;8424 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;34463 | &nbsp;&nbsp;28458 |
|  | Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;28078 | &nbsp;&nbsp;21378 |
|  | Apple Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/13/2045 | &nbsp;&nbsp;30889 | &nbsp;&nbsp;26984 |
|  | Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;66300 | &nbsp;&nbsp;59407 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;31680 | &nbsp;&nbsp;25178 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;12824 | &nbsp;&nbsp;&nbsp;&nbsp;9915 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/13/2047 | &nbsp;&nbsp;12160 | &nbsp;&nbsp;&nbsp;&nbsp;9396 |
|  | Apple Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/11/2049 | &nbsp;&nbsp;24768 | &nbsp;&nbsp;16263 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;37820 | &nbsp;&nbsp;23137 |
|  | Apple Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;29726 | &nbsp;&nbsp;17214 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;49368 | &nbsp;&nbsp;29904 |
|  | Apple Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/5/2051 | &nbsp;&nbsp;10067 | &nbsp;&nbsp;&nbsp;&nbsp;6137 |
|  | Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;14386 |
|  | Apple Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8/20/2060 | &nbsp;&nbsp;11952 | &nbsp;&nbsp;&nbsp;&nbsp;6393 |
|  | Apple Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;24665 | &nbsp;&nbsp;14064 |
|  | Apple Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/5/2061 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5784 |
|  | Apple Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/8/2062 | &nbsp;&nbsp;21550 | &nbsp;&nbsp;16424 |
|  | Applied Materials Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;16063 |
|  | Applied Materials Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;10043 | &nbsp;&nbsp;&nbsp;&nbsp;9036 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6377 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7313 | &nbsp;&nbsp;&nbsp;&nbsp;7103 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;10905 | &nbsp;&nbsp;11385 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9307 |
|  | Applied Materials Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8117 | &nbsp;&nbsp;&nbsp;&nbsp;5119 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6286 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;19188 | &nbsp;&nbsp;19378 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3533 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5844 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;5953 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5579 |
|  | Autodesk Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;9644 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;13819 | &nbsp;&nbsp;12136 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;22883 | &nbsp;&nbsp;21810 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;5332 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;7849 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | Avnet Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5149 |
|  | Avnet Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
|  | Booz Allen Hamilton Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7960 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | Broadcom Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7682 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;18990 | &nbsp;&nbsp;19207 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1979 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;74971 | &nbsp;&nbsp;75786 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;18334 | &nbsp;&nbsp;18714 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8870 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;48100 | &nbsp;&nbsp;48979 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;22956 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;12050 | &nbsp;&nbsp;12103 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;11807 | &nbsp;&nbsp;11673 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;19816 | &nbsp;&nbsp;19651 |
|  | Broadcom Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;53750 | &nbsp;&nbsp;48840 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5752 | &nbsp;&nbsp;&nbsp;&nbsp;5904 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;15790 | &nbsp;&nbsp;15653 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13548 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;13859 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;28450 | &nbsp;&nbsp;28706 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;26650 | &nbsp;&nbsp;25949 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;27137 | &nbsp;&nbsp;26739 |
|  | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;15724 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;11854 | &nbsp;&nbsp;10843 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;38778 | &nbsp;&nbsp;34947 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19695 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;28700 | &nbsp;&nbsp;28910 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;33750 | &nbsp;&nbsp;28676 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Broadcom Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;23716 | &nbsp;&nbsp;23428 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;57468 | &nbsp;&nbsp;55980 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;32100 | &nbsp;&nbsp;26829 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;25971 | &nbsp;&nbsp;25173 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;98182 | &nbsp;&nbsp;94705 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;40343 | &nbsp;&nbsp;32239 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;30803 | &nbsp;&nbsp;22932 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;17661 | &nbsp;&nbsp;17546 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7671 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;9614 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;3920 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;16597 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;26850 | &nbsp;&nbsp;26366 |
|  | CDW LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8481 | &nbsp;&nbsp;&nbsp;&nbsp;8376 |
|  | CDW LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9169 | &nbsp;&nbsp;&nbsp;&nbsp;8730 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;3203 |
|  | CDW LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3778 | &nbsp;&nbsp;&nbsp;&nbsp;3713 |
|  | CGI Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
|  | CGI Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4018 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;15559 | &nbsp;&nbsp;15487 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6438 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9404 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;8165 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;92470 | &nbsp;&nbsp;94171 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/2030 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;11996 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;42991 | &nbsp;&nbsp;44006 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;26051 | &nbsp;&nbsp;26551 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;53352 | &nbsp;&nbsp;54092 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;12159 | &nbsp;&nbsp;12320 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;22966 | &nbsp;&nbsp;24258 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;10142 | &nbsp;&nbsp;10311 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;44575 | &nbsp;&nbsp;41820 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;6325 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/26/2064 | &nbsp;&nbsp;12395 | &nbsp;&nbsp;11444 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;8/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9098 | &nbsp;&nbsp;&nbsp;&nbsp;9064 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3209 |
|  | Corning Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2360 |
|  | Corning Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;8541 |
|  | Corning Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;4598 |
|  | Corning Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1411 |
|  | Corning Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3055 |
|  | Corning Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2079 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;15100 |
|  | Dell Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5531 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;22554 | &nbsp;&nbsp;22974 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;10490 | &nbsp;&nbsp;10631 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;12328 | &nbsp;&nbsp;12414 |
|  | Dell International LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8867 | &nbsp;&nbsp;&nbsp;&nbsp;8787 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;2846 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | Dell International LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;2030 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;5139 |
|  | Dell International LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;27309 | &nbsp;&nbsp;26943 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;24141 | &nbsp;&nbsp;24522 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;14784 | &nbsp;&nbsp;14568 |
|  | Dell International LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8610 |
|  | Dell International LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;28622 | &nbsp;&nbsp;27681 |
|  | Dell International LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;12914 | &nbsp;&nbsp;13071 |
|  | Dell International LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;15326 | &nbsp;&nbsp;14982 |
|  | Dell International LLC | &nbsp;&nbsp;8.100% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;11358 | &nbsp;&nbsp;13490 |
|  | Dell International LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7046 | &nbsp;&nbsp;&nbsp;&nbsp;8711 |
|  | Dell International LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;3596 |
|  | DXC Technology Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;31800 | &nbsp;&nbsp;32206 |
|  | Equifax Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;1486 |
|  | Equifax Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10310 | &nbsp;&nbsp;&nbsp;&nbsp;9647 |
|  | Equifax Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9649 |
| <sup>3</sup> | Fidelity National Information Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7100 |
| <sup>3</sup> | Fidelity National Information Services Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;13023 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1047 | &nbsp;&nbsp;&nbsp;&nbsp;1038 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9959 |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6472 |
| Fiserv Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9928 |
| Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;19300 | &nbsp;&nbsp;19578 |
| Fiserv Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10877 |
| Fiserv Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;50226 | &nbsp;&nbsp;48120 |
| Fiserv Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;27800 | &nbsp;&nbsp;27554 |
| Fiserv Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10022 |
| Fiserv Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;13275 | &nbsp;&nbsp;12994 |
| Fiserv Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/21/2033 | &nbsp;&nbsp;21887 | &nbsp;&nbsp;22094 |
| Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;12010 | &nbsp;&nbsp;11932 |
| Fiserv Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;15090 | &nbsp;&nbsp;14653 |
| Fiserv Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/11/2035 | &nbsp;&nbsp;10046 | &nbsp;&nbsp;&nbsp;&nbsp;9767 |
| Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;14850 | &nbsp;&nbsp;11219 |
| Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9819 | &nbsp;&nbsp;&nbsp;&nbsp;9852 |
| Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
| Flex Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;11857 | &nbsp;&nbsp;11896 |
| Flex Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7347 | &nbsp;&nbsp;&nbsp;&nbsp;7232 |
| Fortinet Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4445 |
| Gartner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9264 |
| Gartner Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;10625 | &nbsp;&nbsp;10057 |
| Genpact Luxembourg Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4249 |
| Genpact UK Finco plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3335 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;10633 | &nbsp;&nbsp;10573 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6041 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14216 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;10039 | &nbsp;&nbsp;&nbsp;&nbsp;9958 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7184 | &nbsp;&nbsp;&nbsp;&nbsp;7174 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;23485 | &nbsp;&nbsp;23366 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;12937 | &nbsp;&nbsp;12693 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;24650 | &nbsp;&nbsp;24480 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7903 | &nbsp;&nbsp;&nbsp;&nbsp;7856 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;42359 | &nbsp;&nbsp;40976 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;13011 | &nbsp;&nbsp;12953 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;17557 | &nbsp;&nbsp;15711 |
| HP Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2027 | &nbsp;&nbsp;14610 | &nbsp;&nbsp;14358 |
| HP Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;10030 | &nbsp;&nbsp;10080 |
| HP Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;&nbsp;&nbsp;9631 |
| HP Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9954 |
| HP Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;15150 |
| HP Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9782 |
| HP Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;9836 |
| HP Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;6473 |
| HP Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;11654 | &nbsp;&nbsp;11509 |
| Hubbell Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3371 |
| Hubbell Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;4578 |
| Hubbell Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2717 |
| Hubbell Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4869 |
| IBM International Capital Pte. Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6036 |
| IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6195 |
| IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/5/2054 | &nbsp;&nbsp;17692 | &nbsp;&nbsp;15706 |
| Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5454 |
| Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;28490 | &nbsp;&nbsp;28683 |
| Intel Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;10830 | &nbsp;&nbsp;10145 |
| Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/5/2029 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15243 |
| Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;41000 | &nbsp;&nbsp;38050 |
| Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13168 |
| Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;23505 | &nbsp;&nbsp;22787 |
| Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;17600 | &nbsp;&nbsp;16775 |
| Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;12893 |
| Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;34933 | &nbsp;&nbsp;35202 |
| Intel Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3274 | &nbsp;&nbsp;&nbsp;&nbsp;2882 |
| Intel Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5488 |
| Intel Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;12072 | &nbsp;&nbsp;10563 |
| Intel Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;10903 | &nbsp;&nbsp;&nbsp;&nbsp;8767 |
| Intel Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;17975 |
| Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/29/2045 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;15653 |
| Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;21725 | &nbsp;&nbsp;16285 |
| Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;19850 | &nbsp;&nbsp;13875 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;41879 | &nbsp;&nbsp;26405 |
|  | Intel Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;11259 | &nbsp;&nbsp;&nbsp;&nbsp;9095 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;4420 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/2052 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;20413 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;33686 | &nbsp;&nbsp;30993 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13750 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;9985 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/2062 | &nbsp;&nbsp;17696 | &nbsp;&nbsp;14266 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;13365 | &nbsp;&nbsp;12400 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;15092 | &nbsp;&nbsp;14671 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;22360 | &nbsp;&nbsp;22440 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14490 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6309 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;40955 | &nbsp;&nbsp;39821 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11418 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;32620 | &nbsp;&nbsp;29405 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/10/2032 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14520 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8492 | &nbsp;&nbsp;&nbsp;&nbsp;8331 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/6/2033 | &nbsp;&nbsp;24285 | &nbsp;&nbsp;24144 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;22802 | &nbsp;&nbsp;22909 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/3/2036 | &nbsp;&nbsp;12594 | &nbsp;&nbsp;12270 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;10697 | &nbsp;&nbsp;&nbsp;&nbsp;9274 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;&nbsp;&nbsp;7099 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/2042 | &nbsp;&nbsp;21966 | &nbsp;&nbsp;17778 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;40865 | &nbsp;&nbsp;31488 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;12255 | &nbsp;&nbsp;&nbsp;&nbsp;7497 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/27/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7054 | &nbsp;&nbsp;&nbsp;&nbsp;5924 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;8260 |
| <sup>3</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2055 | &nbsp;&nbsp;40679 | &nbsp;&nbsp;38396 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/3/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8858 | &nbsp;&nbsp;&nbsp;&nbsp;8475 |
|  | Intuit Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8465 |
|  | Intuit Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10169 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;12417 |
|  | Jabil Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | Jabil Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;6159 |
|  | Jabil Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;5829 |
|  | Jabil Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;9678 |
|  | Jabil Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6263 | &nbsp;&nbsp;&nbsp;&nbsp;6093 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;8776 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4921 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp;&nbsp;&nbsp;8438 |
|  | KLA Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11041 | &nbsp;&nbsp;10996 |
|  | KLA Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | KLA Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;25025 | &nbsp;&nbsp;17036 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;12460 | &nbsp;&nbsp;11144 |
|  | KLA Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp;&nbsp;&nbsp;7364 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4255 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;4337 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;12555 | &nbsp;&nbsp;&nbsp;&nbsp;8786 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11580 | &nbsp;&nbsp;11513 |
|  | Lam Research Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;10394 | &nbsp;&nbsp;&nbsp;&nbsp;9399 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;11046 | &nbsp;&nbsp;&nbsp;&nbsp;9882 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;19600 | &nbsp;&nbsp;12338 |
|  | Lam Research Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;2976 |
|  | Leidos Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7420 |
|  | Leidos Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
|  | Leidos Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;32955 | &nbsp;&nbsp;29305 |
|  | Leidos Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5512 | &nbsp;&nbsp;&nbsp;&nbsp;5716 |
|  | Leidos Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;21590 | &nbsp;&nbsp;21925 |
|  | Leidos Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7652 | &nbsp;&nbsp;&nbsp;&nbsp;7397 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6733 |
| <sup>3</sup> | Marvell Technology Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5708 | &nbsp;&nbsp;&nbsp;&nbsp;5763 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4822 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10936 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6321 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;14325 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9457 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;49812 | &nbsp;&nbsp;50504 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7217 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | Micron Technology Inc. | &nbsp;&nbsp;2.703% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10580 | &nbsp;&nbsp;&nbsp;&nbsp;9541 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10056 | &nbsp;&nbsp;10722 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13880 | &nbsp;&nbsp;14834 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;21220 | &nbsp;&nbsp;22594 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;19631 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;9312 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;2290 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;23825 | &nbsp;&nbsp;22191 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;46559 | &nbsp;&nbsp;41969 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/6/2037 | &nbsp;&nbsp;&nbsp;&nbsp;10892 | &nbsp;&nbsp;10377 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;33025 | &nbsp;&nbsp;26025 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;7840 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;102192 | &nbsp;&nbsp;61193 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;9567 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;92454 | &nbsp;&nbsp;59377 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;43376 | &nbsp;&nbsp;24200 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5398 |
|  | Moody's Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4002 |
|  | Moody's Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;31750 | &nbsp;&nbsp;27952 |
|  | Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4229 |
|  | Moody's Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;5171 |
|  | Moody's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3494 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2129 |
|  | Moody's Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3607 |
|  | Moody's Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/29/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9917 | &nbsp;&nbsp;&nbsp;&nbsp;9957 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1671 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;6637 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;21825 | &nbsp;&nbsp;21975 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7657 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5180 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4353 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;12879 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;35250 | &nbsp;&nbsp;36037 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | MSCI Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13469 | &nbsp;&nbsp;13195 |
|  | NetApp Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3901 |
|  | NetApp Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;19176 | &nbsp;&nbsp;17602 |
|  | NetApp Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9678 | &nbsp;&nbsp;&nbsp;&nbsp;9891 |
|  | NetApp Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13727 | &nbsp;&nbsp;13980 |
|  | Nokia OYJ | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5507 |
|  | Nordson Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2556 |
|  | Nordson Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6138 |
|  | Nordson Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4987 | &nbsp;&nbsp;&nbsp;&nbsp;5184 |
|  | NVIDIA Corp. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;12351 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14018 | &nbsp;&nbsp;13303 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;11650 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;8993 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;34760 | &nbsp;&nbsp;25605 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;2514 |
|  | NXP BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7890 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;4804 |
|  | NXP BV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5118 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;16630 | &nbsp;&nbsp;16475 |
|  | NXP BV | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11240 | &nbsp;&nbsp;10713 |
|  | NXP BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;14368 |
|  | NXP BV | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17210 | &nbsp;&nbsp;15189 |
|  | NXP BV | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4637 |
|  | NXP BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9596 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;10007 |
|  | Oracle Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;35411 | &nbsp;&nbsp;34806 |
|  | Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;40043 | &nbsp;&nbsp;38161 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14325 | &nbsp;&nbsp;14330 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;37630 | &nbsp;&nbsp;37147 |
| <sup>3</sup> | Oracle Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;51784 | &nbsp;&nbsp;50178 |
|  | Oracle Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;13096 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40649 | &nbsp;&nbsp;37083 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9238 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;35451 | &nbsp;&nbsp;34165 |
| Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;43955 | &nbsp;&nbsp;43025 |
| Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;55513 | &nbsp;&nbsp;49331 |
| Oracle Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;16863 | &nbsp;&nbsp;16579 |
| Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;50450 | &nbsp;&nbsp;48003 |
| Oracle Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/9/2032 | &nbsp;&nbsp;16900 | &nbsp;&nbsp;17341 |
| Oracle Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6442 |
| Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;37714 | &nbsp;&nbsp;36695 |
| Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/2034 | &nbsp;&nbsp;30283 | &nbsp;&nbsp;26862 |
| Oracle Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;19135 | &nbsp;&nbsp;17454 |
| Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/2035 | &nbsp;&nbsp;24781 | &nbsp;&nbsp;23674 |
| Oracle Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;49236 | &nbsp;&nbsp;46146 |
| Oracle Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;62871 | &nbsp;&nbsp;60445 |
| Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;16490 | &nbsp;&nbsp;13655 |
| Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;20400 | &nbsp;&nbsp;16188 |
| Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;2190 |
| Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/8/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;4855 |
| Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;24870 | &nbsp;&nbsp;18050 |
| Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;40800 | &nbsp;&nbsp;35760 |
| Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;28908 | &nbsp;&nbsp;20553 |
| Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;13641 | &nbsp;&nbsp;10063 |
| Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;21375 | &nbsp;&nbsp;14705 |
| Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;36700 | &nbsp;&nbsp;31693 |
| Oracle Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;2/4/2046 | &nbsp;&nbsp;39018 | &nbsp;&nbsp;36428 |
| Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;35033 | &nbsp;&nbsp;23623 |
| Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;5471 |
| Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;70020 | &nbsp;&nbsp;42243 |
| Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/2051 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;7481 |
| Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/2052 | &nbsp;&nbsp;50735 | &nbsp;&nbsp;47942 |
| Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;41597 | &nbsp;&nbsp;33181 |
| Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/27/2054 | &nbsp;&nbsp;35016 | &nbsp;&nbsp;27086 |
| Oracle Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;13220 |
| Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/2055 | &nbsp;&nbsp;47600 | &nbsp;&nbsp;39910 |
| Oracle Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/26/2055 | &nbsp;&nbsp;46020 | &nbsp;&nbsp;38693 |
| Oracle Corp. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;63974 | &nbsp;&nbsp;59257 |
| Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;57660 | &nbsp;&nbsp;33892 |
| Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2061 | &nbsp;&nbsp;15225 | &nbsp;&nbsp;&nbsp;&nbsp;9396 |
| Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/2064 | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;6489 |
| Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/2065 | &nbsp;&nbsp;39237 | &nbsp;&nbsp;32485 |
| Oracle Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/26/2065 | &nbsp;&nbsp;34700 | &nbsp;&nbsp;28761 |
| Oracle Corp. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;2/4/2066 | &nbsp;&nbsp;48054 | &nbsp;&nbsp;44118 |
| Paychex Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;16453 |
| Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;21050 | &nbsp;&nbsp;21159 |
| Paychex Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;12567 |
| Qorvo Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8803 |
| QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15355 |
| QUALCOMM Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;5/20/2028 | &nbsp;&nbsp;19268 | &nbsp;&nbsp;18185 |
| QUALCOMM Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;14485 | &nbsp;&nbsp;13262 |
| QUALCOMM Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;34598 | &nbsp;&nbsp;29297 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2614 |
| QUALCOMM Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7985 |
| QUALCOMM Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;17430 | &nbsp;&nbsp;17401 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;18120 | &nbsp;&nbsp;16012 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;15420 | &nbsp;&nbsp;12509 |
| QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;4574 |
| QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;8970 |
| QUALCOMM Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2053 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12209 |
| Quanta Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/9/2027 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;12619 |
| Quanta Services Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;19175 | &nbsp;&nbsp;19148 |
| Quanta Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;11930 | &nbsp;&nbsp;11072 |
| Quanta Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;19625 | &nbsp;&nbsp;19472 |
| Quanta Services Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
| Quanta Services Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/9/2035 | &nbsp;&nbsp;15775 | &nbsp;&nbsp;15560 |
| RELX Capital Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;14177 | &nbsp;&nbsp;14034 |
| RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;3542 |
| RELX Capital Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5598 | &nbsp;&nbsp;&nbsp;&nbsp;5270 |
| RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5310 |
| RELX Capital Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;2790 |
| Roper Technologies Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;17709 | &nbsp;&nbsp;16956 |
| Roper Technologies Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;7172 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4786 | &nbsp;&nbsp;&nbsp;&nbsp;4760 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;10295 | &nbsp;&nbsp;&nbsp;&nbsp;9726 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;13776 | &nbsp;&nbsp;12290 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp;&nbsp;6592 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8630 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11008 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;16425 | &nbsp;&nbsp;15946 |
|  | S&P Global Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp;&nbsp;&nbsp;8958 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;25070 | &nbsp;&nbsp;24124 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4969 |
|  | S&P Global Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6450 |
| <sup>8</sup> | S&P Global Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8304 | &nbsp;&nbsp;&nbsp;&nbsp;8199 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14598 |
|  | S&P Global Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15439 |
| <sup>8</sup> | S&P Global Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4848 | &nbsp;&nbsp;&nbsp;&nbsp;4748 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;4395 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7820 | &nbsp;&nbsp;&nbsp;&nbsp;5689 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;13720 | &nbsp;&nbsp;13724 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/11/2028 | &nbsp;&nbsp;17050 | &nbsp;&nbsp;16861 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10801 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;18317 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;37381 | &nbsp;&nbsp;37330 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9753 | &nbsp;&nbsp;&nbsp;&nbsp;9736 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;56575 | &nbsp;&nbsp;56404 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;14930 | &nbsp;&nbsp;10179 |
|  | Salesforce Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;18850 | &nbsp;&nbsp;18979 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;22073 | &nbsp;&nbsp;12926 |
|  | Salesforce Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;47150 | &nbsp;&nbsp;47264 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/15/2061 | &nbsp;&nbsp;14205 | &nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | Salesforce Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;14926 |
|  | ServiceNow Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;13538 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8483 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;3443 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;4604 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;24181 | &nbsp;&nbsp;24361 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;55186 | &nbsp;&nbsp;55659 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;29880 | &nbsp;&nbsp;29934 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;20203 | &nbsp;&nbsp;19296 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5692 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8143 | &nbsp;&nbsp;&nbsp;&nbsp;8046 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/10/2035 | &nbsp;&nbsp;18750 | &nbsp;&nbsp;18162 |
|  | Teledyne FLIR LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4137 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7497 | &nbsp;&nbsp;&nbsp;&nbsp;7378 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10084 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/4/2029 | &nbsp;&nbsp;29906 | &nbsp;&nbsp;28028 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7833 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14241 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2532 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;10036 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;16533 | &nbsp;&nbsp;13393 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2399 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2911 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2053 | &nbsp;&nbsp;13262 | &nbsp;&nbsp;11969 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/8/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8654 | &nbsp;&nbsp;&nbsp;&nbsp;8033 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/18/2063 | &nbsp;&nbsp;18733 | &nbsp;&nbsp;16451 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3094 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4111 | &nbsp;&nbsp;&nbsp;&nbsp;3999 |
| <sup>3</sup> | TR Finance LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/23/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2596 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5669 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;24400 | &nbsp;&nbsp;22096 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3322 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/25/2041 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;8457 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;16850 | &nbsp;&nbsp;12639 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9205 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;10043 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6246 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/5/2034 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10199 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10166 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9709 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7532 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;11254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11328 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14320 |
|  | Workday Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;14875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14742 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7992 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;15512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14399 |
|  | Xilinx Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;10940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10092 |
|  |  |  |  |  | &nbsp;&nbsp;**8005234** |
| **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5129 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7115 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;10434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10768 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2559 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>3</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4097 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;25946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25044 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3124 |
| <sup>3</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18164 |
|  | AES Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11071 |
|  | AES Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;11944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12018 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17503 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7732 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8345 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;10640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10234 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6345 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;11818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11925 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;16825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12950 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/2/2046 | &nbsp;&nbsp;14950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12303 |
| <sup>3</sup> | Alabama Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3742 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;12473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;13924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9014 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 |
|  | Ameren Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7212 |
|  | Ameren Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;27572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26180 |
|  | Ameren Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;40677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41128 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10995 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4383 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8227 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;17405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13019 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8573 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8902 | &nbsp;&nbsp;&nbsp;&nbsp;8666 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5641 | &nbsp;&nbsp;&nbsp;&nbsp;5745 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2873 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;13834 | &nbsp;&nbsp;13800 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2807 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4305 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3696 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;13439 | &nbsp;&nbsp;13906 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;2330 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;9626 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;14168 | &nbsp;&nbsp;13990 |
| <sup>3</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;14865 | &nbsp;&nbsp;14738 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10802 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;6925 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2819 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13432 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2165 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7624 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;34703 | &nbsp;&nbsp;35265 |
| <sup>6</sup> | American Water Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7607 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;8899 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;6343 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;17528 | &nbsp;&nbsp;17151 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10917 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp;&nbsp;&nbsp;8323 |
|  | Appalachian Power Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;10752 | &nbsp;&nbsp;11969 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp;&nbsp;&nbsp;6882 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;2572 |
| <sup>3</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp;1047 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5183 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;14446 | &nbsp;&nbsp;15495 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;11840 | &nbsp;&nbsp;12152 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7102 | &nbsp;&nbsp;&nbsp;&nbsp;7358 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;1401 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2431 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;1674 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2105 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5903 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;13250 | &nbsp;&nbsp;13063 |
|  | Atlantic City Electric Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5726 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4501 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4806 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1768 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;10421 |
| <sup>3</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;29791 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4676 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;4066 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9304 | &nbsp;&nbsp;&nbsp;&nbsp;5742 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5967 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;12289 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8638 | &nbsp;&nbsp;&nbsp;&nbsp;7673 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;10435 | &nbsp;&nbsp;&nbsp;&nbsp;9960 |
|  | Avangrid Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3813 |
|  | Avista Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;6611 |
|  | Avista Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2995 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;7657 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;27250 | &nbsp;&nbsp;27942 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3551 | &nbsp;&nbsp;&nbsp;&nbsp;3859 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;3317 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4168 | &nbsp;&nbsp;&nbsp;&nbsp;2620 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;18475 | &nbsp;&nbsp;15384 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7887 | &nbsp;&nbsp;&nbsp;&nbsp;7442 |
| <sup>3</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;&nbsp;&nbsp;9580 |
| <sup>8</sup> | Basin Electric Power Cooperative | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4975 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9662 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;29086 | &nbsp;&nbsp;25206 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;30300 | &nbsp;&nbsp;32342 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;16875 | &nbsp;&nbsp;15728 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;11148 | &nbsp;&nbsp;&nbsp;&nbsp;8207 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4006 | &nbsp;&nbsp;&nbsp;&nbsp;3252 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;20953 | &nbsp;&nbsp;16321 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;23845 | &nbsp;&nbsp;14380 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
|  | Black Hills Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2562 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8905 | &nbsp;&nbsp;&nbsp;&nbsp;8454 |
|  | Black Hills Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4566 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;10694 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;9220 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2498 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4088 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;4448 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3697 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3644 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2467 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6280 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9506 | &nbsp;&nbsp;&nbsp;&nbsp;9624 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7931 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;12114 | &nbsp;&nbsp;12001 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2487 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;5120 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4091 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;2616 |
| <sup>3</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5521 | &nbsp;&nbsp;&nbsp;&nbsp;4842 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2257 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;13470 | &nbsp;&nbsp;13803 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;5938 |
| <sup>3</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6904 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;16425 | &nbsp;&nbsp;16596 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6424 | &nbsp;&nbsp;&nbsp;&nbsp;6345 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4580 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;25697 | &nbsp;&nbsp;25253 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1629 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2760 |
| <sup>3</sup> | Centerpoint Energy Restoration Bond Co. III LLC | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;12/15/2039 | &nbsp;&nbsp;27010 | &nbsp;&nbsp;26324 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;6859 |
|  | Cleveland Electric Illuminating Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4539 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;2937 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;7215 |
| <sup>3</sup> | CMS Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7354 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | CMS Energy Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8353 | &nbsp;&nbsp;&nbsp;&nbsp;8465 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3023 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;11173 | &nbsp;&nbsp;11046 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1412 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;14020 | &nbsp;&nbsp;14890 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;4140 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2178 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;4311 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;5366 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;1275 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5274 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;5631 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;7686 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4550 |
| <sup>3</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;14230 | &nbsp;&nbsp;10466 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3254 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2197 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;35725 | &nbsp;&nbsp;36363 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8393 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3008 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1116 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
| <sup>3</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;3760 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;11855 | &nbsp;&nbsp;&nbsp;&nbsp;9219 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1130 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp;1463 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3166 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;14292 | &nbsp;&nbsp;12921 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6551 | &nbsp;&nbsp;&nbsp;&nbsp;6730 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;17631 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1279 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;14315 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;10765 | &nbsp;&nbsp;11377 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp;3221 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;9598 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8563 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5630 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9577 | &nbsp;&nbsp;&nbsp;&nbsp;7717 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8646 | &nbsp;&nbsp;&nbsp;&nbsp;7366 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7732 | &nbsp;&nbsp;&nbsp;&nbsp;6527 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4223 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;17025 | &nbsp;&nbsp;12987 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6374 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4781 | &nbsp;&nbsp;&nbsp;&nbsp;3719 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7694 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;10255 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9613 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15482 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4122 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;11232 | &nbsp;&nbsp;10692 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8883 | &nbsp;&nbsp;&nbsp;&nbsp;8771 |
| <sup>3</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;5786 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;15772 | &nbsp;&nbsp;12580 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;5123 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;3066 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;5248 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7704 | &nbsp;&nbsp;&nbsp;&nbsp;7871 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6607 | &nbsp;&nbsp;&nbsp;&nbsp;6529 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;19200 | &nbsp;&nbsp;20142 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;4371 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7665 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;19048 | &nbsp;&nbsp;18673 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15941 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7364 | &nbsp;&nbsp;&nbsp;&nbsp;7153 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2066 | &nbsp;&nbsp;20582 | &nbsp;&nbsp;19792 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2520 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;7993 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4533 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;8168 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1753 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;7565 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4459 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;11252 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;11108 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;2360 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2306 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4306 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4433 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2211 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;6696 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8082 | &nbsp;&nbsp;&nbsp;&nbsp;5722 |
|  | Consumers Energy Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;3328 |
|  | Dayton Power & Light Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4840 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4540 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp;&nbsp;&nbsp;6598 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;19524 | &nbsp;&nbsp;18660 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15214 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2648 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;6321 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;14736 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8685 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6060 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;15910 | &nbsp;&nbsp;16052 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;8991 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;7500 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;10135 | &nbsp;&nbsp;&nbsp;&nbsp;9056 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5214 | &nbsp;&nbsp;&nbsp;&nbsp;4123 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;2878 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7426 | &nbsp;&nbsp;&nbsp;&nbsp;6233 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6691 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11922 |
| <sup>3</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9668 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;14976 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3096 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2773 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2366 |
| <sup>3</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;9039 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1505 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;4726 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6812 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp;8009 | &nbsp;&nbsp;&nbsp;&nbsp;7038 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6127 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;20951 | &nbsp;&nbsp;19365 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7985 | &nbsp;&nbsp;&nbsp;&nbsp;7342 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;21785 | &nbsp;&nbsp;22359 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;16114 | &nbsp;&nbsp;16485 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;22600 | &nbsp;&nbsp;22930 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3823 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;1610 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;5220 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;6801 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;5300 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;37350 | &nbsp;&nbsp;37580 |
| <sup>3</sup> | DTE Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;14365 | &nbsp;&nbsp;13886 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1359 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7035 | &nbsp;&nbsp;&nbsp;&nbsp;7100 |
| <sup>3</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;16552 | &nbsp;&nbsp;16012 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2473 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;16781 | &nbsp;&nbsp;17116 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;19001 | &nbsp;&nbsp;19907 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;18100 | &nbsp;&nbsp;17842 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6948 |
| <sup>3</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3694 | &nbsp;&nbsp;&nbsp;&nbsp;3850 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5648 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5680 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4250 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5629 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3456 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;7141 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;26480 | &nbsp;&nbsp;26895 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7996 |
| <sup>3</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6461 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1610 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;4210 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;6574 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;19590 | &nbsp;&nbsp;19395 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;24770 | &nbsp;&nbsp;21303 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/2042 | &nbsp;&nbsp;11370 | &nbsp;&nbsp;&nbsp;&nbsp;9330 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;19224 | &nbsp;&nbsp;14842 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp;&nbsp;&nbsp;7388 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;&nbsp;&nbsp;7834 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3809 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;1796 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8493 | &nbsp;&nbsp;&nbsp;&nbsp;7967 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;23739 |
| <sup>3</sup> | Duke Energy Carolinas SC Storm Funding LLC | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;35210 | &nbsp;&nbsp;34867 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9972 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4983 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13383 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;13450 | &nbsp;&nbsp;13038 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13824 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;12951 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;15331 | &nbsp;&nbsp;15098 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15628 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3815 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;41500 | &nbsp;&nbsp;40520 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9966 | &nbsp;&nbsp;&nbsp;&nbsp;8537 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;37809 | &nbsp;&nbsp;27939 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;13187 | &nbsp;&nbsp;&nbsp;&nbsp;9817 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6734 | &nbsp;&nbsp;&nbsp;&nbsp;5131 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;12754 | &nbsp;&nbsp;10920 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8327 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;21011 | &nbsp;&nbsp;20142 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6493 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;6953 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;23057 | &nbsp;&nbsp;21630 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6360 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1534 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1554 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1965 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3548 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5614 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6417 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;1892 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;2806 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;8975 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;12595 | &nbsp;&nbsp;12757 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;19595 | &nbsp;&nbsp;20512 |
| <sup>3</sup> | Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2047 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2910 |
| <sup>3</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;1432 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;4053 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;1054 |
| <sup>3</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;15440 | &nbsp;&nbsp;11734 |
| <sup>3</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1651 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;7136 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2459 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7583 | &nbsp;&nbsp;&nbsp;&nbsp;7756 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4766 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;4619 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3010 | &nbsp;&nbsp;&nbsp;&nbsp;2915 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2873 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;12912 | &nbsp;&nbsp;12637 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;10933 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7829 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11199 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;35222 | &nbsp;&nbsp;35324 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;4497 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6345 | &nbsp;&nbsp;&nbsp;&nbsp;5210 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3105 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;2792 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3137 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2060 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1383 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;10923 | &nbsp;&nbsp;&nbsp;&nbsp;6738 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;1302 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;10896 | &nbsp;&nbsp;10519 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.387% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;2900 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;1.295% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;1271 |
| <sup>3</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.799% | &nbsp;&nbsp;7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;2629 |
| <sup>8</sup> | East Ohio Gas Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | Edison International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16132 |
|  | Edison International | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;1620 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14608 |
|  | Edison International | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;12131 |
|  | Edison International | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6545 |
|  | Edison International | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11132 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2339 | &nbsp;&nbsp;&nbsp;&nbsp;2316 |
|  | El Paso Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
|  | El Paso Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2788 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;16925 | &nbsp;&nbsp;13991 |
|  | Enel Chile SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;10875 | &nbsp;&nbsp;10929 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1990 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1526 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7365 | &nbsp;&nbsp;&nbsp;&nbsp;7587 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;20123 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp;3673 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;13359 | &nbsp;&nbsp;&nbsp;&nbsp;7755 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3320 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6354 | &nbsp;&nbsp;&nbsp;&nbsp;6227 |
|  | Entergy Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6640 |
|  | Entergy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8541 | &nbsp;&nbsp;&nbsp;&nbsp;7948 |
|  | Entergy Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6711 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9319 | &nbsp;&nbsp;&nbsp;&nbsp;6596 |
|  | Entergy Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13820 |
| <sup>3</sup> | Entergy Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | Entergy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9361 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5517 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4610 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2801 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;15330 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;12204 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3958 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;15549 | &nbsp;&nbsp;15174 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5706 | &nbsp;&nbsp;&nbsp;&nbsp;4264 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9306 | &nbsp;&nbsp;&nbsp;&nbsp;7372 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;4870 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp;&nbsp;&nbsp;4134 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;12140 | &nbsp;&nbsp;10280 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;20612 | &nbsp;&nbsp;20035 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;17750 | &nbsp;&nbsp;17426 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;8796 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7989 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4020 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;3358 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;7807 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;5878 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;6741 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;4917 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5243 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;2055 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2747 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;3922 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1975 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;10196 | &nbsp;&nbsp;10234 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.566% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;8586 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5570 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5073 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1972 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.276% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3367 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.351% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3323 |
|  | Evergy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3278 | &nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | Evergy Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;21333 |
|  | Evergy Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4448 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;4048 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;4328 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3342 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3188 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2656 | &nbsp;&nbsp;&nbsp;&nbsp;2608 |
| <sup>3</sup> | Evergy Metro Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3018 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13367 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;10727 | &nbsp;&nbsp;10678 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;3268 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;4175 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2385 |
| <sup>8</sup> | Evergy Missouri West Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3322 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8662 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13423 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;10119 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;8349 |
|  | Eversource Energy | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3152 |
|  | Eversource Energy | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;17244 |
|  | Eversource Energy | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;13298 |
|  | Eversource Energy | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17462 |
|  | Eversource Energy | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12699 |
|  | Eversource Energy | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;&nbsp;&nbsp;7448 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2961 |
| <sup>3</sup> | Eversource Energy | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3452 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9162 | &nbsp;&nbsp;&nbsp;&nbsp;9268 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8161 |
|  | Exelon Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13251 | &nbsp;&nbsp;12986 |
|  | Exelon Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;4902 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;4005 |
|  | Exelon Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14955 | &nbsp;&nbsp;15301 |
| <sup>3</sup> | Exelon Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;9538 |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | Exelon Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8479 | &nbsp;&nbsp;&nbsp;&nbsp;8225 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2631 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1106 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;5306 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;19058 | &nbsp;&nbsp;17985 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6353 | &nbsp;&nbsp;&nbsp;&nbsp;6202 |
|  | Exelon Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp;&nbsp;&nbsp;9078 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;15545 | &nbsp;&nbsp;15424 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8429 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;13416 | &nbsp;&nbsp;12085 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;7612 |
| <sup>3</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;6481 |
| <sup>8</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2094 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>8</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3388 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7343 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5108 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1743 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;12255 | &nbsp;&nbsp;12466 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5274 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;6516 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9084 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;21895 | &nbsp;&nbsp;19579 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13253 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;4622 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;2038 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;4580 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7286 | &nbsp;&nbsp;&nbsp;&nbsp;7109 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3476 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;14319 | &nbsp;&nbsp;15271 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;&nbsp;&nbsp;7144 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;29054 | &nbsp;&nbsp;22629 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9122 | &nbsp;&nbsp;&nbsp;&nbsp;7063 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;6491 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;12/4/2051 | &nbsp;&nbsp;35500 | &nbsp;&nbsp;22141 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;12313 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;12737 | &nbsp;&nbsp;12497 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4979 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;2625 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2066 | &nbsp;&nbsp;18559 | &nbsp;&nbsp;17931 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/16/2028 | &nbsp;&nbsp;23638 | &nbsp;&nbsp;23838 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6889 | &nbsp;&nbsp;&nbsp;&nbsp;6846 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13244 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;12810 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8224 | &nbsp;&nbsp;&nbsp;&nbsp;8339 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;22968 | &nbsp;&nbsp;23171 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;23803 | &nbsp;&nbsp;24161 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3204 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2169 |
| <sup>3</sup> | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7702 | &nbsp;&nbsp;&nbsp;&nbsp;7027 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;16250 | &nbsp;&nbsp;15600 |
|  | Iberdrola International BV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;11557 |
|  | Idaho Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3717 | &nbsp;&nbsp;&nbsp;&nbsp;3639 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1050 |
| <sup>3</sup> | Idaho Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9717 | &nbsp;&nbsp;&nbsp;&nbsp;9568 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;5179 |
| <sup>3</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;11055 | &nbsp;&nbsp;&nbsp;&nbsp;9339 |
| <sup>3</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;1675 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3592 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;13795 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4540 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6774 | &nbsp;&nbsp;&nbsp;&nbsp;6626 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7317 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3125 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;13996 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2138 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3844 | &nbsp;&nbsp;&nbsp;&nbsp;3567 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4241 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;10173 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;5920 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4226 | &nbsp;&nbsp;&nbsp;&nbsp;3901 |
| <sup>8</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5574 | &nbsp;&nbsp;&nbsp;&nbsp;5545 |
| <sup>8</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3400 |
|  | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2727 |
| <sup>8</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3235 |
| <sup>3</sup> | John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;2273 |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8049 | &nbsp;&nbsp;&nbsp;&nbsp;7590 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Kentucky Utilities Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7548 | &nbsp;&nbsp;&nbsp;&nbsp;7276 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;5716 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;12206 | &nbsp;&nbsp;12149 |
| <sup>3</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | Louisville Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;7885 |
| <sup>3</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;16641 | &nbsp;&nbsp;16542 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14046 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;9482 |
| <sup>3</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2760 |
| <sup>3</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3438 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2422 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;5914 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;19049 | &nbsp;&nbsp;15312 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3308 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;15242 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4796 |
| <sup>3</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4117 | &nbsp;&nbsp;&nbsp;&nbsp;3464 |
| <sup>3</sup> | Mississippi Power Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11014 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;2323 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1364 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;7050 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11770 |
|  | National Grid plc | &nbsp;&nbsp;5.809% | &nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;13623 | &nbsp;&nbsp;14222 |
|  | National Grid plc | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5608 |
|  | National Grid USA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2125 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8365 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;8035 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6043 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;21725 | &nbsp;&nbsp;21401 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1514 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7974 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2966 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/7/2029 | &nbsp;&nbsp;12652 | &nbsp;&nbsp;12808 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7167 | &nbsp;&nbsp;&nbsp;&nbsp;7115 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9730 | &nbsp;&nbsp;&nbsp;&nbsp;9550 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;17135 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9923 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4364 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;4598 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5100 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3418 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3012 |
| <sup>3</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;1751 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;2945 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6552 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4909 | &nbsp;&nbsp;&nbsp;&nbsp;4738 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12706 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;2458 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;&nbsp;6793 |
| <sup>3</sup> | Nevada Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1978 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11031 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1198 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;22595 | &nbsp;&nbsp;22408 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;2291 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8828 | &nbsp;&nbsp;&nbsp;&nbsp;8872 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10346 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9531 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10251 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;13469 | &nbsp;&nbsp;13115 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;10335 | &nbsp;&nbsp;&nbsp;&nbsp;9775 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4833 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13758 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;43021 | &nbsp;&nbsp;39214 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11304 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;9586 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;2291 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;28148 | &nbsp;&nbsp;28431 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;49300 | &nbsp;&nbsp;50221 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/28/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;2839 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;14750 | &nbsp;&nbsp;13870 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;23214 | &nbsp;&nbsp;24068 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;12661 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;28850 | &nbsp;&nbsp;28367 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3046 |
| <sup>3</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3092 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4165 |
| <sup>3</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/2079 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | NiSource Inc. | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10388 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;17760 | &nbsp;&nbsp;18038 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5306 |
|  | NiSource Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;16020 | &nbsp;&nbsp;15234 |
|  | NiSource Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7173 | &nbsp;&nbsp;&nbsp;&nbsp;6916 |
|  | NiSource Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;11585 | &nbsp;&nbsp;10074 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5122 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15771 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11991 |
|  | NiSource Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;10121 | &nbsp;&nbsp;10296 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;25888 | &nbsp;&nbsp;20852 |
|  | NiSource Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | NiSource Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;10242 | &nbsp;&nbsp;&nbsp;&nbsp;8852 |
|  | NiSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/31/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6383 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;33130 | &nbsp;&nbsp;32156 |
|  | NiSource Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3602 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2821 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;2540 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;2921 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;3286 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;1490 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;1986 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2716 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8346 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3544 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;8640 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9852 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;38025 | &nbsp;&nbsp;37335 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;18600 | &nbsp;&nbsp;18047 |
|  | Northwest Natural Holding Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;4114 |
|  | NorthWestern Corp. | &nbsp;&nbsp;4.176% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1383 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;8371 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8183 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6029 | &nbsp;&nbsp;&nbsp;&nbsp;6075 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4160 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;1717 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9720 | &nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;1873 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;3527 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2091 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;9109 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7267 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6051 |
|  | Ohio Edison Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;4673 |
| <sup>3</sup> | Ohio Power Co. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4340 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Ohio Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8472 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;2935 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
| <sup>3</sup> | Ohio Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4984 | &nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3463 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;3754 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1908 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4666 | &nbsp;&nbsp;&nbsp;&nbsp;4802 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;1758 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;3010 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11293 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp;1629 |
| <sup>6</sup> | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8500 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3938 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;2704 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;7063 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7330 | &nbsp;&nbsp;&nbsp;&nbsp;6868 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;8778 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;4259 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;8563 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2702 | &nbsp;&nbsp;&nbsp;&nbsp;2761 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3406 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2397 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8721 | &nbsp;&nbsp;&nbsp;&nbsp;8304 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2393 | &nbsp;&nbsp;&nbsp;&nbsp;1838 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;&nbsp;&nbsp;7707 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6864 | &nbsp;&nbsp;&nbsp;&nbsp;4970 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp;5649 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;8848 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4358 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;13405 | &nbsp;&nbsp;12792 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;18703 | &nbsp;&nbsp;18518 |
| <sup>8</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7704 | &nbsp;&nbsp;&nbsp;&nbsp;7697 |
|  | ONE Gas Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11733 |
|  | ONE Gas Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2274 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7382 | &nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;4150 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;20376 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;1556 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17187 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;40307 | &nbsp;&nbsp;41717 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8188 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;29000 | &nbsp;&nbsp;28603 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;38516 | &nbsp;&nbsp;34547 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9367 | &nbsp;&nbsp;&nbsp;&nbsp;8639 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6931 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5614 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7849 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;12960 | &nbsp;&nbsp;13758 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;18204 | &nbsp;&nbsp;19948 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;12245 | &nbsp;&nbsp;12540 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12155 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;20529 | &nbsp;&nbsp;20013 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;42131 | &nbsp;&nbsp;35990 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;14674 | &nbsp;&nbsp;10978 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4844 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;10927 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3806 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;8207 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;53227 | &nbsp;&nbsp;44212 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;14151 | &nbsp;&nbsp;&nbsp;&nbsp;9334 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;12343 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;20901 | &nbsp;&nbsp;21755 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;5386 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7205 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8341 | &nbsp;&nbsp;&nbsp;&nbsp;8075 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;3053 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2056 | &nbsp;&nbsp;18499 | &nbsp;&nbsp;17587 |
|  | PacifiCorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10131 |
|  | PacifiCorp | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14437 |
|  | PacifiCorp | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7473 | &nbsp;&nbsp;&nbsp;&nbsp;6801 |
|  | PacifiCorp | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9842 | &nbsp;&nbsp;&nbsp;&nbsp;9974 |
|  | PacifiCorp | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;16124 |
|  | PacifiCorp | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8987 |
|  | PacifiCorp | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;10849 |
|  | PacifiCorp | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;6559 |
|  | PacifiCorp | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;14089 | &nbsp;&nbsp;&nbsp;&nbsp;8729 |
|  | PacifiCorp | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | PacifiCorp | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;16189 | &nbsp;&nbsp;13849 |
|  | PacifiCorp | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;23475 | &nbsp;&nbsp;21450 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;1622 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4631 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2662 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1486 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;2417 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;6720 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2576 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;10901 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;16023 | &nbsp;&nbsp;14826 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11224 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;1.460% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp;1838 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.280% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;5594 |
| <sup>3</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.822% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;3708 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.045% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6162 | &nbsp;&nbsp;&nbsp;&nbsp;6229 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.256% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;15970 | &nbsp;&nbsp;16386 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;11900 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;4932 |
| <sup>3</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10855 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;3.594% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6678 | &nbsp;&nbsp;&nbsp;&nbsp;6559 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.022% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1869 | &nbsp;&nbsp;&nbsp;&nbsp;1848 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.263% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2700 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4146 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5150 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;11104 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.212% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;11365 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
| <sup>3</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.099% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3527 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;1301 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3338 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;10141 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10753 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1067 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6223 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;&nbsp;&nbsp;3378 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2419 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4118 | &nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6390 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10118 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;7858 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;9487 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;6441 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;3292 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2229 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3214 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4673 | &nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | Progress Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4007 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;5664 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3093 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;11694 | &nbsp;&nbsp;10209 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;27480 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;18307 | &nbsp;&nbsp;18239 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;2874 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2316 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;2883 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5534 | &nbsp;&nbsp;&nbsp;&nbsp;4251 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;6767 |
| <sup>3</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8862 | &nbsp;&nbsp;&nbsp;&nbsp;8020 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;16541 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;12491 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5471 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2096 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4378 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14233 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;27900 | &nbsp;&nbsp;28103 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2962 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;7009 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2331 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;8676 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4607 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10826 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4948 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7627 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9204 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2702 | &nbsp;&nbsp;&nbsp;&nbsp;2718 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;10217 | &nbsp;&nbsp;10144 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;3544 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;7025 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2267 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;4930 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2862 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6343 | &nbsp;&nbsp;&nbsp;&nbsp;3911 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;2646 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;3533 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;12083 | &nbsp;&nbsp;11585 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;16750 | &nbsp;&nbsp;16049 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6268 | &nbsp;&nbsp;&nbsp;&nbsp;5855 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;12988 | &nbsp;&nbsp;12560 |
| <sup>3</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;16689 | &nbsp;&nbsp;16442 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5110 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5161 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;19059 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;20364 | &nbsp;&nbsp;17923 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15899 |
|  | Puget Energy Inc. | &nbsp;&nbsp;2.379% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp;&nbsp;2762 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5342 |
|  | Puget Energy Inc. | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;7685 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2138 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;4118 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;13725 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1533 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;4832 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;&nbsp;&nbsp;8186 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp;2597 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.448% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.685% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4221 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3536 | &nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4063 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4514 | &nbsp;&nbsp;&nbsp;&nbsp;3995 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;&nbsp;&nbsp;4915 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4089 | &nbsp;&nbsp;&nbsp;&nbsp;4159 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;4632 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;16140 | &nbsp;&nbsp;14497 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4264 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;3992 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;5811 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7118 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3043 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;11695 |
| <sup>3</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3909 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;3702 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2024 |
|  | SCE Recovery Funding LLC | &nbsp;&nbsp;5.341% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;27245 | &nbsp;&nbsp;27062 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1166 |
| <sup>3</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3245 |
|  | Sempra | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;7488 |
|  | Sempra | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;14958 | &nbsp;&nbsp;14681 |
|  | Sempra | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7348 | &nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  | Sempra | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;10596 |
|  | Sempra | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6407 |
|  | Sempra | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;12452 | &nbsp;&nbsp;10512 |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8280 |
|  | Sempra | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;5628 |
|  | Sempra | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8109 |
|  | Sempra | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10690 |
|  | Sempra | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15950 |
|  | Sempra | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4717 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6491 |
|  | Sempra | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;4221 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8018 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3057 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;6760 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6147 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7911 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;12875 | &nbsp;&nbsp;13054 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;9814 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6337 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4710 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5117 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;17465 | &nbsp;&nbsp;18319 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2873 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;25557 | &nbsp;&nbsp;25382 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8741 | &nbsp;&nbsp;&nbsp;&nbsp;8894 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;4035 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp;&nbsp;&nbsp;5448 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4987 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;1480 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;7199 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8882 | &nbsp;&nbsp;&nbsp;&nbsp;7621 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;12496 | &nbsp;&nbsp;&nbsp;&nbsp;9794 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;12216 | &nbsp;&nbsp;10229 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp;3371 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;6297 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8397 | &nbsp;&nbsp;&nbsp;&nbsp;6985 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;25952 | &nbsp;&nbsp;17879 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1202 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3630 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3475 |
| <sup>3</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;9446 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;15905 | &nbsp;&nbsp;14670 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;9401 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;6983 |
|  | Southern California Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7890 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;9383 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5096 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6974 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;3174 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;4478 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>3</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3357 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;12241 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;6595 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13562 |
|  | Southern Co. | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15179 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;17020 | &nbsp;&nbsp;17185 |
|  | Southern Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;23707 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;13754 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5285 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;23847 | &nbsp;&nbsp;24100 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;25350 | &nbsp;&nbsp;24675 |
|  | Southern Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;26245 | &nbsp;&nbsp;24136 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;37094 | &nbsp;&nbsp;30606 |
| <sup>3</sup> | Southern Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;20990 | &nbsp;&nbsp;21541 |
|  | Southern Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3316 |
| <sup>3</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;1579 |
| <sup>3</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12076 | &nbsp;&nbsp;10600 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;10854 | &nbsp;&nbsp;11020 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;8056 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4837 |
| <sup>3</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;12857 | &nbsp;&nbsp;12691 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6436 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1261 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;13495 | &nbsp;&nbsp;11038 |
| <sup>3</sup> | Southern Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2289 | &nbsp;&nbsp;&nbsp;&nbsp;2257 |
| <sup>3</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
|  | Southern Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;3629 |
|  | Southern Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2462 |
| <sup>3</sup> | Southern Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;3461 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2469 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;6596 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5733 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/29/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;1945 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;1766 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8702 | &nbsp;&nbsp;&nbsp;&nbsp;8650 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;14114 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7167 | &nbsp;&nbsp;&nbsp;&nbsp;7049 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;5688 |
| <sup>3</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6491 | &nbsp;&nbsp;&nbsp;&nbsp;4876 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;12720 | &nbsp;&nbsp;&nbsp;&nbsp;8155 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2674 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7975 | &nbsp;&nbsp;&nbsp;&nbsp;8010 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;3625 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;5950 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;5305 |
| <sup>3</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1422 | &nbsp;&nbsp;&nbsp;&nbsp;1149 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;5439 |
| <sup>3</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;6293 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;1940 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Spire Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2716 |
|  | Spire Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6121 | &nbsp;&nbsp;&nbsp;&nbsp;6041 |
|  | Spire Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3609 |
|  | Spire Missouri Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2991 |
| <sup>3</sup> | Spire Missouri Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1212 |
|  | System Energy Resources Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4286 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | Tampa Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;14065 | &nbsp;&nbsp;11377 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9373 | &nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
|  | Toledo Edison Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2769 | &nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2752 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;6070 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4454 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3617 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;17194 | &nbsp;&nbsp;16953 |
|  | Union Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10132 | &nbsp;&nbsp;&nbsp;&nbsp;9914 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | Union Electric Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4888 |
|  | Union Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;16123 | &nbsp;&nbsp;16388 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | Union Electric Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3798 | &nbsp;&nbsp;&nbsp;&nbsp;3706 |
|  | Union Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3882 | &nbsp;&nbsp;&nbsp;&nbsp;3925 |
|  | Union Electric Co. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;3005 |
|  | Union Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;2746 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;6284 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  | Union Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;5297 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;7629 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5205 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2268 |
|  | Union Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
|  | United Utilities plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9302 | &nbsp;&nbsp;&nbsp;&nbsp;9766 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;11552 | &nbsp;&nbsp;11441 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;10882 | &nbsp;&nbsp;10391 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;19961 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10813 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5619 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5788 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;10588 | &nbsp;&nbsp;10358 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5919 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;7191 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;8509 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;10462 | &nbsp;&nbsp;&nbsp;&nbsp;8400 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;5218 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7656 | &nbsp;&nbsp;&nbsp;&nbsp;6435 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;11374 | &nbsp;&nbsp;&nbsp;&nbsp;9137 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp;7424 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7604 | &nbsp;&nbsp;&nbsp;&nbsp;5665 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;8897 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2406 | &nbsp;&nbsp;&nbsp;&nbsp;1606 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8052 | &nbsp;&nbsp;&nbsp;&nbsp;4497 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;14625 | &nbsp;&nbsp;&nbsp;&nbsp;8996 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3001 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;16740 | &nbsp;&nbsp;15674 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19370 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;10569 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15179 |
| <sup>3</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8817 | &nbsp;&nbsp;&nbsp;&nbsp;8395 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6851 |
| <sup>3</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1075 |
| <sup>3</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;4.877% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp;&nbsp;&nbsp;8976 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.796% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710 |
| <sup>3</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10985 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9972 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;10997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11065 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8419 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11516 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11450 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12610 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3512 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12663 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;14995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14895 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;32045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29948 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;14679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14023 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4619 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;10468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10686 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24395 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/3/2056 | &nbsp;&nbsp;10577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10320 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**9199311** |
| **Total Corporate Bonds (Cost $93,973,236)** | **Total Corporate Bonds (Cost $93,973,236)** | **Total Corporate Bonds (Cost $93,973,236)** | **Total Corporate Bonds (Cost $93,973,236)** | **Total Corporate Bonds (Cost $93,973,236)** | **88949080** |
| **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** |
| <sup>3</sup> | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31450 |
|  | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;21900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22116 |
|  | African Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;20283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20294 |
|  | African Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;23875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23564 |
|  | African Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;37175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37267 |
|  | African Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;18564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18265 |
|  | African Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368 |
|  | African Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/22/2036 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22096 |
| <sup>3</sup> | African Development Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3796 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5164 |
|  | Asian Development Bank | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;64175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63567 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;46115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45184 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;69800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70464 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;31150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31107 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;64125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65111 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;15188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14937 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;31850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32314 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/28/2029 | &nbsp;&nbsp;35803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35524 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5907 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10095 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;60451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60936 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/28/2030 | &nbsp;&nbsp;42887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42562 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16507 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/4/2031 | &nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30449 |
|  | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23709 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/2033 | &nbsp;&nbsp;22530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22326 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/2033 | &nbsp;&nbsp;22450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22017 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;27804 |
|  | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;56508 | &nbsp;&nbsp;&nbsp;&nbsp;56853 |
| <sup>3</sup> | Asian Development Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;50858 | &nbsp;&nbsp;&nbsp;&nbsp;50517 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;29962 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;25315 | &nbsp;&nbsp;&nbsp;&nbsp;25389 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;55046 | &nbsp;&nbsp;&nbsp;&nbsp;54789 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;39390 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20391 | &nbsp;&nbsp;&nbsp;&nbsp;20816 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8628 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;10251 | &nbsp;&nbsp;&nbsp;&nbsp;10086 |
|  | Canadian Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;32260 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23210 | &nbsp;&nbsp;&nbsp;&nbsp;23733 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;41175 | &nbsp;&nbsp;&nbsp;&nbsp;41348 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;11920 | &nbsp;&nbsp;&nbsp;&nbsp;12163 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6074 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25700 | &nbsp;&nbsp;&nbsp;&nbsp;26299 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16677 | &nbsp;&nbsp;&nbsp;&nbsp;17121 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;49968 | &nbsp;&nbsp;&nbsp;&nbsp;49402 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7275 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;16036 |
| <sup>3</sup> | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6344 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;23959 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;15611 | &nbsp;&nbsp;&nbsp;&nbsp;15460 |
| <sup>3,8</sup> | Electricite de France SA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
|  | Equinor ASA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3219 |
|  | Equinor ASA | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4539 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6743 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9567 |
| <sup>8</sup> | Equinor ASA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Equinor ASA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;36116 | &nbsp;&nbsp;&nbsp;&nbsp;34546 |
|  | Equinor ASA | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26288 | &nbsp;&nbsp;&nbsp;&nbsp;24343 |
|  | Equinor ASA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077 |
|  | Equinor ASA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12040 | &nbsp;&nbsp;&nbsp;&nbsp;11856 |
|  | Equinor ASA | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/17/2040 | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;10841 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
|  | Equinor ASA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/8/2043 | &nbsp;&nbsp;&nbsp;&nbsp;12295 | &nbsp;&nbsp;&nbsp;&nbsp;11263 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/2049 | &nbsp;&nbsp;&nbsp;&nbsp;11671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8035 |
|  | Equinor ASA | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;19825 | &nbsp;&nbsp;&nbsp;&nbsp;14813 |
| <sup>3</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;45400 | &nbsp;&nbsp;&nbsp;&nbsp;45851 |
|  | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;36400 | &nbsp;&nbsp;&nbsp;&nbsp;36652 |
| <sup>3</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;31575 |
|  | European Investment Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;22528 | &nbsp;&nbsp;&nbsp;&nbsp;22157 |
|  | European Investment Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3809 |
|  | European Investment Bank | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;34823 | &nbsp;&nbsp;&nbsp;&nbsp;34510 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;51700 | &nbsp;&nbsp;&nbsp;&nbsp;51755 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;53225 | &nbsp;&nbsp;&nbsp;&nbsp;53292 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;37400 | &nbsp;&nbsp;&nbsp;&nbsp;38006 |
|  | European Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;82200 | &nbsp;&nbsp;&nbsp;&nbsp;82555 |
|  | European Investment Bank | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;99597 |
|  | European Investment Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2836 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;56900 | &nbsp;&nbsp;&nbsp;&nbsp;56654 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;83456 | &nbsp;&nbsp;&nbsp;&nbsp;85298 |
|  | European Investment Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656 |
|  | European Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;48625 | &nbsp;&nbsp;&nbsp;&nbsp;48054 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17010 | &nbsp;&nbsp;&nbsp;&nbsp;14807 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;47574 | &nbsp;&nbsp;&nbsp;&nbsp;47446 |
|  | European Investment Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;32933 | &nbsp;&nbsp;&nbsp;&nbsp;29009 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;109928 | &nbsp;&nbsp;108883 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;28844 | &nbsp;&nbsp;&nbsp;&nbsp;29344 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;58180 | &nbsp;&nbsp;&nbsp;&nbsp;58633 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;65875 | &nbsp;&nbsp;&nbsp;&nbsp;64314 |
|  | European Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;49425 | &nbsp;&nbsp;&nbsp;&nbsp;49105 |
|  | European Investment Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;58471 | &nbsp;&nbsp;&nbsp;&nbsp;59930 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;89490 | &nbsp;&nbsp;&nbsp;&nbsp;88863 |
|  | European Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;14460 | &nbsp;&nbsp;&nbsp;&nbsp;15056 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp;31776 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;28805 | &nbsp;&nbsp;28759 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;23299 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;37950 | &nbsp;&nbsp;38221 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;41790 | &nbsp;&nbsp;41866 |
| <sup>9</sup> | Export Development Canada | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;10080 | &nbsp;&nbsp;10410 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;6869 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7770 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9210 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp;14528 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9995 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8201 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3744 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;4944 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9186 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;13729 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12450 | &nbsp;&nbsp;10978 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11590 | &nbsp;&nbsp;11392 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6758 | &nbsp;&nbsp;&nbsp;&nbsp;6671 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;10588 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5352 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10495 | &nbsp;&nbsp;10896 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8527 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6385 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp;6822 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;7210 |
| <sup>3</sup> | Hong Kong Government International Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8587 | &nbsp;&nbsp;&nbsp;&nbsp;7622 |
| <sup>3</sup> | Hydro-Quebec | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;4507 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;27985 |
|  | Inter-American Development Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;32173 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;54600 | &nbsp;&nbsp;54758 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;19851 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;24589 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;79577 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;22070 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;45740 | &nbsp;&nbsp;46721 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9537 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70825 | &nbsp;&nbsp;62132 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35825 | &nbsp;&nbsp;35110 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;23107 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;31025 | &nbsp;&nbsp;31601 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;23570 | &nbsp;&nbsp;23742 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;30358 | &nbsp;&nbsp;30458 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;58157 | &nbsp;&nbsp;57023 |
| <sup>3</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp;&nbsp;&nbsp;5565 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4276 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;13048 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;7111 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10057 | &nbsp;&nbsp;&nbsp;&nbsp;9986 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp;10616 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20750 | &nbsp;&nbsp;20913 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;100000 | &nbsp;&nbsp;99144 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;73421 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;44050 | &nbsp;&nbsp;41906 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;62500 | &nbsp;&nbsp;59512 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;26574 | &nbsp;&nbsp;26469 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;53100 | &nbsp;&nbsp;52716 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;47850 | &nbsp;&nbsp;48697 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;49575 | &nbsp;&nbsp;46465 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;56150 | &nbsp;&nbsp;55694 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;56667 | &nbsp;&nbsp;56657 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12680 | &nbsp;&nbsp;11788 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;94425 | &nbsp;&nbsp;94365 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;65125 | &nbsp;&nbsp;65638 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;13281 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;39375 | &nbsp;&nbsp;39466 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;36870 | &nbsp;&nbsp;32149 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;94348 | &nbsp;&nbsp;92605 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;52100 | &nbsp;&nbsp;52193 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/10/2031 | &nbsp;&nbsp;79765 | &nbsp;&nbsp;70282 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/10/2031 | &nbsp;&nbsp;58900 | &nbsp;&nbsp;60302 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;95000 | &nbsp;&nbsp;83635 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;80500 | &nbsp;&nbsp;82875 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/29/2032 | &nbsp;&nbsp;31750 | &nbsp;&nbsp;29127 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;37148 | &nbsp;&nbsp;37011 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/2033 | &nbsp;&nbsp;20400 | &nbsp;&nbsp;21108 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/28/2034 | &nbsp;&nbsp;34315 | &nbsp;&nbsp;33380 |
| <sup>3</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/27/2035 | &nbsp;&nbsp;64766 | &nbsp;&nbsp;65018 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;13672 | &nbsp;&nbsp;13829 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;11363 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;30125 | &nbsp;&nbsp;29854 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30337 |
| <sup>3</sup> | International Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/2/2030 | &nbsp;&nbsp;19150 | &nbsp;&nbsp;19100 |
|  | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;51150 | &nbsp;&nbsp;50476 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;12775 | &nbsp;&nbsp;12587 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;17528 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;21850 | &nbsp;&nbsp;21422 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7601 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;27150 | &nbsp;&nbsp;26706 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2373 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;41719 | &nbsp;&nbsp;41199 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;28567 | &nbsp;&nbsp;27095 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6520 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;&nbsp;&nbsp;9755 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;15838 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;19500 | &nbsp;&nbsp;17463 |
| <sup>10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |
| <sup>3,10</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;4476 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8286 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;29721 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;7812 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4434 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;5763 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3340 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3502 |
| <sup>10</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3282 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;80330 | &nbsp;&nbsp;79579 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;53750 | &nbsp;&nbsp;53853 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;42000 | &nbsp;&nbsp;41808 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;44000 | &nbsp;&nbsp;43948 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;18635 | &nbsp;&nbsp;18300 |
| <sup>3,11</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;30516 | &nbsp;&nbsp;30555 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;45775 | &nbsp;&nbsp;45831 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;63449 | &nbsp;&nbsp;62996 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;65800 | &nbsp;&nbsp;66100 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;42905 | &nbsp;&nbsp;42487 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;6736 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;32798 | &nbsp;&nbsp;33673 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;66528 | &nbsp;&nbsp;66071 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;34750 | &nbsp;&nbsp;30232 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17778 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/14/2031 | &nbsp;&nbsp;81953 | &nbsp;&nbsp;81195 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;43200 | &nbsp;&nbsp;43046 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/28/2034 | &nbsp;&nbsp;17275 | &nbsp;&nbsp;17439 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/18/2036 | &nbsp;&nbsp;13280 | &nbsp;&nbsp;&nbsp;&nbsp;8590 |
| <sup>11</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6/29/2037 | &nbsp;&nbsp;27892 | &nbsp;&nbsp;16960 |
|  | Korea Development Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10693 |
|  | Korea Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6204 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/3/2028 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11916 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;24425 | &nbsp;&nbsp;24566 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | Korea Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;21900 | &nbsp;&nbsp;22182 |
|  | Korea Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/3/2030 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;12093 |
|  | Korea Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5994 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Korea Development Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8452 |
|  | Korea Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4964 |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5792 |
|  | Korea Development Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4979 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11637 |
|  | Korea Development Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/23/2033 | &nbsp;&nbsp;11159 | &nbsp;&nbsp;11956 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;23105 | &nbsp;&nbsp;22614 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;16457 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/2029 | &nbsp;&nbsp;43392 | &nbsp;&nbsp;44310 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;21700 | &nbsp;&nbsp;19020 |
| <sup>11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;12068 | &nbsp;&nbsp;11900 |
| <sup>3,11</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/24/2033 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12589 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;35075 | &nbsp;&nbsp;35415 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7428 | &nbsp;&nbsp;&nbsp;&nbsp;7414 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;14425 | &nbsp;&nbsp;14578 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;17236 | &nbsp;&nbsp;17095 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;24640 | &nbsp;&nbsp;24401 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/2027 | &nbsp;&nbsp;21503 | &nbsp;&nbsp;21703 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14943 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;21200 | &nbsp;&nbsp;21345 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12530 |
| <sup>3,12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8854 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;11785 | &nbsp;&nbsp;11716 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;15640 | &nbsp;&nbsp;15929 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;14505 | &nbsp;&nbsp;14371 |
| <sup>12</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;34340 | &nbsp;&nbsp;33993 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp;&nbsp;&nbsp;6145 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;22859 | &nbsp;&nbsp;22811 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/2034 | &nbsp;&nbsp;26520 | &nbsp;&nbsp;27691 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/21/2036 | &nbsp;&nbsp;12322 | &nbsp;&nbsp;14476 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;2/14/2037 | &nbsp;&nbsp;36702 | &nbsp;&nbsp;37466 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9102 | &nbsp;&nbsp;&nbsp;&nbsp;7729 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/18/2050 | &nbsp;&nbsp;36376 | &nbsp;&nbsp;33319 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;4/20/2055 | &nbsp;&nbsp;32521 | &nbsp;&nbsp;28735 |
| <sup>3</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/10/2060 | &nbsp;&nbsp;15898 | &nbsp;&nbsp;14398 |
|  | Province of Alberta | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;13840 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;15940 | &nbsp;&nbsp;16193 |
|  | Province of Alberta | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;25282 | &nbsp;&nbsp;22552 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;13950 |
|  | Province of Alberta | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/2/2035 | &nbsp;&nbsp;28790 | &nbsp;&nbsp;28190 |
|  | Province of British Columbia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;32996 | &nbsp;&nbsp;33449 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;40500 | &nbsp;&nbsp;41364 |
|  | Province of British Columbia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/24/2029 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;35938 |
|  | Province of British Columbia | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;33187 | &nbsp;&nbsp;32969 |
|  | Province of British Columbia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;7286 |
|  | Province of British Columbia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/6/2033 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;14445 |
|  | Province of British Columbia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;36998 | &nbsp;&nbsp;37601 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/11/2035 | &nbsp;&nbsp;38748 | &nbsp;&nbsp;39385 |
|  | Province of British Columbia | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;3233 |
| <sup>3</sup> | Province of Manitoba | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;4985 |
|  | Province of Manitoba | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;12814 |
|  | Province of Manitoba | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Province of New Brunswick | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | Province of Ontario | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;51760 | &nbsp;&nbsp;51300 |
|  | Province of Ontario | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;5/21/2027 | &nbsp;&nbsp;15896 | &nbsp;&nbsp;15397 |
|  | Province of Ontario | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;24600 | &nbsp;&nbsp;24771 |
|  | Province of Ontario | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;60781 | &nbsp;&nbsp;60566 |
|  | Province of Ontario | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;31925 | &nbsp;&nbsp;31630 |
|  | Province of Ontario | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/2/2029 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;15905 |
|  | Province of Ontario | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;28621 | &nbsp;&nbsp;29322 |
|  | Province of Ontario | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;38339 | &nbsp;&nbsp;38106 |
|  | Province of Ontario | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;12490 |
|  | Province of Ontario | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8453 |
|  | Province of Ontario | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;22692 | &nbsp;&nbsp;20041 |
| <sup>3</sup> | Province of Ontario | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;18224 | &nbsp;&nbsp;16254 |
|  | Province of Ontario | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;20051 | &nbsp;&nbsp;20838 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;2431 |
|  | Province of Ontario | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;16378 | &nbsp;&nbsp;16214 |
|  | Province of Quebec | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/12/2027 | &nbsp;&nbsp;43050 | &nbsp;&nbsp;42539 |
|  | Province of Quebec | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;29300 | &nbsp;&nbsp;29134 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/2029 | &nbsp;&nbsp;31300 | &nbsp;&nbsp;31774 |
| <sup>3</sup> | Province of Quebec | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;11407 | &nbsp;&nbsp;12669 |
|  | Province of Quebec | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;12751 |
| <sup>3</sup> | Province of Quebec | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;55040 | &nbsp;&nbsp;54491 |
|  | Province of Quebec | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/21/2031 | &nbsp;&nbsp;88000 | &nbsp;&nbsp;79102 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;16350 | &nbsp;&nbsp;16420 |
|  | Province of Quebec | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/5/2034 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;16785 |
|  | Province of Saskatchewan | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7930 |
|  | Province of Saskatchewan | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/28/2030 | &nbsp;&nbsp;10956 | &nbsp;&nbsp;11163 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;16810 | &nbsp;&nbsp;16474 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;14059 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp;&nbsp;&nbsp;1495 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/13/2031 | &nbsp;&nbsp;18950 | &nbsp;&nbsp;18579 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;22537 | &nbsp;&nbsp;19937 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;83353 | &nbsp;&nbsp;71050 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;29420 | &nbsp;&nbsp;26536 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/5/2036 | &nbsp;&nbsp;16244 | &nbsp;&nbsp;16052 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;28019 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/2041 | &nbsp;&nbsp;45810 | &nbsp;&nbsp;34613 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/7/2042 | &nbsp;&nbsp;15904 | &nbsp;&nbsp;13946 |
|  | Republic of Chile | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;6/21/2047 | &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;9520 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/25/2050 | &nbsp;&nbsp;11364 | &nbsp;&nbsp;&nbsp;&nbsp;8136 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2052 | &nbsp;&nbsp;18735 | &nbsp;&nbsp;14520 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/5/2054 | &nbsp;&nbsp;11827 | &nbsp;&nbsp;11148 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/22/2061 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;10218 |
| <sup>3</sup> | Republic of Chile | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/21/2071 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;6008 |
| <sup>3</sup> | Republic of Hungary | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/29/2041 | &nbsp;&nbsp;30391 | &nbsp;&nbsp;34370 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;29900 | &nbsp;&nbsp;29417 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4604 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7786 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/11/2029 | &nbsp;&nbsp;16150 | &nbsp;&nbsp;16212 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;7634 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;10655 |
|  | Republic of Indonesia | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;10958 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;17800 | &nbsp;&nbsp;17049 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/21/2031 | &nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;9832 |
|  | Republic of Indonesia | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;13684 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/16/2031 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11104 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/28/2031 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;10874 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;16045 | &nbsp;&nbsp;14832 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;16404 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;13441 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;6926 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;14304 | &nbsp;&nbsp;13756 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;12875 | &nbsp;&nbsp;13072 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/21/2036 | &nbsp;&nbsp;14130 | &nbsp;&nbsp;13604 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/16/2036 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;14783 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/11/2048 | &nbsp;&nbsp;21695 | &nbsp;&nbsp;17522 |
|  | Republic of Indonesia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/11/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7602 | &nbsp;&nbsp;&nbsp;&nbsp;7176 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/30/2049 | &nbsp;&nbsp;21325 | &nbsp;&nbsp;15243 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;5251 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;19100 | &nbsp;&nbsp;14771 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/12/2051 | &nbsp;&nbsp;23361 | &nbsp;&nbsp;14624 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/31/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;6327 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5141 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/11/2053 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;11914 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/10/2054 | &nbsp;&nbsp;12294 | &nbsp;&nbsp;11144 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6759 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;2/21/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;8927 |
| <sup>3</sup> | Republic of Indonesia | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2070 | &nbsp;&nbsp;11785 | &nbsp;&nbsp;&nbsp;&nbsp;9002 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/2071 | &nbsp;&nbsp;&nbsp;&nbsp;9494 | &nbsp;&nbsp;&nbsp;&nbsp;5703 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;20800 | &nbsp;&nbsp;19888 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;21495 | &nbsp;&nbsp;22487 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/17/2049 | &nbsp;&nbsp;21600 | &nbsp;&nbsp;16489 |
| <sup>3</sup> | Republic of Italy | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/6/2051 | &nbsp;&nbsp;34655 | &nbsp;&nbsp;25368 |
|  | Republic of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10015 |
|  | Republic of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;18300 | &nbsp;&nbsp;18569 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Republic of Korea | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | Republic of Korea | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | Republic of Korea | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;5975 |
|  | Republic of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;11298 | &nbsp;&nbsp;10172 |
|  | Republic of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5693 | &nbsp;&nbsp;&nbsp;&nbsp;4789 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7896 | &nbsp;&nbsp;&nbsp;&nbsp;8377 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;16290 | &nbsp;&nbsp;16019 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;18300 | &nbsp;&nbsp;17125 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;31382 | &nbsp;&nbsp;25788 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;17387 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;23165 | &nbsp;&nbsp;22434 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/14/2035 | &nbsp;&nbsp;32539 | &nbsp;&nbsp;33833 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/26/2036 | &nbsp;&nbsp;14909 | &nbsp;&nbsp;15715 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6838 | &nbsp;&nbsp;&nbsp;&nbsp;7267 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;5.662% | &nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;19656 | &nbsp;&nbsp;18870 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;25256 | &nbsp;&nbsp;28937 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;14475 | &nbsp;&nbsp;11380 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/16/2050 | &nbsp;&nbsp;29718 | &nbsp;&nbsp;22586 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/29/2053 | &nbsp;&nbsp;14050 | &nbsp;&nbsp;10222 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;6.853% | &nbsp;&nbsp;3/28/2054 | &nbsp;&nbsp;16404 | &nbsp;&nbsp;16893 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;32156 | &nbsp;&nbsp;23717 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;&nbsp;9702 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;7/23/2060 | &nbsp;&nbsp;41521 | &nbsp;&nbsp;26982 |
| <sup>3</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/19/2063 | &nbsp;&nbsp;20700 | &nbsp;&nbsp;15118 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2346 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;54356 | &nbsp;&nbsp;49593 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;1.862% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;9959 |
|  | Republic of Peru | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;27193 | &nbsp;&nbsp;32870 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;27900 | &nbsp;&nbsp;23831 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/8/2035 | &nbsp;&nbsp;13975 | &nbsp;&nbsp;13940 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;23492 | &nbsp;&nbsp;23440 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/14/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8993 | &nbsp;&nbsp;&nbsp;&nbsp;9709 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;16759 | &nbsp;&nbsp;12631 |
|  | Republic of Peru | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/18/2050 | &nbsp;&nbsp;32605 | &nbsp;&nbsp;31030 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;20050 | &nbsp;&nbsp;13571 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/8/2054 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;14909 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/30/2055 | &nbsp;&nbsp;25968 | &nbsp;&nbsp;26096 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;12/1/2060 | &nbsp;&nbsp;24513 | &nbsp;&nbsp;12932 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;5945 |
| <sup>3</sup> | Republic of Peru | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/28/2121 | &nbsp;&nbsp;14925 | &nbsp;&nbsp;&nbsp;&nbsp;7972 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;16957 | &nbsp;&nbsp;17275 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;18900 | &nbsp;&nbsp;19115 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;32600 | &nbsp;&nbsp;33248 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;20600 | &nbsp;&nbsp;21634 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/2033 | &nbsp;&nbsp;40800 | &nbsp;&nbsp;40727 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;69200 | &nbsp;&nbsp;69492 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;27100 | &nbsp;&nbsp;27529 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/4/2053 | &nbsp;&nbsp;23025 | &nbsp;&nbsp;21166 |
| <sup>3</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/18/2054 | &nbsp;&nbsp;39180 | &nbsp;&nbsp;36106 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5261 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;46550 | &nbsp;&nbsp;45327 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1605 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/2029 | &nbsp;&nbsp;26296 | &nbsp;&nbsp;25785 |
|  | Republic of the Philippines | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;17800 | &nbsp;&nbsp;20870 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10937 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.457% | &nbsp;&nbsp;5/5/2030 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;10832 |
|  | Republic of the Philippines | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;20128 | &nbsp;&nbsp;22601 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.648% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;14484 | &nbsp;&nbsp;12395 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/27/2031 | &nbsp;&nbsp;10370 | &nbsp;&nbsp;10121 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;7749 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;11504 | &nbsp;&nbsp;12340 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.556% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7845 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;4/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8966 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/17/2033 | &nbsp;&nbsp;17330 | &nbsp;&nbsp;17208 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2034 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11506 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;24353 | &nbsp;&nbsp;26196 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2035 | &nbsp;&nbsp;14625 | &nbsp;&nbsp;14810 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;13040 | &nbsp;&nbsp;12540 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/27/2036 | &nbsp;&nbsp;19459 | &nbsp;&nbsp;18907 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;16812 | &nbsp;&nbsp;16223 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Republic of the Philippines | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/20/2040 | &nbsp;&nbsp;24891 | &nbsp;&nbsp;20915 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;25983 | &nbsp;&nbsp;20826 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/2/2042 | &nbsp;&nbsp;23738 | &nbsp;&nbsp;18901 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;17461 | &nbsp;&nbsp;11683 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/10/2045 | &nbsp;&nbsp;17528 | &nbsp;&nbsp;11003 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/6/2046 | &nbsp;&nbsp;25825 | &nbsp;&nbsp;17679 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/29/2047 | &nbsp;&nbsp;12540 | &nbsp;&nbsp;10001 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/13/2047 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10105 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;15675 | &nbsp;&nbsp;15054 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/14/2049 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10621 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;9/5/2049 | &nbsp;&nbsp;12600 | &nbsp;&nbsp;11486 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/4/2050 | &nbsp;&nbsp;15142 | &nbsp;&nbsp;15183 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/27/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9287 | &nbsp;&nbsp;&nbsp;&nbsp;9150 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;6612 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;28680 | &nbsp;&nbsp;29056 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;8368 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;54500 | &nbsp;&nbsp;55292 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/3/2030 | &nbsp;&nbsp;19627 | &nbsp;&nbsp;17963 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;29030 | &nbsp;&nbsp;28439 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/17/2033 | &nbsp;&nbsp;29375 | &nbsp;&nbsp;28202 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;37800 | &nbsp;&nbsp;38253 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;26200 | &nbsp;&nbsp;26609 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;37350 | &nbsp;&nbsp;35986 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2043 | &nbsp;&nbsp;29730 | &nbsp;&nbsp;25085 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;8072 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;25525 | &nbsp;&nbsp;16427 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/2050 | &nbsp;&nbsp;12032 | &nbsp;&nbsp;&nbsp;&nbsp;8437 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;44050 | &nbsp;&nbsp;40937 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/13/2056 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;17146 |
| <sup>3</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/2120 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;&nbsp;&nbsp;8485 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/4/2027 | &nbsp;&nbsp;27070 | &nbsp;&nbsp;27051 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;17600 | &nbsp;&nbsp;17557 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3706 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;13250 | &nbsp;&nbsp;13309 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;27400 | &nbsp;&nbsp;27645 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9326 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8786 | &nbsp;&nbsp;&nbsp;&nbsp;8691 |
| <sup>3</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/2030 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;12800 |
|  | United Mexican States | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;27600 | &nbsp;&nbsp;27218 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/9/2028 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;10281 |
|  | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9589 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/7/2029 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15601 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;15180 | &nbsp;&nbsp;15660 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8390 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;34800 | &nbsp;&nbsp;30720 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;8.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;11390 | &nbsp;&nbsp;13210 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;44575 | &nbsp;&nbsp;42838 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;49886 | &nbsp;&nbsp;50414 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;72867 | &nbsp;&nbsp;71099 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;10382 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;41850 | &nbsp;&nbsp;39628 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;67509 | &nbsp;&nbsp;66129 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/2034 | &nbsp;&nbsp;30369 | &nbsp;&nbsp;25753 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;20864 | &nbsp;&nbsp;22139 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/9/2035 | &nbsp;&nbsp;38380 | &nbsp;&nbsp;39223 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/22/2035 | &nbsp;&nbsp;41500 | &nbsp;&nbsp;40114 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/7/2036 | &nbsp;&nbsp;43750 | &nbsp;&nbsp;43445 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;60244 | &nbsp;&nbsp;62986 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/29/2038 | &nbsp;&nbsp;27136 | &nbsp;&nbsp;27642 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/9/2038 | &nbsp;&nbsp;70741 | &nbsp;&nbsp;69047 |
|  | United Mexican States | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/11/2040 | &nbsp;&nbsp;20796 | &nbsp;&nbsp;20192 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/14/2041 | &nbsp;&nbsp;18546 | &nbsp;&nbsp;14501 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/8/2044 | &nbsp;&nbsp;50333 | &nbsp;&nbsp;40311 |
|  | United Mexican States | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/21/2045 | &nbsp;&nbsp;26075 | &nbsp;&nbsp;23379 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/23/2046 | &nbsp;&nbsp;26191 | &nbsp;&nbsp;20042 |
|  | United Mexican States | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;25643 | &nbsp;&nbsp;18732 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/10/2048 | &nbsp;&nbsp;24396 | &nbsp;&nbsp;18282 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;23200 | &nbsp;&nbsp;17025 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;27890 | &nbsp;&nbsp;21726 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2052 | &nbsp;&nbsp;27525 | &nbsp;&nbsp;19444 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;54040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50234 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;20979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19567 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/13/2055 | &nbsp;&nbsp;12271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12890 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;31651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30633 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28626 |
| <sup>3</sup> | United Mexican States | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/12/2110 | &nbsp;&nbsp;24333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19746 |
| **Total Sovereign Bonds (Cost $12,693,491)** | **Total Sovereign Bonds (Cost $12,693,491)** | **Total Sovereign Bonds (Cost $12,693,491)** | **Total Sovereign Bonds (Cost $12,693,491)** | **Total Sovereign Bonds (Cost $12,693,491)** | **12295049** |
| **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** |
|  | Alabama Federal AID Highway Finance Authority SO Revenue | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Alameda County CA Joint Powers Authority Lease Revenue | &nbsp;&nbsp;7.046% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.834% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;8.084% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12819 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;17518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18279 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;7.043% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4233 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.907% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597 |
|  | Broward County FL Airport System Revenue | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | California Earthquake Authority Revenue | &nbsp;&nbsp;5.603% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 |
|  | California GO | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 |
|  | California GO | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | California GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5707 |
|  | California GO | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7274 |
|  | California GO | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8543 |
|  | California GO | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8371 |
|  | California GO | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3589 |
|  | California GO | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537 |
|  | California GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10681 |
|  | California GO | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;23080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26515 |
|  | California GO | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;31220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37060 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;19015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21844 |
|  | California GO | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13533 |
|  | California GO | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;14985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17833 |
|  | California GO | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;20835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24992 |
|  | California GO | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 |
|  | California GO | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4666 |
|  | California Health Facilities Financing Authority Revenue (Social Bonds-Federally Taxable) | &nbsp;&nbsp;4.353% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | California State Taxable Various Purpose GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4717 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;3.899% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.897% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4186 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3796 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;5.183% | &nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 |
|  | Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | &nbsp;&nbsp;3.204% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 |
|  | Chicago IL GO | &nbsp;&nbsp;5.879% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 |
|  | Chicago IL Metropolitan Water Reclamation District GO | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5289 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9339 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.472% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5104 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;10380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11592 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5354 |
|  | Clark County NV Airport System Revenue | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.864% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4691 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.807% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6401 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;2.991% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 |
|  | Commonwealth of Massachusetts SO Revenue | &nbsp;&nbsp;3.769% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | Connecticut GO | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10867 |
|  | Cook County IL GO | &nbsp;&nbsp;6.229% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
|  | Dallas County TX Hospital District GO | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;3218 |
|  | Dallas TX Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
|  | Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | &nbsp;&nbsp;7.088% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;3422 |
| <sup>13</sup> | Dallas TX Independent School District GO | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1529 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.994% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;12860 | &nbsp;&nbsp;11056 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.089% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;4239 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2095 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;8210 |
|  | District of Columbia Water & Sewer Authority Public Utility Revenue | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;10/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3132 |
|  | East Bay CA Municipal Utility District Water System Revenue | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;7347 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;9508 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;12609 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;15194 |
|  | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;4.094% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5524 | &nbsp;&nbsp;&nbsp;&nbsp;4480 |
| <sup>14</sup> | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;1955 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;18549 | &nbsp;&nbsp;19885 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6593 | &nbsp;&nbsp;&nbsp;&nbsp;7113 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5027 | &nbsp;&nbsp;&nbsp;&nbsp;5558 |
|  | Georgia Water & Wastewater Revenue | &nbsp;&nbsp;2.257% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5646 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;2686 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2057 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;2881 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;3013 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2330 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;5.184% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;23720 | &nbsp;&nbsp;16490 |
|  | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;7221 |
|  | Houston TX GO | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;2761 |
|  | Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No. 2) | &nbsp;&nbsp;2.861% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1322 |
|  | Illinois GO | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;76462 | &nbsp;&nbsp;77884 |
|  | Illinois GO | &nbsp;&nbsp;6.630% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;11440 | &nbsp;&nbsp;11980 |
|  | Illinois State Toll Highway Authority Revenue | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;3.051% | &nbsp;&nbsp;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;3.985% | &nbsp;&nbsp;1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;2440 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;5396 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue ETM | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;2627 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;4531 |
| <sup>15</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
| <sup>14</sup> | Kansas Development Finance Authority Revenue (Employees Retirement System) | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;2101 |
|  | Los Angeles CA Community College District GO | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5706 |
| <sup>14</sup> | Los Angeles CA Department of Airports International Revenue | &nbsp;&nbsp;4.242% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2403 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;9005 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;3517 |
|  | Los Angeles County CA Public Works Financing Authority Lease Revenue | &nbsp;&nbsp;7.618% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;1678 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.145% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;7688 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.048% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4201 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9065 | &nbsp;&nbsp;&nbsp;&nbsp;8738 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;13320 |
|  | Maryland Economic Development Corp. Revenue | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;5/31/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;2618 |
|  | Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3398 | &nbsp;&nbsp;&nbsp;&nbsp;3301 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.052% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.197% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;1957 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Massachusetts GO | &nbsp;&nbsp;5.456% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;6824 |
|  | Massachusetts GO | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;3281 |
|  | Massachusetts SO Revenue | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1584 | &nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | Massachusetts Transportation Fund Revenue | &nbsp;&nbsp;5.731% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3886 |
|  | Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | &nbsp;&nbsp;6.731% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
|  | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | &nbsp;&nbsp;7.462% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;5440 |
|  | Miami-Dade County FL Aviation Revenue (Miami International Airport) | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;5609 |
|  | Miami-Dade County FL Seaport Revenue | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5648 |
|  | Miami-Dade County FL Transit System Sales Surtax Revenue | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;4976 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.084% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;5098 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.496% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;1841 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;8/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2502 |
|  | Mississippi GO | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;3999 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.652% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
|  | National Finance Authority NH Revenue | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2629 |
| <sup>16</sup> | New Jersey Economic Development Authority Revenue (State Pension Funding) | &nbsp;&nbsp;7.425% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp;8390 |
|  | New Jersey Transportation Trust Fund Authority Transportation System Revenue | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;4739 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;17067 | &nbsp;&nbsp;20174 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.102% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;19751 | &nbsp;&nbsp;22786 |
|  | New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;7941 |
|  | New York City NY GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3560 |
|  | New York City NY GO | &nbsp;&nbsp;6.271% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6910 |
|  | New York City NY GO | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6707 |
|  | New York City NY GO | &nbsp;&nbsp;5.559% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8589 | &nbsp;&nbsp;&nbsp;&nbsp;8434 |
|  | New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7236 |
|  | New York City NY GO | &nbsp;&nbsp;5.263% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3063 |
|  | New York City NY GO | &nbsp;&nbsp;5.828% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7813 |
|  | New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | New York City NY GO | &nbsp;&nbsp;5.392% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;6343 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5627 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.724% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.952% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1024 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;6.011% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.440% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;5720 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;13105 | &nbsp;&nbsp;13185 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9215 | &nbsp;&nbsp;&nbsp;&nbsp;9843 |
|  | New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;1153 |
|  | New York State Dormitory Authority Revenue | &nbsp;&nbsp;5.832% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;2545 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | New York State Urban Development Corp. Revenue | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2397 |
|  | New York State Urban Development Corp. Revenue Prere. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | New York State Urban Development Corp. Revenue (Personal Income Tax) | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;10215 | &nbsp;&nbsp;11148 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;5481 | &nbsp;&nbsp;&nbsp;&nbsp;4494 |
|  | Ohio Turnpike Commission Revenue | &nbsp;&nbsp;3.216% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;2993 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;3.877% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2846 | &nbsp;&nbsp;&nbsp;&nbsp;2804 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;12240 | &nbsp;&nbsp;11574 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;4096 |
|  | Oregon GO | &nbsp;&nbsp;5.892% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5546 |
| <sup>14</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.528% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Pennsylvania Economic Development Financing Authority Revenue (Infrastructure Programs) | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7722 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.790% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;3954 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;3484 |
|  | Pennsylvania Turnpike Commission Revenue | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3680 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;14510 | &nbsp;&nbsp;15168 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5122 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;5503 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;3313 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.031% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1469 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.139% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7237 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2376 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2193 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.229% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;2515 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;29910 | &nbsp;&nbsp;25071 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;7385 | &nbsp;&nbsp;&nbsp;&nbsp;6614 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;8/1/2069 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | &nbsp;&nbsp;2.543% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2500 |
|  | Regional Transportation District of Colorado Sales Tax Revenue | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2049 |
|  | Riverside CA Pension Obligation Taxable Revenue Bonds | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3343 |
|  | Riverside County CA Pension Obligation Revenue Bonds | &nbsp;&nbsp;3.818% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;5.665% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;2896 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;3486 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7160 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2398 |
|  | Salt River Projects Arizona Agricultural Improvement & Power District Revenue | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;3110 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7158 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;4.427% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.469% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1844 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.569% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3994 |
|  | San Diego County CA Regional Transportation Commission Sales Tax Revenue | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3204 |
|  | San Diego County CA Water Authority Revenue | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6258 |
|  | San Francisco CA City & County Public Utilities Commission Wastewater Revenue | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5056 |
|  | San Francisco CA City & County Public Utilities Commission Water Revenue | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;6389 |
|  | San Jose California Redevelopment Agency Successor Agency Tax Allocation | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3374 |
|  | South Carolina Public Service Authority Revenue | &nbsp;&nbsp;6.454% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7442 |
|  | State Public School Building Authority PA Revenue | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3448 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | Texas A & M University Permanent Fund Revenue | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | Texas GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;10845 | &nbsp;&nbsp;11109 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;18065 | &nbsp;&nbsp;18506 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;19715 | &nbsp;&nbsp;19967 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;10543 |
|  | Texas Transportation Commission GO | &nbsp;&nbsp;4.681% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;2092 |
|  | Texas Transportation Commission State Highway Revenue | &nbsp;&nbsp;5.178% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;12620 | &nbsp;&nbsp;12839 |
| <sup>14</sup> | Tucson City AZ COP | &nbsp;&nbsp;2.856% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | United Nations Development Corp. NY Revenue | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1610 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.132% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3985 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;19050 | &nbsp;&nbsp;20212 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4818 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;7058 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;7047 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.706% | &nbsp;&nbsp;5/15/2120 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | University of California Revenue | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;7337 |
|  | University of California Revenue | &nbsp;&nbsp;1.614% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5291 |
|  | University of California Revenue | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;3940 |
|  | University of California Revenue | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;5/15/2112 | &nbsp;&nbsp;12189 | &nbsp;&nbsp;&nbsp;&nbsp;9943 |
|  | University of California Revenue | &nbsp;&nbsp;4.767% | &nbsp;&nbsp;5/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;3942 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.437% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9978 | &nbsp;&nbsp;&nbsp;&nbsp;7524 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.599% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;3394 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843 |
|  | University of Michigan Revenue | &nbsp;&nbsp;4.454% | &nbsp;&nbsp;4/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9766 |
|  | University of Minnesota Revenue | &nbsp;&nbsp;4.048% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 |
|  | University of Nebraska Student Fee Revenue | &nbsp;&nbsp;3.037% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 |
| <sup>15</sup> | University of Oregon Revenue | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;3/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 |
|  | University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | &nbsp;&nbsp;3.555% | &nbsp;&nbsp;9/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;3.354% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;2.439% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.376% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 |
|  | University of Texas Permanent University Fund Revenue | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6793 |
|  | University of Virginia Revenue | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;9/1/2117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 |
|  | University of Virginia Revenue | &nbsp;&nbsp;3.227% | &nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 |
|  | Williamsburg VA Economic Development Authority Revenue (Colonial Foundation Project) | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8886 |
|  | Wisconsin General Fund Annual Appropriation Revenue ETM | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026 |
| **Total Taxable Municipal Bonds (Cost $1,677,924)** | **Total Taxable Municipal Bonds (Cost $1,677,924)** | **Total Taxable Municipal Bonds (Cost $1,677,924)** | **Total Taxable Municipal Bonds (Cost $1,677,924)** | **Total Taxable Municipal Bonds (Cost $1,677,924)** | &nbsp;&nbsp;&nbsp;&nbsp;**1472687** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** |
| **Money Market Fund (3.0%)** | **Money Market Fund (3.0%)** | **Money Market Fund (3.0%)** | **Money Market Fund (3.0%)** | **Money Market Fund (3.0%)** | **Money Market Fund (3.0%)** |
| <sup>17</sup> | Vanguard Market Liquidity Fund **(Cost $10,934,935)** | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;109360774 | &nbsp;&nbsp;&nbsp;&nbsp;**10934984** |
| **Total Investments (101.8%) (Cost $393,374,183)** | **Total Investments (101.8%) (Cost $393,374,183)** | **Total Investments (101.8%) (Cost $393,374,183)** | **Total Investments (101.8%) (Cost $393,374,183)** |  | &nbsp;&nbsp;**375214711** |
| **Other Assets and Liabilities—Net (-1.8%)** | **Other Assets and Liabilities—Net (-1.8%)** | **Other Assets and Liabilities—Net (-1.8%)** | **Other Assets and Liabilities—Net (-1.8%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**(6650442)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**368564269** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $111,798 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 2 | Securities with a value of $69,333 have been segregated as initial margin for open centrally cleared swap contracts. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | U.S. government-guaranteed. |
| 5 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $691,884, representing 0.2% of net assets. |
| 9 | Guaranteed by the Government of Canada. |
| 10 | Guaranteed by the Government of Japan. |
| 11 | Guaranteed by the Federal Republic of Germany. |
| 12 | Guaranteed by the Republic of Austria. |
| 13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 14 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 15 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 16 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| CMT—Constant Maturing Treasury Rate. |
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| ETM—Escrowed to Maturity. |
| GO—General Obligation Bond. |
| Prere.—Prerefunded. |
| REIT—Real Estate Investment Trust. |
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
| RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. |
| SO—Special Obligation. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-IG-S46-V1 | 6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;48296 | &nbsp;&nbsp;&nbsp;2315 |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

At March 31, 2026, counterparties had deposited in segregated accounts securities with a value of $430,000 in connection with TBA transactions.

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

D. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a

------

counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

E. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;254635766 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;254635766 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927145 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927145 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;88949080 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;88949080 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;12295049 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;12295049 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472687 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472687 |
| Temporary Cash Investments | 10934984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10934984 |
| Total | 10934984 | &nbsp;&nbsp;&nbsp;364279727 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;375214711 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TOTAL BOND MARKET II INDEX FUND

- **b. EDGAR series identifier (if any):** S000025158

- **c. LEI of Series:** E3F24BZCDA1UXGFMYX67

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $388423847416.30

**Total Liabilities:** $20997965655.86

**Net Assets:** $367425881760.44

**Delayed Delivery Securities:** $8797069649.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -319002.24606294 | **1-Year:** -9260653.97523082 | **5-Year:** -28018909.78846924 | **10-Year:** -41929085.17695960 | **30-Year:** -19464777.34381263

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

- **3-Month:** -1619.71178699 | **1-Year:** -77860.50577549 | **5-Year:** -226848.81614772 | **10-Year:** -381612.47721755 | **30-Year:** -212420.80961087

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075027 | 0.13%                | 1.56%                | -1.72%               |
| Class ID C000075028 | 0.13%                | 1.56%                | -1.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-53094503.63            | $-509942270.74                             |
| Month 2  | $40649274.56             | $4657546403.08                             |
| Month 3  | $-227072097.48           | $-7587959589.12                            |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7219306.03     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5247                      | CUSIP: 31417BZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1606716 | PA      | $1480859.09     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0319                      | CUSIP: 3142GQK92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19144393 | PA      | $20276431.80    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18471                      | CUSIP: 3128MMQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      746966 | PA      | $732525.90      | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $16029474.97    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6109                      | CUSIP: 3140X9YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21618861 | PA      | $18458942.33    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5726000 | PA      | $4147703.07     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8058                      | CUSIP: 3132D55T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14896017 | PA      | $14109561.97    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    22833000 | PA      | $14817978.72    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A2              | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      652348 | PA      | $619211.57      | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN8146                      | CUSIP: 3140JRBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2823021 | PA      | $2618903.57     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    12255000 | PA      | $7497151.36     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     8935000 | PA      | $7831193.42     | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6768                      | CUSIP: 3140QSQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2123587 | PA      | $2205857.14     | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04693                      | CUSIP: 3128M6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99392 | PA      | $101570.24      | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1069357200 | PA      | $1000266694.31  | 0.27%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7794                      | CUSIP: 3140MMUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1555591 | PA      | $1309016.75     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4306                      | CUSIP: 3140X7YC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2485891 | PA      | $2274855.79     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $4891447.43     | 0.00%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    36520000 | PA      | $40803186.29    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      433993 | PA      | $432439.37      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    24400000 | PA      | $22096358.02    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7272                      | CUSIP: 31417ECJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      993651 | PA      | $914858.66      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2701240.42     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1610312.45     | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674282                      | CUSIP: 36295MCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      298882 | PA      | $297280.20      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0593                      | CUSIP: 3132DMUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14793476 | PA      | $13274360.62    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    19336000 | PA      | $18067905.58    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6229712.85     | 0.00%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3696818.64     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    10215000 | PA      | $11148119.82    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2955                      | CUSIP: 3138WCH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      494200 | PA      | $476199.37      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90224                      | CUSIP: 312938G98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235435 | PA      | $230153.20      | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    14230000 | PA      | $10465627.03    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11725000 | PA      | $10040203.71    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLERCHRYS NA                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     8820000 | PA      | $10225046.02    | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                     | BBCMS 2020-C7 A5               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1574110.48     | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    15142000 | PA      | $15183204.70    | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6227453 | PA      | $5788419.07     | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8490                      | CUSIP: 3132DWNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14104602 | PA      | $13628337.66    | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     3314000 | PA      | $3811845.04     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $7031273.51     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8874                      | CUSIP: 36179X2F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15338707 | PA      | $13769549.43    | 0.00%             | 2053-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6583692.39     | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3704                        | CUSIP: 36202EDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8249 | PA      | $8650.15        | 0.00%             | 2035-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    41000000 | PA      | $41722122.41    | 0.01%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     6633000 | PA      | $6499995.03     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    30500000 | PA      | $26664121.14    | 0.01%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     6126000 | PA      | $4096696.09     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1131                      | CUSIP: 3132DNHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4812473 | PA      | $4567586.10     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2883                      | CUSIP: 3132DQFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6199793 | PA      | $6336881.13     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6583                      | CUSIP: 3140KEJ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1815221 | PA      | $1543092.16     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A             | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2025000 | PA      | $1840915.55     | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3098000 | PA      | $2959655.31     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8689                      | CUSIP: 3140XCUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6891929 | PA      | $5910415.45     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8969226.89     | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                               | VERTIV HLDNG CO                | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4277969.03     | 0.00%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5375                      | CUSIP: 3140XL6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16388521 | PA      | $13485123.83    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08369                      | CUSIP: 3128MJMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      404568 | PA      | $411266.08      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    94095209 | PA      | $91520510.25    | 0.02%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   764934000 | PA      | $759376272.58   | 0.21%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     7846000 | PA      | $8012415.32     | 0.00%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91876                      | CUSIP: 312940CM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      285043 | PA      | $289787.60      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    14295000 | PA      | $13617052.27    | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91403                      | CUSIP: 3128P7RY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      994594 | PA      | $979455.68      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12294000 | PA      | $11143973.33    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    18350000 | PA      | $18195695.33    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A4                | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6420000 | PA      | $6503694.97     | 0.00%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 A4                | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1907076.93     | 0.00%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3057                      | CUSIP: 3132DQME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2119736 | PA      | $2156538.50     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5005318.21     | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    15772000 | PA      | $12580109.61    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716785                      | CUSIP: 3620A2J64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100562 | PA      | $100050.07      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3956                      | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3480267 | PA      | $3348630.15     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02682                      | CUSIP: 3128M4J38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      142276 | PA      | $152501.41      | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6870000 | PA      | $6663786.72     | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   731318000 | PA      | $685810596.59   | 0.19%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A3                | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600324 | PA      | $600802.65      | 0.00%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT0874                      | CUSIP: 3138WM6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28621 | PA      | $26240.64       | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                          | GEN LUX/GEN USA                | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4125000 | PA      | $4249147.42     | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     9646000 | PA      | $9636381.45     | 0.00%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3769                      | CUSIP: 3140X7FK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5759308 | PA      | $5457037.39     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745780                      | CUSIP: 31403DQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19897 | PA      | $21238.28       | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1399529.06     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535039                      | CUSIP: 31384VLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2226 | PA      | $2305.09        | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3995                        | CUSIP: 36202ENL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14477 | PA      | $15191.43       | 0.00%             | 2037-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7168                      | CUSIP: 3140XN6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6449305 | PA      | $6868583.69     | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                      | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     6000000 | PA      | $5987569.48     | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9452139 | PA      | $8868471.29     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9606                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33455369 | PA      | $34133098.21    | 0.01%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4353270.47     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $14410886.94    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-BABS                | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    14985000 | PA      | $17832908.24    | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     7080000 | PA      | $7192289.59     | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4441                      | CUSIP: 3140X75B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5236548 | PA      | $4756098.63     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0036                      | CUSIP: 3140XFBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4023227 | PA      | $3641520.95     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $1633165.93     | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6061                      | CUSIP: 3140XMWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21018638 | PA      | $19908931.30    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0834                      | CUSIP: 3140XF4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      854331 | PA      | $718911.98      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    11148000 | PA      | $8206515.04     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9846                      | CUSIP: 3138ER5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2261244 | PA      | $2242333.71     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03698                      | CUSIP: 3128M5NP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145828 | PA      | $152763.04      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     8603000 | PA      | $8847499.83     | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    16721000 | PA      | $15330866.52    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3387                      | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2629433 | PA      | $2568644.11     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | BURLINGTON RES F               | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     5472000 | PA      | $6138285.45     | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5698                      | CUSIP: 3138WFKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      200103 | PA      | $186654.13      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    17600000 | PA      | $17557474.80    | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8473                      | CUSIP: 3132DWMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59006003 | PA      | $56929027.26    | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3092                      | CUSIP: 3140QANJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3762476 | PA      | $3683636.98     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    53000000 | PA      | $53332730.85    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    42855000 | PA      | $40049334.72    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    26850000 | PA      | $26366367.20    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737689                      | CUSIP: 3620ARRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      684882 | PA      | $661249.91      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04240                      | CUSIP: 3128M6BH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2530 | PA      | $2690.17        | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0014                      | CUSIP: 3142J6AQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   166283378 | PA      | $169383349.46   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8278528.41     | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4970034.93     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67700                      | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16352827 | PA      | $15321910.15    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08785                      | CUSIP: 3128MJ2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1335896 | PA      | $1276561.47     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE5002                      | CUSIP: 3133BERX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      458592 | PA      | $434195.63      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K751 A2                   | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8525000 | PA      | $8576077.54     | 0.00%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9027                      | CUSIP: 3138ERA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      861238 | PA      | $827712.68      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                                            | UBSCM 2018-C9 A4               | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12275000 | PA      | $12087264.92    | 0.00%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1181182 | PA      | $1173563.93     | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2611                      | CUSIP: 3142GS3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20968618 | PA      | $21140677.59    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734372                      | CUSIP: 31402N2D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27300 | PA      | $27969.74       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2892                      | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8663844 | PA      | $8138900.07     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $14478045.45    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3573463 | PA      | $3612586.16     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    29724000 | PA      | $23094966.59    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04877                      | CUSIP: 3128M6XE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178818 | PA      | $187558.59      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3083                      | CUSIP: 3140M4M96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7788398 | PA      | $6552652.88     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $10331477.36    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     4534000 | PA      | $4692216.48     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $14173343.73    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5472                      | CUSIP: 3133BTCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20525950 | PA      | $21052933.45    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                                    | EART 2025-1A A3                | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1428254 | PA      | $1429687.32     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3805764.73     | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7325                      | CUSIP: 3140QFD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43701261 | PA      | $35972784.43    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3004                      | CUSIP: 3140KNKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11503818 | PA      | $9365138.54     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A3                 | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2143848.52     | 0.00%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8004                      | CUSIP: 3132DV3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5814507 | PA      | $5181085.45     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $48971620.61    | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    17661000 | PA      | $17546296.42    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08682                      | CUSIP: 3128MJXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1820904 | PA      | $1751438.62     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    21230000 | PA      | $22925563.01    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   110303878 | PA      | $107285665.94   | 0.03%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    15539000 | PA      | $15518377.62    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6471521.71     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     6897000 | PA      | $6744180.43     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9607                      | CUSIP: 36179YU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12369042 | PA      | $12886341.14    | 0.00%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8221                      | CUSIP: 3140XQD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18021728 | PA      | $18577341.84    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   286120000 | PA      | $284309395.44   | 0.08%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CSAIL 2018-CX11 A5             | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12600000 | PA      | $12494127.24    | 0.00%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8435592.79     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9839046.63     | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    40580000 | PA      | $25024732.75    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $4311106.43     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2550773.61     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | FLIR SYSTEMS                   | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4136998.86     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 AS              | CUSIP: 06541UCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415000 | PA      | $360713.73      | 0.00%             | 2053-12-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $3838422.98     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2839521.98     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10099411.54    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M1 A2                 | CUSIP: 3136AY7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      393864 | PA      | $387828.52      | 0.00%             | 2027-12-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    23263000 | PA      | $22289783.62    | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      362526 | PA      | $368532.09      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18587                      | CUSIP: 3128MMUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      808682 | PA      | $792133.92      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    10695000 | PA      | $9258667.36     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8172624.27     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09002                      | CUSIP: 31294UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64202 | PA      | $63648.89       | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725946                      | CUSIP: 31402DP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1225524 | PA      | $1259491.10     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4449715.62     | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4472066.48     | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    34760000 | PA      | $25604512.41    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    34200000 | PA      | $30449323.93    | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    18494000 | PA      | $18760875.47    | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3209118.13     | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     5600000 | PA      | $4981859.72     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    16870000 | PA      | $16559458.66    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4709                      | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24414799 | PA      | $24297385.31    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04790                      | CUSIP: 3128M6UP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98383 | PA      | $103118.07      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2090                      | CUSIP: 3132AEKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3335962 | PA      | $2985057.87     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1105                      | CUSIP: 3138EHGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      710737 | PA      | $707314.38      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3442                      | CUSIP: 3140X6ZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1858072 | PA      | $1652172.81     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2279752.69     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3853                        | CUSIP: 36202EH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26307 | PA      | $27630.76       | 0.00%             | 2036-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 4/26                  | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   672950000 | PA      | $675762729.12   | 0.18%             | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10522922.29    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3965357.90     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4942788.74     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7340                      | CUSIP: 3140QTEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14783620 | PA      | $15142153.73    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8024                      | CUSIP: 3132DV4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23510792 | PA      | $20949568.33    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   710660000 | PA      | $667437438.50   | 0.18%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8647                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21699990 | PA      | $21624074.43    | 0.01%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     7135000 | PA      | $6477404.92     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4377                      | CUSIP: 3140XK2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      336069 | PA      | $295572.68      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     4164000 | PA      | $3624805.51     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2044                      | CUSIP: 36179QHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      348154 | PA      | $342895.13      | 0.00%             | 2029-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01724                      | CUSIP: 31292H4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161638 | PA      | $163856.19      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915048                      | CUSIP: 31411UTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16230 | PA      | $16974.81       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    19123000 | PA      | $18886396.83    | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 AS               | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1454494.24     | 0.00%             | 2053-02-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 AS             | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2298112.96     | 0.00%             | 2056-07-15      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $9100812.36     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    13100000 | PA      | $12312865.33    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $2658586.75     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3015                      | CUSIP: 3140XJK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5513961 | PA      | $5087831.05     | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7248                      | CUSIP: 3138WHBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3290096 | PA      | $3156606.02     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A3                 | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2863065 | PA      | $2698669.59     | 0.00%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4767864.81     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    19688000 | PA      | $20270865.14    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ8887                      | CUSIP: 3140HA2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2454840 | PA      | $2279645.62     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2030                      | CUSIP: 3140HFHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1921653 | PA      | $1831074.33     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     3230000 | PA      | $3136245.10     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $22522433.09    | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4450000 | PA      | $4450168.30     | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    19524000 | PA      | $18659742.75    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B35 Mortgage Trust                                                | BMARK 2022-B35 A5              | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9668339.00     | 0.00%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783024                      | CUSIP: 36241LLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      277314 | PA      | $282089.24      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K123 A2                   | CUSIP: 3137F8ZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24050000 | PA      | $21439588.95    | 0.01%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7613222.52     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6934000 | PA      | $6878323.29     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $3929930.49     | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5629891.40     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3867                      | CUSIP: 31417AJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      619093 | PA      | $586852.68      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $2861506.31     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $8344624.22     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7485                      | CUSIP: 3133KPJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      609200 | PA      | $576106.12      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     6260000 | PA      | $6317272.02     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02998                      | CUSIP: 3128M4UX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      538106 | PA      | $562941.77      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5692436.24     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2977                      | CUSIP: 3140XJJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10399472 | PA      | $9880036.06     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10051000 | PA      | $8871379.31     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    23250000 | PA      | $23475820.16    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    22440000 | PA      | $19457846.18    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K507 A2                   | CUSIP: 3137HAMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6076952.40     | 0.00%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9196794.20     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950718                      | CUSIP: 31413NVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7511 | PA      | $7848.32        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58588                      | CUSIP: 3132Y2RJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40246 | PA      | $39350.08       | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    55570000 | PA      | $51188061.60    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC5575                      | CUSIP: 3133AQFQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      962454 | PA      | $809746.47      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    18365000 | PA      | $18327373.95    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10100265.46    | 0.00%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15774                      | CUSIP: 3132J62G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2278306 | PA      | $2091372.04     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     9753000 | PA      | $9735716.01     | 0.00%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22217 | PA      | $22176.90       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 AS             | CUSIP: 06541QBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1902926.81     | 0.00%             | 2055-08-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $20135801.32    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1461120800 | PA      | $1408554699.87  | 0.38%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2219773 | PA      | $2144978.51     | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW8597                      | CUSIP: 3138XYRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723050 | PA      | $712186.69      | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    10080000 | PA      | $9832443.92     | 0.00%             | 2031-02-21      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5995146.33     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      800000 | PA      | $506402.29      | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4746                      | CUSIP: 3132A5HX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      586992 | PA      | $527998.69      | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1096512.96     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79876                      | CUSIP: 31288J6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4359 | PA      | $4461.16        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   574180000 | PA      | $585147733.72   | 0.16%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6256761.69     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8204701.34     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5406                      | CUSIP: 3132DTAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8786317 | PA      | $9226926.28     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    87527377 | PA      | $78217702.98    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4465                      | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   141353231 | PA      | $114455774.56   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    10525000 | PA      | $10615605.11    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53747                      | CUSIP: 3128KGEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         701 | PA      | $734.86         | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4639                      | CUSIP: 3132A5EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5970774 | PA      | $5736179.72     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32070                      | CUSIP: 3132QNJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9814 | PA      | $9465.41        | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     5495000 | PA      | $5241007.95     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6305000 | PA      | $5497097.45     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      511000 | PA      | $508072.59      | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0920                      | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204495 | PA      | $194856.17      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10379521.60    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $7564666.66     | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $1873193.27     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11601888.11    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7581                      | CUSIP: 3138Y9M70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1810090 | PA      | $1743098.44     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    16346000 | PA      | $15081908.15    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9780706.28     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      809582 | PA      | $818467.72      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     4245000 | PA      | $4278131.47     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $8975180.00     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07939                      | CUSIP: 3128MAEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      862015 | PA      | $856758.62      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564436                      | CUSIP: 36213UBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1392 | PA      | $1446.01        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11500000 | PA      | $11506188.70    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    44171000 | PA      | $37369408.32    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    38907000 | PA      | $38776201.02    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                        | HAROT 2024-3 A4                | CUSIP: 43813YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3766350.00     | 0.00%             | 2030-11-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 699932                      | CUSIP: 31400WSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6227 | PA      | $6390.39        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0255                      | CUSIP: 3138W9H94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      409385 | PA      | $406411.02      | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9648989.85     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS 2014-C23 AS              | CUSIP: 92939HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83967 | PA      | $81403.95       | 0.00%             | 2057-10-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    21590000 | PA      | $21925378.17    | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    23492000 | PA      | $23439683.51    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8080                      | CUSIP: 3132D56R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8698109 | PA      | $8230726.93     | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91928                      | CUSIP: 3128P8D99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2045324 | PA      | $1985335.23     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    62745000 | PA      | $61759213.31    | 0.02%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    21530000 | PA      | $21661804.25    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48575                      | CUSIP: 3128K9Q49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12190 | PA      | $12741.42       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8819970.26     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4048                      | CUSIP: 3138AVQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139057 | PA      | $135333.85      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A3                | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1023090 | PA      | $1024831.93     | 0.00%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845335                      | CUSIP: 31408AEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10747 | PA      | $11073.34       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8719                      | CUSIP: 3138MQVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1368273 | PA      | $1351664.49     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4275000 | PA      | $3809408.04     | 0.00%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894101                      | CUSIP: 31410QKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35954 | PA      | $37577.33       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7733                      | CUSIP: 31417ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3938548 | PA      | $3616336.93     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5933                      | CUSIP: 36179USW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6933513 | PA      | $6998092.14     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     9319000 | PA      | $6596325.26     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                     | COMMUNITY HEALTH               | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9817000 | PA      | $6231619.73     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $5278415.43     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    14215000 | PA      | $14061112.16    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     9200000 | PA      | $9471996.45     | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    16110000 | PA      | $11702535.10    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7690000 | PA      | $7776500.97     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603553                      | CUSIP: 36200KQE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14388 | PA      | $15108.06       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    12014000 | PA      | $10540394.03    | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     9287000 | PA      | $9150282.14     | 0.00%             | 2051-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9144771 | PA      | $7884594.04     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    34960000 | PA      | $22236940.05    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14660                      | CUSIP: 3128MDMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163728 | PA      | $161221.63      | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3906                      | CUSIP: 3138ELKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2525751 | PA      | $2564779.89     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15454                      | CUSIP: 3128MEH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136407 | PA      | $134892.52      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5024                      | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4812069 | PA      | $4323941.27     | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6345694.37     | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8997                      | CUSIP: 3140XC7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4927479 | PA      | $4204175.11     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $5920386.44     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 AS              | CUSIP: 06035RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2540337.02     | 0.00%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8347                      | CUSIP: 3132DWHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25751468 | PA      | $24906070.26    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43129802 | PA      | $40679024.06    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6699982.47     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 4/26                    | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   580000000 | PA      | $591010952.00   | 0.16%             | 2026-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $22955869.62    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3339                      | CUSIP: 3132DQV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6245224 | PA      | $6258125.81     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254693                      | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      357832 | PA      | $366710.45      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-6 A1A                | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9998648.00     | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY               | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    20835000 | PA      | $13522002.12    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781774                      | CUSIP: 36225B6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34210 | PA      | $35673.13       | 0.00%             | 2034-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845619                      | CUSIP: 31408APC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17446 | PA      | $17986.67       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      545000 | PA      | $477081.46      | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8232                      | CUSIP: 3138WJEE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59734 | PA      | $58257.40       | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      814350 | PA      | $785949.24      | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    26000000 | PA      | $26732968.30    | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783757                      | CUSIP: 3622A2E65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      409877 | PA      | $426283.27      | 0.00%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    13585000 | PA      | $11728907.41    | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    22150000 | PA      | $22726353.93    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     6335000 | PA      | $4311069.15     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    13250000 | PA      | $13308989.09    | 0.00%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A1 A                | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     8475000 | PA      | $8500032.61     | 0.00%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    51700000 | PA      | $51754722.82    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0984                      | CUSIP: 3140H2CW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1531937 | PA      | $1424043.15     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $2474560.72     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 AS                 | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2374506.64     | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00844                      | CUSIP: 31292G5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1418 | PA      | $1488.36        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2120                      | CUSIP: 3140XHLA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3149024 | PA      | $2981894.84     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9746445.35     | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18102000 | PA      | $14187981.71    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    12850000 | PA      | $12385227.50    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A4               | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2459084.75     | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | PHILLIPS EDIS                  | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6648171.47     | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6528451.26     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3850000 | PA      | $3824271.07     | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M5 A2                 | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4874727 | PA      | $4557481.57     | 0.00%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0093                      | CUSIP: 3132DMC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4221293 | PA      | $4249800.76     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    44575000 | PA      | $41819700.04    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    21011000 | PA      | $20142415.87    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8398                      | CUSIP: 3132DWKK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13044619 | PA      | $13701075.02    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7732000 | PA      | $6527505.88     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12483466.71    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5070                      | CUSIP: 3140XLT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10159878 | PA      | $10403132.81    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3572                      | CUSIP: 3140X66J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1498857 | PA      | $1468386.18     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    18142000 | PA      | $14402647.00    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2016947.33     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3240                      | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1285395 | PA      | $1257255.55     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    19590000 | PA      | $19394754.18    | 0.01%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4711498.90     | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| California Endowment/The                                                         | CALI ENDOWMENT                 | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     3776000 | PA      | $2209996.10     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7175                      | CUSIP: 31417T6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8976 | PA      | $9374.08        | 0.00%             | 2039-11-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   651869000 | PA      | $474871286.69   | 0.13%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8162                      | CUSIP: 3140XQB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16444742 | PA      | $16927069.26    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3283                      | CUSIP: 31418CUH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2430313 | PA      | $2360918.49     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     9110000 | PA      | $8968173.01     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0650                      | CUSIP: 3140H1WL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3862978 | PA      | $3590910.20     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    48410000 | PA      | $47850791.51    | 0.01%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    23429000 | PA      | $22472165.29    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0287                      | CUSIP: 3140W0J97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   117163724 | PA      | $119399230.84   | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A3                   | CUSIP: 3137FHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3775000 | PA      | $3647545.05     | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485682                      | CUSIP: 36209YRB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2611 | PA      | $2719.95        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3092289.49     | 0.00%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA3351                      | CUSIP: 31339SWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8701560 | PA      | $7424259.25     | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15687750.39    | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7531878.97     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00609                      | CUSIP: 31292GVA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1046 | PA      | $1098.22        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6107                      | CUSIP: 3133A0YC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2016692 | PA      | $1848818.71     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   497876000 | PA      | $501084965.16   | 0.14%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2038134.50     | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     6625000 | PA      | $5361780.16     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10710000 | PA      | $8096501.58     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P4                                           | CRVNA 2025-P4 B                | CUSIP: 14689AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6590000 | PA      | $6561494.96     | 0.00%             | 2032-01-12      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    64175000 | PA      | $63567121.84    | 0.02%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    95340000 | PA      | $93459419.07    | 0.03%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2128615.60     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3042                      | CUSIP: 3140XJLY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11566279 | PA      | $11266086.65    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4212367.87     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                                    | JDOT 2025-B A3                 | CUSIP: 47800UAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $3206396.80     | 0.00%             | 2029-12-17      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63675000 | PA      | $67515398.44    | 0.02%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08789                      | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1759256 | PA      | $1681118.00     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9723                      | CUSIP: 36179YYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    84822143 | PA      | $81990924.23    | 0.02%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     8145000 | PA      | $8229997.16     | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1746                      | CUSIP: 3138WA5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1427977 | PA      | $1409216.30     | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0392                      | CUSIP: 31427MNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17253123 | PA      | $17701200.01    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     7811000 | PA      | $8503883.42     | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     3823000 | PA      | $3752061.73     | 0.00%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC8492                      | CUSIP: 3133ATNH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5280920 | PA      | $4563494.57     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0366                      | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    62051541 | PA      | $62442812.72    | 0.02%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-5C23                                                   | BBCMS 2023-5C23 AS             | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $263776.80      | 0.00%             | 2056-12-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13235000 | PA      | $12503260.45    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19295367.35    | 0.01%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2062                      | CUSIP: 3138WPJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      897826 | PA      | $885649.15      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                      | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65918759 | PA      | $55809959.15    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6135                      | CUSIP: 3140X9Y90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22348145 | PA      | $18291165.53    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERSP7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     4475000 | PA      | $4412658.78     | 0.00%             | 2029-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     9490000 | PA      | $8259955.66     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   118986752 | PA      | $96642777.00    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2833                      | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4960957 | PA      | $4815415.41     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7409                      | CUSIP: 3140XPGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20291455 | PA      | $16595155.12    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A4                | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $809181.28      | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     9819000 | PA      | $9852395.30     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    11400000 | PA      | $11115106.93    | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852523                      | CUSIP: 31408JD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11213 | PA      | $11560.46       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3060                      | CUSIP: 31418CMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4399907 | PA      | $4283207.74     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5195751.04     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5624344.74     | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     3746000 | PA      | $3699869.95     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    12594000 | PA      | $12269905.80    | 0.00%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   625434700 | PA      | $609017039.13   | 0.17%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08620                      | CUSIP: 3128MJVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1768004 | PA      | $1656332.31     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778973                      | CUSIP: 36176XFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2178946 | PA      | $2054351.94     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    12805000 | PA      | $12710944.00    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6624000 | PA      | $6597672.93     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6740                      | CUSIP: 3140XNP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16997265 | PA      | $16449353.43    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5527078.36     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    12473000 | PA      | $8676006.05     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    16075000 | PA      | $15897529.02    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    35093000 | PA      | $31725172.65    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02390                      | CUSIP: 3128LXUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      152493 | PA      | $159376.22      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13609394.96    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      820516 | PA      | $790057.05      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8050000 | PA      | $7149833.71     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $12544762.98    | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850578                      | CUSIP: 31408F6P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3156 | PA      | $3248.41        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822100                      | CUSIP: 31406WKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28518 | PA      | $29434.46       | 0.00%             | 2035-05-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3145                      | CUSIP: 3132DQP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41375415 | PA      | $42277370.58    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    14650000 | PA      | $14871269.51    | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5153                      | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14960584 | PA      | $13002980.01    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     8050000 | PA      | $6614314.70     | 0.00%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    34463000 | PA      | $28457570.89    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    13060000 | PA      | $11824466.70    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 AS              | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1183055.38     | 0.00%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1295834.31     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                                              | BARRICK MINING                 | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     1050000 | PA      | $1145489.76     | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2316                      | CUSIP: 3140Q9SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3442318 | PA      | $3280061.68     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817417                      | CUSIP: 31406RDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8955 | PA      | $9206.43        | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9858                      | CUSIP: 3133KR5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11637090 | PA      | $11959497.98    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2802                      | CUSIP: 31418CDG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2991407 | PA      | $2853132.08     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    22750000 | PA      | $17641840.20    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    27136000 | PA      | $27641682.62    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    19900000 | PA      | $20020601.76    | 0.01%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    21725000 | PA      | $21400714.43    | 0.01%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6509                      | CUSIP: 3132DUGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45000 | PA      | $45916.68       | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    16825000 | PA      | $12950231.70    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     4350000 | PA      | $4342342.92     | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BJ          | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5900000 | PA      | $3939966.90     | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $5913718.78     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A3                | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11000000 | PA      | $11072722.10    | 0.00%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3417516.60     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   176722000 | PA      | $177612512.76   | 0.05%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13367324.99    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555679                      | CUSIP: 31385XJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      872283 | PA      | $882825.17      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $6016519.76     | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                   | BROOKFIELD CAP                 | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    12184000 | PA      | $12728717.02    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $8467482.95     | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    17550000 | PA      | $19034156.41    | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A3               | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6357206 | PA      | $6268880.67     | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     9500000 | PA      | $8452319.61     | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0424                      | CUSIP: 3132CWPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2461581 | PA      | $2279807.22     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2663795.30     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    15150000 | PA      | $15533579.29    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4979271.98     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A4                | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850000 | PA      | $1881941.36     | 0.00%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2105 | PA      | $2186.24        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2486                      | CUSIP: 3140XHXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155850 | PA      | $147578.20      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79410                      | CUSIP: 31288JN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9975 | PA      | $10211.27       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10916133.47    | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   140325000 | PA      | $128578262.34   | 0.03%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7502                      | CUSIP: 3132DVKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23119462 | PA      | $21440593.25    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 AS               | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2594000 | PA      | $2517450.80     | 0.00%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22540877 | PA      | $19766800.15    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91808                      | CUSIP: 312940AH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      375531 | PA      | $374518.66      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5369127.99     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4150                      | CUSIP: 31418RTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12610 | PA      | $12625.79       | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     7769000 | PA      | $7796623.49     | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7188                      | CUSIP: 3138WG7A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40563 | PA      | $38917.68       | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   624303000 | PA      | $488809739.53   | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8798                      | CUSIP: 36179XX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20357170 | PA      | $19198022.54    | 0.01%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906563                      | CUSIP: 31411FFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72941 | PA      | $75945.45       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    11700000 | PA      | $11446185.71    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 4/26                  | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -147080000 | PA      | $-147694750.28  | -0.04%            | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11592000 | PA      | $11597242.16    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2967                      | CUSIP: 3140XJJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9601205 | PA      | $9546030.50     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    20211000 | PA      | $18007623.40    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     7956000 | PA      | $9121592.55     | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2903                      | CUSIP: 3140X6GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      824863 | PA      | $770191.78      | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     6851000 | PA      | $6844972.11     | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $10746158.84    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    25109000 | PA      | $19532220.58    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    46453000 | PA      | $47384316.42    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03514                      | CUSIP: 3128M5GX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2137 | PA      | $2239.45        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725257                      | CUSIP: 31402CWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13420 | PA      | $13769.93       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3206236.25     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4063255.36     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5254                      | CUSIP: 3140HJZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3409993 | PA      | $3249259.99     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2017-C8                                          | CFCRE 2017-C8 A4               | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3361726.20     | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     5225000 | PA      | $3463785.68     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26815000 | PA      | $18342494.97    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1186                      | CUSIP: 3138AEJ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1296248 | PA      | $1262822.23     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4315                      | CUSIP: 3140X7YM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2718491 | PA      | $2498552.71     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03457                      | CUSIP: 31292KZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128700 | PA      | $128346.04      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     6315000 | PA      | $6232162.17     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    34800000 | PA      | $30719846.97    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5488                      | CUSIP: 3140X9C29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11544814 | PA      | $11000640.14    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5303                      | CUSIP: 3132DS3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24960912 | PA      | $25622428.34    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4248                      | CUSIP: 3132E0WH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11444772 | PA      | $11791357.13    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08364                      | CUSIP: 3128MJMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      179882 | PA      | $179448.95      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    13095000 | PA      | $13697167.55    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    43441000 | PA      | $42520151.08    | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4109000 | PA      | $4149830.58     | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    17200000 | PA      | $17777787.72    | 0.00%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4144                      | CUSIP: 3138LUTA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      511397 | PA      | $496021.64      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6948076.12     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5174                        | CUSIP: 36202FXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1901856 | PA      | $1838835.73     | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03205                      | CUSIP: 3128M43N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208459 | PA      | $214362.75      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25462219 | PA      | $23866060.88    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5497                      | CUSIP: 3140X9DB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3648480 | PA      | $3379060.08     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A4                 | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1375000 | PA      | $1376071.26     | 0.00%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28582000 | PA      | $29206977.70    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | FEDEX 2020-1                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15212158 | PA      | $13094243.51    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    16375000 | PA      | $13700332.47    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1179                      | CUSIP: 31427NJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26592005 | PA      | $26720875.40    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4374502.80     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8212                      | CUSIP: 31419KDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      985931 | PA      | $961320.81      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18525                      | CUSIP: 3128MMSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      582640 | PA      | $578471.87      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    14195000 | PA      | $13788636.80    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5718                      | CUSIP: 3138YXK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12235 | PA      | $11994.54       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4120                      | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    76529095 | PA      | $65056243.25    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2215060.12     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3900                        | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      185205 | PA      | $194869.00      | 0.00%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08742                      | CUSIP: 3128MJZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1975072 | PA      | $1840684.17     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52536                      | CUSIP: 3128KEY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20596 | PA      | $21488.39       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    24965000 | PA      | $24579659.89    | 0.01%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                      | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13423187 | PA      | $13556717.82    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M12 A2                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6043419 | PA      | $5974511.20     | 0.00%             | 2027-06-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2581550.14     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2660058.66     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    22628000 | PA      | $21224101.10    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     9875000 | PA      | $8171258.92     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $4807230.42     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1363795.59     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4470167.63     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5312191.59     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4725                      | CUSIP: 3617BLHA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1592510 | PA      | $1480995.26     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3493                      | CUSIP: 31416Y3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      277909 | PA      | $276493.30      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     3837238 | PA      | $4008686.44     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08706                      | CUSIP: 3128MJYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2750530 | PA      | $2564237.40     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    37714000 | PA      | $36694543.57    | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      268488 | PA      | $267592.40      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      565177 | PA      | $574509.38      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    49575000 | PA      | $46464589.03    | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                            | MSWF 2023-2 A5                 | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $2015402.96     | 0.00%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08677                      | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1965335 | PA      | $1890836.53     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4019608.32     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3768                      | CUSIP: 3132E0FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28324471 | PA      | $26002088.55    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $6257476.42     | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $3667692.07     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06025                      | CUSIP: 3128M8A20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      377958 | PA      | $376769.21      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5327                      | CUSIP: 31418E4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24311589 | PA      | $24012334.95    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5126105.50     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4078                      | CUSIP: 31418DQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50964508 | PA      | $43356022.03    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $15224376.36    | 0.00%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    11841000 | PA      | $11121212.27    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1041                      | CUSIP: 3132DNEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40143158 | PA      | $35958206.03    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4380                      | CUSIP: 31418D2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43346908 | PA      | $38408039.47    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $9204365.71     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840134                      | CUSIP: 31407TLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5653 | PA      | $5824.43        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KP8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    42905000 | PA      | $42486506.02    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9839                      | CUSIP: 31417G4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9059345 | PA      | $8518642.93     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    23664000 | PA      | $15247675.13    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | JDOT 2025-A A4                 | CUSIP: 47800DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1507799.25     | 0.00%             | 2032-02-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1061287.58     | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    26584000 | PA      | $27038992.74    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 AS              | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $345787.36      | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15478                      | CUSIP: 31296QCP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3927 | PA      | $4040.05        | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8449326.34     | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9891680.68     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6548                      | CUSIP: 3140XAH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27265160 | PA      | $22409292.41    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8432                      | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58545006 | PA      | $59759937.67    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3611                      | CUSIP: 3140J8AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1669558 | PA      | $1618289.20     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    34750000 | PA      | $30231780.61    | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7230000 | PA      | $7232849.18     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3855                      | CUSIP: 3140QPH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17228890 | PA      | $16357568.25    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 2A2               | CUSIP: 3136BHNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $1831564.90     | 0.00%             | 2033-03-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6351000 | PA      | $5630243.17     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    50445000 | PA      | $34579478.76    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    37279000 | PA      | $36683249.77    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884993                      | CUSIP: 31410CGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1787 | PA      | $1865.60        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5530                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1452883 | PA      | $1466415.13     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     4300000 | PA      | $3750728.23     | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    27137000 | PA      | $26738665.36    | 0.01%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1348958.15     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4601714.12     | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14650298.45    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     4235000 | PA      | $4200797.07     | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $14314680.11    | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    12610000 | PA      | $9850164.72     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5022683.87     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     8638000 | PA      | $4835939.12     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8453                      | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    98510628 | PA      | $99111168.43    | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $3146715.10     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18014000 | PA      | $13155325.90    | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    12365000 | PA      | $11655476.94    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    18300000 | PA      | $17125442.82    | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    85600000 | PA      | $87238504.05    | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29694                      | CUSIP: 31297HXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5037 | PA      | $5193.58        | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786679                      | CUSIP: 3622ACJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12093176 | PA      | $12244068.42    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41856                      | CUSIP: 3128K2BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46835 | PA      | $48353.31       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4040953.64     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15308                      | CUSIP: 3132J6KW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7670518 | PA      | $7045117.23     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 B               | CUSIP: 05553WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1133623.26     | 0.00%             | 2056-09-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    36840000 | PA      | $36829588.21    | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7566                      | CUSIP: 3138Y9MQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2179513 | PA      | $2040261.12     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08856                      | CUSIP: 3128MJ5S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2769880 | PA      | $2572755.41     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M11 A2                | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4190328 | PA      | $4043722.71     | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6544754.48     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03827                      | CUSIP: 31292LHC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      660792 | PA      | $658042.90      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    16425000 | PA      | $16595650.21    | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9028635.18     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 886607                      | CUSIP: 31410EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7261 | PA      | $7585.73        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745515                      | CUSIP: 31403DGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      794460 | PA      | $806044.92      | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82888                       | CUSIP: 36225FF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      500576 | PA      | $511647.64      | 0.00%             | 2041-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     5160000 | PA      | $5534716.64     | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    14450000 | PA      | $14125372.41    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4439                      | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6935391 | PA      | $6134348.69     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    37413000 | PA      | $25370406.83    | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2079924.98     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $11645214.36    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   359400000 | PA      | $352857795.08   | 0.10%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5452377.24     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6089                      | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13136857 | PA      | $11780633.89    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     7314000 | PA      | $7371844.28     | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778591                      | CUSIP: 36176WXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3019 | PA      | $3014.55        | 0.00%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    16378000 | PA      | $16214225.55    | 0.00%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7432                      | CUSIP: 31417EHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1948888 | PA      | $1791541.84     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10162297.20    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF2189                      | CUSIP: 3140BSNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      259644 | PA      | $250531.97      | 0.00%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT0432                      | CUSIP: 3138WMPS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      886892 | PA      | $813089.87      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0951                      | CUSIP: 3132DNBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11998144 | PA      | $10728581.70    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06530                      | CUSIP: 3128M8ST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      231863 | PA      | $243555.19      | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2043                      | CUSIP: 3133L8HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14744305 | PA      | $13252312.36    | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3135                      | CUSIP: 3138WCPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      296169 | PA      | $277706.37      | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | MERITAGE HOMES                 | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     7531000 | PA      | $7518620.01     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                                           | JONES LANG LASAL               | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5279340.81     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 A5              | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2089933.96     | 0.00%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7955000 | PA      | $7427721.72     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $4018118.65     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2853                      | CUSIP: 3138AGE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17742 | PA      | $18629.60       | 0.00%             | 2041-06-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 B                 | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1445000 | PA      | $1454540.66     | 0.00%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $5302115.31     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5409144.35     | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $9932655.50     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $6405971.82     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    13771000 | PA      | $15379866.13    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5725000 | PA      | $5774613.86     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $6596472.63     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901699                      | CUSIP: 31410YX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24280 | PA      | $25372.63       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    33187000 | PA      | $32969019.83    | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2595827.35     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     4065000 | PA      | $4151563.68     | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4623                      | CUSIP: 3140QQD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6631807 | PA      | $6593697.07     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6835000 | PA      | $6843817.63     | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    18598000 | PA      | $19597866.25    | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03613                      | CUSIP: 31292LAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      476418 | PA      | $465110.89      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83888                      | CUSIP: 312930J92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26196 | PA      | $26988.32       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2835 | PA      | $2945.49        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2118955.85     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11224242.59    | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    19299000 | PA      | $17980304.02    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $921241.37      | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07020                      | CUSIP: 3128M9DZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219887 | PA      | $223422.32      | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    21742000 | PA      | $19603441.27    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47597                      | CUSIP: 3128K8NN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105847 | PA      | $107530.73      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    89697488 | PA      | $87102970.65    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    23750000 | PA      | $22273606.15    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1681626.71     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2000000 | PA      | $2018451.66     | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4149                      | CUSIP: 3142GUTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31376010 | PA      | $31645724.94    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4061000 | PA      | $3519370.21     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08837                      | CUSIP: 3128MJ4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5635016 | PA      | $5509594.27     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0365                      | CUSIP: 3618N5MP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51861507 | PA      | $51355940.42    | 0.01%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    10840000 | PA      | $10664666.91    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1828                      | CUSIP: 3132DPA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11762673 | PA      | $11435327.99    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $11191486.08    | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6773                      | CUSIP: 3140XNQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17317821 | PA      | $18465324.30    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3578538.51     | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8082000 | PA      | $5722207.94     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     3278000 | PA      | $3250312.12     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6867                      | CUSIP: 3138EPTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1228325 | PA      | $1207774.39     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1975                      | CUSIP: 3140X5FR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5829444 | PA      | $5689076.23     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7263                      | CUSIP: 3140NQB98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17388641 | PA      | $17801113.86    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3861353.76     | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13225000 | PA      | $10542541.51    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933313                      | CUSIP: 31412SK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30033 | PA      | $31182.17       | 0.00%             | 2038-03-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2027617.66     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8805000 | PA      | $9030228.28     | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A3                | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      844792 | PA      | $853216.63      | 0.00%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8456                      | CUSIP: 3132DWMD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50154552 | PA      | $52666773.31    | 0.01%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $1751212.75     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    28500000 | PA      | $27985218.11    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03155                      | CUSIP: 3128M4ZU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126709 | PA      | $128723.47      | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     9230000 | PA      | $9080052.23     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     7765000 | PA      | $7655250.89     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3992                      | CUSIP: 31418DNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13061124 | PA      | $12051439.46    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDQ0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    30125000 | PA      | $29853889.86    | 0.01%             | 2029-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5383                      | CUSIP: 3140X86V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2996454 | PA      | $2908001.73     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781840                      | CUSIP: 36241KBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      378960 | PA      | $378284.26      | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $966312.22      | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2473300.33     | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $2939381.95     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   981276600 | PA      | $979781683.98   | 0.27%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     3438000 | PA      | $3442769.31     | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9172                      | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13087617 | PA      | $13381370.89    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A4                 | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      825000 | PA      | $834325.97      | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4429                      | CUSIP: 31417A4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      267574 | PA      | $254078.65      | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 A4              | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12280000 | PA      | $11589555.77    | 0.00%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0655                      | CUSIP: 31427MWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20266851 | PA      | $20712432.22    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03531                      | CUSIP: 31292K4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41286 | PA      | $40309.03       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $11147892.45    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    46262000 | PA      | $43916213.43    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9312                      | CUSIP: 3138WKK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2206565 | PA      | $2053226.30     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15200000 | PA      | $13027276.64    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1269043.54     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    84988000 | PA      | $82495908.03    | 0.02%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    19450000 | PA      | $19239273.19    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    20401000 | PA      | $19113894.85    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0673                      | CUSIP: 3140H1XB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1404703 | PA      | $1364989.88     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    18850000 | PA      | $18552090.24    | 0.01%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8726                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10525825 | PA      | $10691698.83    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91619                      | CUSIP: 3128P7YQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2041210 | PA      | $1977830.60     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    10020000 | PA      | $9382574.17     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    24665000 | PA      | $14064120.48    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832718                      | CUSIP: 31407KDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60345 | PA      | $62525.90       | 0.00%             | 2035-08-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0190                      | CUSIP: 3132D9F74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5394424 | PA      | $4876634.38     | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K510 A2                   | CUSIP: 3137HB3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5150000 | PA      | $5253907.95     | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11890000 | PA      | $6793507.26     | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    32996000 | PA      | $33448736.84    | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4172                      | CUSIP: 3138WDT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156268 | PA      | $150224.62      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7560000 | PA      | $7508145.20     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                      | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67277041 | PA      | $58918514.84    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    23780000 | PA      | $24176646.54    | 0.01%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5784                      | CUSIP: 3140XMNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10254182 | PA      | $10640817.53    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    16210000 | PA      | $13976000.88    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0352                      | CUSIP: 3133KTL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25807539 | PA      | $21984335.51    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9725                      | CUSIP: 36179YYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18916168 | PA      | $19110815.81    | 0.01%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    10370000 | PA      | $10121298.19    | 0.00%             | 2031-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5077                      | CUSIP: 3140X8UB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13317269 | PA      | $11995520.32    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2657850 | PA      | $2553290.74     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     6599000 | PA      | $5732900.78     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    21150000 | PA      | $20991084.41    | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3102100.83     | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A3              | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4209999 | PA      | $4023124.36     | 0.00%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7556                      | CUSIP: 3132DVMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   108662966 | PA      | $96961246.86    | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08810                      | CUSIP: 3128MJ3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      522088 | PA      | $511282.97      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    47625000 | PA      | $47122041.39    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5991                      | CUSIP: 3140X9UR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13560513 | PA      | $11616580.84    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     5760000 | PA      | $4303775.98     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1584                      | CUSIP: 31418AXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      942981 | PA      | $924481.07      | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6818026.60     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2503                      | CUSIP: 3132DPX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6296051 | PA      | $6277578.14     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9799                      | CUSIP: 3140QV3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31414283 | PA      | $31819310.08    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $9108794.54     | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15430000 | PA      | $14911543.75    | 0.00%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0698                      | CUSIP: 31417YX44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         427 | PA      | $425.37         | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M12 A2                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14216653 | PA      | $13915735.75    | 0.00%             | 2030-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    16759000 | PA      | $12630928.76    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0048                      | CUSIP: 3140EUBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      687888 | PA      | $667850.90      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $29463182.03    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8149144.87     | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51995                      | CUSIP: 3128KEGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4712 | PA      | $4929.79        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                         | WOART 2023-D A3                | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1367329 | PA      | $1380369.16     | 0.00%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9977467.75     | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5787862.30     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08331                      | CUSIP: 3128MJLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      997802 | PA      | $996479.02      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A4                 | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1362455.51     | 0.00%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      850000 | PA      | $886561.84      | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   343279300 | PA      | $255649212.21   | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759087                      | CUSIP: 36230UCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2357181 | PA      | $2274325.23     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    20050000 | PA      | $13570877.24    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     3233000 | PA      | $3216757.38     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2805                      | CUSIP: 3140QADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3668359 | PA      | $3580028.53     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   413060000 | PA      | $414689649.75   | 0.11%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3395                      | CUSIP: 31416YXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      995192 | PA      | $990381.92      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9453160.83     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $761277.93      | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1640                      | CUSIP: 3132ADZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3058841 | PA      | $2994745.35     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 AS              | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3550000 | PA      | $3765695.87     | 0.00%             | 2056-09-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K081 A2                   | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16400000 | PA      | $16303617.20    | 0.00%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2873960.20     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $17870932.25    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    13340000 | PA      | $13512838.47    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08402                      | CUSIP: 3128MJNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56220 | PA      | $57152.52       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889505                      | CUSIP: 31410KGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191031 | PA      | $199201.47      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6325163.70     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     2125000 | PA      | $2101279.44     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2704000 | PA      | $2642356.33     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     3707000 | PA      | $2876515.52     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    12219000 | PA      | $11289504.39    | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | RADY CHILD/SD CA               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2669007.92     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    10114000 | PA      | $10127325.41    | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS            | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2200000 | PA      | $2077146.50     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04832                      | CUSIP: 3128M6VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      289002 | PA      | $293790.12      | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC                 | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6186520.73     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    70825000 | PA      | $62132042.42    | 0.02%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   167346000 | PA      | $162547875.57   | 0.04%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781265                      | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9276 | PA      | $9636.09        | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    14265000 | PA      | $11074689.40    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2963282.59     | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M8 A2                 | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3150000 | PA      | $3150547.47     | 0.00%             | 2033-03-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12021388.90    | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5682                      | CUSIP: 31418FJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4667757 | PA      | $4633963.96     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    65755000 | PA      | $54536428.43    | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     5080000 | PA      | $3774049.56     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2332                      | CUSIP: 3133KHSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      785716 | PA      | $702085.90      | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7540                      | CUSIP: 3132DVLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12083376 | PA      | $10373851.28    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4353319.02     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 5/26                    | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   246420000 | PA      | $216377927.48   | 0.06%             | 2026-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    10570000 | PA      | $10299599.49    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5              | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5910000 | PA      | $5577420.07     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                   | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10150000 | PA      | $9996176.75     | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5094                      | CUSIP: 3133KYUT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10773510 | PA      | $9162709.84     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     8260000 | PA      | $8371355.48     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739821                      | CUSIP: 31402V4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40350 | PA      | $40858.27       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    21785000 | PA      | $22359045.18    | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A3               | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1498453 | PA      | $1502859.12     | 0.00%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      920000 | PA      | $906284.05      | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    80330000 | PA      | $79579136.06    | 0.02%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     4839000 | PA      | $3800710.41     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    19910000 | PA      | $19654972.25    | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K547 A2                   | CUSIP: 3137HN6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5370000 | PA      | $5403933.03     | 0.00%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $8712682.78     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    25971000 | PA      | $25173264.01    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 AS             | CUSIP: 06541DBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1603095.40     | 0.00%             | 2056-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    13900000 | PA      | $14059236.35    | 0.00%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2095                      | CUSIP: 3138AFKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         632 | PA      | $630.72         | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9382                      | CUSIP: 3138WKM85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178214 | PA      | $170537.39      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-C                                                       | CNH 2022-C A3                  | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      623742 | PA      | $625950.03      | 0.00%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10250900.46    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     5927000 | PA      | $5975748.72     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    27572000 | PA      | $26180204.88    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    11053000 | PA      | $9785982.55     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2763                      | CUSIP: 3140W3B99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30305062 | PA      | $28353224.86    | 0.01%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     4493000 | PA      | $4577660.91     | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6872421.91     | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5118                      | CUSIP: 3138MLVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      354334 | PA      | $350204.12      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95825                      | CUSIP: 312944PJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      730143 | PA      | $712891.36      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    14000000 | PA      | $14308027.82    | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2207                      | CUSIP: 3617JENY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28560 | PA      | $27877.65       | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4473976.97     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607179                      | CUSIP: 36201YQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4080 | PA      | $4289.64        | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4065                      | CUSIP: 3140X7QT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1381377 | PA      | $1292725.84     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9394                      | CUSIP: 3138ERNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15299645 | PA      | $13565993.56    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2459204.94     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3950000 | PA      | $2864114.59     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95090                      | CUSIP: 312943UP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257283 | PA      | $256447.86      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7796                      | CUSIP: 3140QTUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14096231 | PA      | $14870296.07    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1861                      | CUSIP: 3140XHB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2952875 | PA      | $2823653.94     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5985                      | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2449568 | PA      | $2286059.55     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4125000 | PA      | $4165573.09     | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08432                      | CUSIP: 3128MJPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      298390 | PA      | $297403.81      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     8057000 | PA      | $8324728.13     | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 983475                      | CUSIP: 31415LQ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61887 | PA      | $64883.36       | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     5802000 | PA      | $5534203.69     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    21025000 | PA      | $21256063.72    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1027                      | CUSIP: 31418AD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1318021 | PA      | $1246476.79     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7500                      | CUSIP: 3132DVKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4848600 | PA      | $4651876.46     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    12915000 | PA      | $12752505.02    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $2992646.00     | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0624                      | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   261418888 | PA      | $266101919.79   | 0.07%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     4945000 | PA      | $4349436.69     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5244                      | CUSIP: 3138XUZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      439390 | PA      | $433288.49      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      750000 | PA      | $760441.99      | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd/New York NY                            | ICBC/NEW YORK                  | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     9212000 | PA      | $9124999.44     | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    24650000 | PA      | $24479787.01    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     5760000 | PA      | $5649530.35     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1665                      | CUSIP: 3140X4Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28021 | PA      | $27958.62       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    33800000 | PA      | $34238961.75    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0499                      | CUSIP: 3132DMRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25634757 | PA      | $22954305.02    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    30278000 | PA      | $31097698.03    | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5027                      | CUSIP: 3133KYSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2733933 | PA      | $2572800.05     | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600594                      | CUSIP: 36200GGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6032 | PA      | $6293.41        | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | CLEVELAND CLINIC               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     4515000 | PA      | $3770089.84     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    10951000 | PA      | $11086971.22    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2273900.88     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83575                      | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38897 | PA      | $39547.35       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    31682000 | PA      | $31007870.11    | 0.01%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4924                      | CUSIP: 3140XLPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51511673 | PA      | $45932278.55    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5071223.57     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91581                      | CUSIP: 3128P7XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2356080 | PA      | $2286728.74     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5268                      | CUSIP: 31418E2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1838920 | PA      | $1897376.84     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11796018.28    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                      | ROLLINS INC                    | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2699837.30     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7362                      | CUSIP: 3138A9FC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1867 | PA      | $1861.97        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 4/26                    | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -11060000 | PA      | $-9719838.79    | -0.00%            | 2026-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H4                                           | MSC 2018-H4 A4                 | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9875000 | PA      | $9722942.78     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                  | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5100000 | PA      | $5093554.62     | 0.00%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    16308000 | PA      | $12013980.65    | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3373                      | CUSIP: 3140X6XB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3510891 | PA      | $3425335.45     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4807                      | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57852495 | PA      | $58517034.99    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    10775000 | PA      | $10658697.71    | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77411                      | CUSIP: 31288GGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         401 | PA      | $406.10         | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                            | GSMS 2017-GS8 A3               | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13910000 | PA      | $13711803.37    | 0.00%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3188                      | CUSIP: 3132DQRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13221230 | PA      | $13634627.25    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5517370.07     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $2449312.86     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3209                      | CUSIP: 3138WQR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      350754 | PA      | $332659.30      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3118552.04     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                   | CARMX 2024-2 A3                | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4648981 | PA      | $4694700.33     | 0.00%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    14750000 | PA      | $13870428.56    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3615                      | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4878201 | PA      | $4643689.92     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08675                      | CUSIP: 3128MJXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2454143 | PA      | $2225194.85     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08727                      | CUSIP: 3128MJYZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5167372 | PA      | $4815773.26     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16199000 | PA      | $15486354.46    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA5047                      | CUSIP: 3140W5TD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39140000 | PA      | $38951771.83    | 0.01%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1883                      | CUSIP: 3132DPCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9444704 | PA      | $8908024.51     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5840820.07     | 0.00%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $7511229.07     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10221697.55    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J24888                      | CUSIP: 31307DND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      206277 | PA      | $204326.34      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 A5              | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6650000 | PA      | $7046303.43     | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0305                      | CUSIP: 3140XFKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26216610 | PA      | $22086979.89    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY5315                      | CUSIP: 3140NM3Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2004303 | PA      | $2059550.52     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3606622.64     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    36900000 | PA      | $37887830.68    | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4552296.98     | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     5293000 | PA      | $4207338.09     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3735                      | CUSIP: 31418DEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58532 | PA      | $57662.39       | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    11150000 | PA      | $9754540.17     | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    16820000 | PA      | $15463425.09    | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4016                      | CUSIP: 31418DPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9095971 | PA      | $8248836.03     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-7 A1A                | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     5500000 | PA      | $5475058.60     | 0.00%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     5000000 | PA      | $4732377.77     | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26367                      | CUSIP: 31297ECC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13400 | PA      | $13801.52       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5752000 | PA      | $5903908.38     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15476                      | CUSIP: 31296QCM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10432 | PA      | $10701.29       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 A4              | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2850000 | PA      | $2683211.45     | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3044407.31     | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3614                      | CUSIP: 31418DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1622317 | PA      | $1503495.07     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $8958837.64     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 A5              | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10950000 | PA      | $11423727.66    | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4045                      | CUSIP: 31418RP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950845 | PA      | $965450.01      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    12160000 | PA      | $9396255.52     | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8651                      | CUSIP: 36179XTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1583871 | PA      | $1651923.91     | 0.00%             | 2053-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1287000 | PA      | $1273936.53     | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3285239.90     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K553 A2                   | CUSIP: 3137HPU50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19700000 | PA      | $19514372.81    | 0.01%             | 2030-12-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31003                      | CUSIP: 3132J4KR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3261033 | PA      | $3031228.61     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    47569000 | PA      | $45966679.11    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    12138000 | PA      | $12053188.02    | 0.00%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $4612387.43     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8631000 | PA      | $8461991.01     | 0.00%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4881015.57     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0659                      | CUSIP: 3138EGWV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      330351 | PA      | $328730.49      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    11216000 | PA      | $11040285.95    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6161999 | PA      | $6229265.10     | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2156                      | CUSIP: 31427PME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32570715 | PA      | $33625768.52    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786858                      | CUSIP: 3622ACQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5972034 | PA      | $6158799.33     | 0.00%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888893                      | CUSIP: 31410GRN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30510 | PA      | $31422.05       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4102                      | CUSIP: 31417ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1065592 | PA      | $1008605.70     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5241703.87     | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   529638700 | PA      | $520370022.75   | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3415                      | CUSIP: 3140AQYM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6207524 | PA      | $6129174.64     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1545541 | PA      | $1515675.69     | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8160953.85     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7994949 | PA      | $7576433.60     | 0.00%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5232756.71     | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4358000 | PA      | $4043987.26     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    14828000 | PA      | $14845125.47    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    15440000 | PA      | $11734184.95    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3639                      | CUSIP: 3138WDBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      567492 | PA      | $546925.77      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                       | PINNACLE BANK                  | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5536586.06     | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19370136.44    | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $791885.43      | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A2                 | CUSIP: 3137FYTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10350000 | PA      | $8544392.82     | 0.00%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35715                      | CUSIP: 31307SK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      749016 | PA      | $723281.49      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57701                      | CUSIP: 3128KLRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39886 | PA      | $41677.18       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   170253700 | PA      | $129479268.53   | 0.04%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2444                      | CUSIP: 3140XHWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19005863 | PA      | $18193156.85    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7000000 | PA      | $5301575.30     | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3247                      | CUSIP: 3140QNTD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38122 | PA      | $33528.30       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4085000 | PA      | $3211718.32     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5848869.06     | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5241461.60     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   294851500 | PA      | $251821609.22   | 0.07%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7663000 | PA      | $7233080.26     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2611423.50     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7589                      | CUSIP: 3133KPNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257663 | PA      | $227258.42      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     5304500 | PA      | $5132784.25     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82845                       | CUSIP: 36225FET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70424 | PA      | $72033.53       | 0.00%             | 2041-05-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    18043000 | PA      | $19261741.59    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08694                      | CUSIP: 3128MJXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2906103 | PA      | $2794796.21     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   488256000 | PA      | $489972522.56   | 0.13%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    54705000 | PA      | $55719821.08    | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    20529000 | PA      | $20696819.64    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3164                      | CUSIP: 3140X6QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6256281 | PA      | $5815653.76     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2522                      | CUSIP: 31418BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4594927 | PA      | $4281139.12     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2441                      | CUSIP: 3132DPWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4683405 | PA      | $4851359.44     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC FINANCE                  | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    33050000 | PA      | $33175115.30    | 0.01%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    69800000 | PA      | $70463731.26    | 0.02%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738535                      | CUSIP: 3620ASPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1317269 | PA      | $1271816.21     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6027806.34     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4478986.79     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10689552.95    | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4355037.37     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0872                      | CUSIP: 3618N56J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   104228994 | PA      | $105057218.92   | 0.03%             | 2056-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3407                      | CUSIP: 31416YYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48787 | PA      | $48638.61       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    22349000 | PA      | $21960793.76    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K083 A2                   | CUSIP: 3137FJXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14770000 | PA      | $14730964.37    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     4585000 | PA      | $4604030.39     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5.5 4/26                  | CUSIP: 01F052441<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42260000 | PA      | $43065581.25    | 0.01%             | 2026-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4165                      | CUSIP: 3138WDTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33047 | PA      | $31814.12       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    11050000 | PA      | $11047961.92    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5124                      | CUSIP: 3140QQVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12146740 | PA      | $11766952.56    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    11925000 | PA      | $10330989.76    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    21600000 | PA      | $18215691.03    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1488695.81     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8266                      | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12806494 | PA      | $11814593.83    | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80020                      | CUSIP: 3132L5AV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2582446 | PA      | $2434322.43     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $7924966.64     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1875                      | CUSIP: 3140Q9CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      625726 | PA      | $581070.13      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      180854 | PA      | $175611.86      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2003                      | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10632644 | PA      | $10171338.16    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8089                      | CUSIP: 3132D57A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21068207 | PA      | $19440014.04    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     7186000 | PA      | $7084418.97     | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18659                      | CUSIP: 3128MMWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3570892 | PA      | $3478939.16     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A2               | CUSIP: 08162TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1574099 | PA      | $1571034.20     | 0.00%             | 2053-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    36510000 | PA      | $36254030.92    | 0.01%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A5              | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2465497.85     | 0.00%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18010000 | PA      | $14332509.67    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6418018.83     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4080240.95     | 0.00%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89760                      | CUSIP: 312936ZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      372812 | PA      | $371805.88      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSU                 | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    13166000 | PA      | $12721508.94    | 0.00%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2789000 | PA      | $2846086.19     | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4755166.08     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    20300000 | PA      | $20929141.22    | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    51085000 | PA      | $38423399.48    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     8978000 | PA      | $8944386.94     | 0.00%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    11855000 | PA      | $9219421.59     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6516276.59     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-1 A                 | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    16575000 | PA      | $16591495.44    | 0.00%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8053                      | CUSIP: 3140XP5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23341673 | PA      | $23229420.88    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08350                      | CUSIP: 3128MJL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25222 | PA      | $26091.45       | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0016                      | CUSIP: 3138W9AS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2080481 | PA      | $1903738.33     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    27215000 | PA      | $29942237.32    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2026-5C40                                                   | BBCMS 2026-5C40 AS             | CUSIP: 05557AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6770000 | PA      | $6860930.58     | 0.00%             | 2059-02-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786358                      | CUSIP: 3622AB5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29417924 | PA      | $28603776.96    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    51247000 | PA      | $52333579.48    | 0.01%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7173000 | PA      | $6890422.61     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    12938000 | PA      | $13076859.48    | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES -          | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2400000 | PA      | $2229264.00     | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67708                      | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3475747 | PA      | $3243594.54     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2528237.58     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0614                      | CUSIP: 31417YVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1148030 | PA      | $1118691.12     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8083                      | CUSIP: 3132D56U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34543004 | PA      | $31220274.72    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4650043.50     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA-TXBL-REF-REV           | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6700000 | PA      | $5645670.58     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5139                        | CUSIP: 36202FV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1349629 | PA      | $1305081.92     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A4                | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $455661.50      | 0.00%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    13389000 | PA      | $12694138.98    | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7174                      | CUSIP: 3617BA6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85671 | PA      | $84026.80       | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A3               | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $752477.03      | 0.00%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    79000000 | PA      | $79577161.87    | 0.02%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12306898.67    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     7750000 | PA      | $7769792.29     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9944494.99     | 0.00%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      981263 | PA      | $976711.52      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2349214 | PA      | $2292251.19     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSU                 | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     4125000 | PA      | $3988071.51     | 0.00%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 4/26                    | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -143090000 | PA      | $-141038676.07  | -0.04%            | 2026-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $3821537.71     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313644                      | CUSIP: 31374GLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1268 | PA      | $1276.91        | 0.00%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    15896000 | PA      | $15396644.60    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4210                      | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43072726 | PA      | $36561641.80    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8326                      | CUSIP: 3138WJHC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      407445 | PA      | $390022.60      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8948                      | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    63646246 | PA      | $64604478.36    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30923000 | PA      | $34009887.05    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4269                      | CUSIP: 31418DW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4790205 | PA      | $4321076.27     | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    24555000 | PA      | $19887291.34    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    12868000 | PA      | $13037880.03    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4870458.11     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A3                 | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1208017 | PA      | $1209102.98     | 0.00%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    40865000 | PA      | $31487786.80    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1223979.15     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3937                      | CUSIP: 3140X7LT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5843166 | PA      | $5734385.15     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    11775000 | PA      | $7170782.24     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                       | FIFTH THIRD FIN                | CUSIP: 200340AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5370000 | PA      | $5291543.94     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                        | SPIRE INC                      | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3608658.27     | 0.00%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   215443568 | PA      | $175255715.60   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3700000 | PA      | $2881245.50     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4946000 | PA      | $4892225.34     | 0.00%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0885                      | CUSIP: 3140EU6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3372979 | PA      | $3038208.78     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9643                      | CUSIP: 3140QVWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13754435 | PA      | $13692586.33    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     5625000 | PA      | $5626728.00     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $6824273.93     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $1758266.42     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 625027                      | CUSIP: 31389GLG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1893 | PA      | $1987.09        | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13110000 | PA      | $13248223.65    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7986                      | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22709594 | PA      | $18724071.78    | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5000073.95     | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   798127000 | PA      | $788618067.03   | 0.21%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    26765000 | PA      | $22438950.85    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    27800000 | PA      | $24802309.06    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784605                      | CUSIP: 3622AAAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1980281 | PA      | $1968904.61     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    44763000 | PA      | $44743579.67    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     5962000 | PA      | $5082069.56     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8925                      | CUSIP: 3140XQ4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7566695 | PA      | $7762316.39     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12351239.06    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    13216000 | PA      | $12305874.22    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     5598000 | PA      | $5269828.30     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6373657.97     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE1626                      | CUSIP: 3133BAYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      711878 | PA      | $626096.28      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6156                      | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1316197 | PA      | $1294989.33     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A3                | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2304388 | PA      | $2327951.71     | 0.00%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    31680000 | PA      | $25177741.05    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17461919.20    | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95406                      | CUSIP: 312944AF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      402253 | PA      | $392837.76      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6312                      | CUSIP: 3140XNAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16684303 | PA      | $17670872.23    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8099                      | CUSIP: 3128UGL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20063 | PA      | $20930.15       | 0.00%             | 2041-03-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     7336000 | PA      | $5886671.37     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1533686.34     | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    13975000 | PA      | $13940412.69    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5200                      | CUSIP: 3140X8X69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38057329 | PA      | $36334824.29    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7872545 | PA      | $7518379.31     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57426                      | CUSIP: 3132Y1HC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163073 | PA      | $159443.67      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   141831000 | PA      | $127878551.98   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A3                  | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1689631 | PA      | $1700920.62     | 0.00%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp                                                        | FRANKLIN BSP CAP               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3523465.89     | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8483579 | PA      | $8200540.93     | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $8456729.92     | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     5478000 | PA      | $4667079.41     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     8885000 | PA      | $9219699.56     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8469                      | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45317623 | PA      | $45590348.67    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9906                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   177443224 | PA      | $179061168.83   | 0.05%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615496                      | CUSIP: 36290RXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6311 | PA      | $6300.00        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    14930000 | PA      | $10179268.57    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8857                      | CUSIP: 3138ETZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4218756 | PA      | $4059452.40     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7051412 | PA      | $7001891.60     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7134988 | PA      | $6664431.99     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14492941 | PA      | $13863586.71    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   760256000 | PA      | $753871035.60   | 0.21%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q27298                      | CUSIP: 3132M7X37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148055 | PA      | $142961.47      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                      | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   152038338 | PA      | $125355685.87   | 0.03%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    12145000 | PA      | $12078631.38    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $14925768.08    | 0.00%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    17800000 | PA      | $15793390.76    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0137                      | CUSIP: 3140Y6EK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17817132 | PA      | $18668853.20    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3219                      | CUSIP: 3140QNSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      284750 | PA      | $273534.93      | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5722                      | CUSIP: 3138WFLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8790226 | PA      | $8202156.20     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4616                      | CUSIP: 3132DSDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24455781 | PA      | $25901890.27    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     4094000 | PA      | $4018620.29     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                      | SYSTEM ENG RES                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4285937.04     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255899                      | CUSIP: 31371MGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241991 | PA      | $249148.52      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    28908000 | PA      | $20552501.73    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14873                      | CUSIP: 3128PUMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         159 | PA      | $159.03         | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $7109790.96     | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    25070000 | PA      | $24123587.91    | 0.01%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9015                      | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21265868 | PA      | $20644102.92    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     9810000 | PA      | $9630495.35     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3090                      | CUSIP: 31418CNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      689251 | PA      | $670771.82      | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7100321.09     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00764                      | CUSIP: 31292GZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13803 | PA      | $14063.48       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   857806000 | PA      | $864809179.65   | 0.24%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7859                      | CUSIP: 3138MPWV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262680 | PA      | $259617.50      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A4                | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $860728.28      | 0.00%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    25300000 | PA      | $25381905.85    | 0.01%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3778                      | CUSIP: 31418RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28593 | PA      | $29793.07       | 0.00%             | 2040-05-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    14335000 | PA      | $12667788.07    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     5580000 | PA      | $3720376.22     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5200545.92     | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725222                      | CUSIP: 31402CVP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      316282 | PA      | $324529.24      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8214                      | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   111847708 | PA      | $102746984.72   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2019-A3 A3               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    15250000 | PA      | $15138937.30    | 0.00%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 B                 | CUSIP: 09660SAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $5684712.00     | 0.00%             | 2057-05-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 A5               | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12610000 | PA      | $11929916.22    | 0.00%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9946021.33     | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5386                      | CUSIP: 3132DS6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10161980 | PA      | $10433802.82    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725250                      | CUSIP: 31402CWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74883 | PA      | $75835.38       | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K760 A2                   | CUSIP: 3137HKDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25000000 | PA      | $25231375.00    | 0.01%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1840                      | CUSIP: 31417LBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21994 | PA      | $21909.56       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    11055000 | PA      | $9339293.03     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1007                      | CUSIP: 3138XQDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4596021 | PA      | $4458824.19     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    16031000 | PA      | $16397744.00    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     3936000 | PA      | $3754210.22     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9780                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    89310040 | PA      | $91035527.64    | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     1583720 | PA      | $1580909.83     | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4183                      | CUSIP: 31418DUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26194628 | PA      | $22234919.40    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D96976                      | CUSIP: 3128E3XD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          50 | PA      | $50.11          | 0.00%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6916165 | PA      | $6444068.37     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A3               | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      488727 | PA      | $486650.74      | 0.00%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    15722000 | PA      | $15646022.22    | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94760                      | CUSIP: 312943JD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198810 | PA      | $194110.96      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     8836000 | PA      | $8586369.50     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11140000 | PA      | $10904526.50    | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                  | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $5057851.54     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    27425000 | PA      | $21345734.63    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    19698000 | PA      | $16100509.29    | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX1661                      | CUSIP: 3140N5Z31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      864824 | PA      | $816492.73      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 B                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     1063906 | PA      | $1022413.91     | 0.00%             | 2050-04-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4150000 | PA      | $4154284.79     | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8276                      | CUSIP: 3132DWFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30736996 | PA      | $30541152.53    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2475419.47     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7671151.36     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793649                      | CUSIP: 31405MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         325 | PA      | $333.77         | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 AS              | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2125000 | PA      | $1804040.21     | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252496                      | CUSIP: 31371HNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         735 | PA      | $748.97         | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     8283000 | PA      | $8263764.97     | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9485250.57     | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6598                      | CUSIP: 3140XNKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19903971 | PA      | $18247122.32    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930922                      | CUSIP: 31412PG70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      603017 | PA      | $601361.76      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91596                      | CUSIP: 3128P7XZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      862576 | PA      | $836389.90      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37198                      | CUSIP: 3132QT7L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83362 | PA      | $75920.38       | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4104620.48     | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3524                      | CUSIP: 3140QN4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19140 | PA      | $16935.36       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8149                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20002877 | PA      | $18453595.84    | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887615                      | CUSIP: 31410FDU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2131 | PA      | $2219.11        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    31450000 | PA      | $28483272.23    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    39279000 | PA      | $36666347.52    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    15075000 | PA      | $8951194.09     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35072                      | CUSIP: 31297QT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13954 | PA      | $14155.29       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: D4S46MLM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    45775000 | PA      | $45830714.26    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 AS              | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3125000 | PA      | $2876084.06     | 0.00%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701361                      | CUSIP: 36296UFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12003 | PA      | $11943.45       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     3440000 | PA      | $3470217.48     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7721                      | CUSIP: 3140XBSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21829896 | PA      | $18714171.70    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18474                      | CUSIP: 3128MMQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      920301 | PA      | $902510.56      | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8157                      | CUSIP: 3132DWB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16245302 | PA      | $14394341.42    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 Australia Pty Ltd                                             | CNOOC FINANCE                  | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $4472268.43     | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7518                      | CUSIP: 3132DVK79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1381383 | PA      | $1237804.80     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2801                      | CUSIP: 3140QADF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1206999 | PA      | $1181707.72     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2116781.49     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A59270                      | CUSIP: 3128KNJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           1 | PA      | $1.03           | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11301                      | CUSIP: 31296KNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4209 | PA      | $4328.13        | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960463                      | CUSIP: 31414AQQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21717 | PA      | $22676.18       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    12457000 | PA      | $7530284.05     | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 AS              | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $2989641.42     | 0.00%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783390                      | CUSIP: 36241LXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      954222 | PA      | $919775.22      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    32734000 | PA      | $31618372.13    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7602000 | PA      | $7175551.85     | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERT84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     9260000 | PA      | $9320819.68     | 0.00%             | 2028-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30703                      | CUSIP: 3132J4AD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      663326 | PA      | $650956.26      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    27550000 | PA      | $26945601.26    | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM3956                      | CUSIP: 3617JUMD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1079897 | PA      | $1114969.32     | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     8483000 | PA      | $8369358.65     | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11269000 | PA      | $9828023.34     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01771                      | CUSIP: 31283H6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      288399 | PA      | $297047.48      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    16189000 | PA      | $13848776.52    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664444                      | CUSIP: 36295AER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1158 | PA      | $1231.12        | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2519216.48     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q18251                      | CUSIP: 3132J9TH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4320770 | PA      | $4068653.78     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7582                      | CUSIP: 3138WHM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1698653 | PA      | $1530060.79     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10490000 | PA      | $10630885.79    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6064                      | CUSIP: 3138WFW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2355708 | PA      | $2132753.40     | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |     6975000 | PA      | $7111401.70     | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    48254000 | PA      | $42122009.65    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    14750000 | PA      | $14788538.94    | 0.00%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     9075000 | PA      | $7748710.63     | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    12912000 | PA      | $12636999.84    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4286                      | CUSIP: 3140X7XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8787111 | PA      | $7191939.26     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8234206.51     | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2076                      | CUSIP: 3132DPJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4239112 | PA      | $3453666.05     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    78505000 | PA      | $51043667.68    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4571340.45     | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0535                      | CUSIP: 3138MFSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5175232 | PA      | $4775429.93     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $17055593.52    | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB          | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5795000 | PA      | $6389393.15     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93497                      | CUSIP: 3129413E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      234095 | PA      | $233411.05      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $20347606.16    | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93093                      | CUSIP: 312941NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3175868 | PA      | $3167629.98     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    26338000 | PA      | $19234668.48    | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6709                      | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48198626 | PA      | $41556710.37    | 0.01%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97644                      | CUSIP: 312946P59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12263 | PA      | $11960.98       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10964000 | PA      | $9474729.72     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2521000 | PA      | $2486996.80     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2909                      | CUSIP: 31418CGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1059351 | PA      | $1027115.67     | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0535                      | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1037561 | PA      | $1001218.20     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J23926                      | CUSIP: 31307CLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      345673 | PA      | $340861.38      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    11504000 | PA      | $9133274.05     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    15700000 | PA      | $15838021.18    | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    15849000 | PA      | $13168921.86    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78865                      | CUSIP: 31288HZ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13454 | PA      | $13629.36       | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    10161000 | PA      | $10749945.80    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3000000 | PA      | $2677139.17     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5579408.03     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    96041000 | PA      | $92708064.14    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14400843.37    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                      | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19128008 | PA      | $19336789.72    | 0.01%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615904                      | CUSIP: 36290SGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1307 | PA      | $1304.77        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                                       | TAOT 2025-C A3                 | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5800000 | PA      | $5806009.96     | 0.00%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7954550.93     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725249                      | CUSIP: 31402CWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105012 | PA      | $106348.07      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93990                      | CUSIP: 312942NF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6467234 | PA      | $6317077.19     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A4              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6091165 | PA      | $5994651.79     | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $5263421.92     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782451                      | CUSIP: 36241KWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4192 | PA      | $4416.36        | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K152 A2                   | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3328153.15     | 0.00%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     5205000 | PA      | $5532971.91     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3904                      | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13764799 | PA      | $13115984.38    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1200                      | CUSIP: 31418AKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1464241 | PA      | $1419991.45     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559433                      | CUSIP: 36213NPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3237 | PA      | $3362.90        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     8153000 | PA      | $8010718.08     | 0.00%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4269                      | CUSIP: 3132E0W65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29006335 | PA      | $22328942.98    | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14625000 | PA      | $14810465.95    | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8497                      | CUSIP: 3140XCNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15038122 | PA      | $13866547.27    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    11100000 | PA      | $10840530.74    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    20288000 | PA      | $19813662.09    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    18531000 | PA      | $18597296.32    | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    15240000 | PA      | $15580227.46    | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    19410000 | PA      | $17446951.05    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $4199496.55     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    19650000 | PA      | $19424241.76    | 0.01%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    25200000 | PA      | $24897435.11    | 0.01%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     9890000 | PA      | $10141198.14    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3075                      | CUSIP: 3140X6MZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6172456 | PA      | $5947981.28     | 0.00%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03517                      | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1740519 | PA      | $1734852.77     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $3767104.65     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4832509.26     | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1289083000 | PA      | $1288680161.56  | 0.35%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   594900000 | PA      | $557253984.38   | 0.15%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5122                      | CUSIP: 3140XLVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5610382 | PA      | $5837701.91     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CF 2019-CF1 A5                 | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5705000 | PA      | $5560446.71     | 0.00%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41693                      | CUSIP: 3128K13A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4131 | PA      | $4266.31        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    22254000 | PA      | $13994267.69    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    25421000 | PA      | $18894640.53    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    22450000 | PA      | $22016605.42    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8430                      | CUSIP: 3132DWLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24553540 | PA      | $24251308.22    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    24495000 | PA      | $24244959.30    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                              | AM AIRLN 21-1A                 | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17864516 | PA      | $15977178.55    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A5              | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $5743144.55     | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   165927053 | PA      | $142543285.50   | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1772                      | CUSIP: 31418A6J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1860918 | PA      | $1822767.66     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8515                      | CUSIP: 3132DWN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32267041 | PA      | $32441060.75    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5586129.31     | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B A3                 | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6750000 | PA      | $6773480.55     | 0.00%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7591371.37     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54665                      | CUSIP: 3128KHFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6844 | PA      | $7140.96        | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    44833000 | PA      | $44301291.65    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10365181.74    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 737215                      | CUSIP: 31402TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7763 | PA      | $7944.71        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    24900000 | PA      | $17652904.01    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08068                      | CUSIP: 3128MJCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      629902 | PA      | $649243.51      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4024                      | CUSIP: 3140QBPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5460351 | PA      | $5051891.23     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745950                      | CUSIP: 31403DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      329863 | PA      | $344139.52      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4206                      | CUSIP: 3138AVU86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334500 | PA      | $316799.71      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $20375966.02    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    11325000 | PA      | $13086329.64    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 AS                | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $730989.77      | 0.00%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     5801000 | PA      | $4781692.81     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     5700000 | PA      | $5814189.00     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                  | BANK 2022-BNK41 A4             | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2408635.14     | 0.00%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     5137000 | PA      | $4607888.29     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11998765.24    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1924446.10     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71410                      | CUSIP: 3128L4R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8911 | PA      | $9350.35        | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2486259.34     | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1485945.19     | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     6000000 | PA      | $6036348.10     | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   749246000 | PA      | $749772809.85   | 0.20%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M1 2A2                | CUSIP: 3136BUQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21607164 | PA      | $22008379.21    | 0.01%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    22360000 | PA      | $22440406.40    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08784                      | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13780115 | PA      | $12829567.80    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2694                      | CUSIP: 3142GS7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17090759 | PA      | $17311111.45    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4783                      | CUSIP: 31418EJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      804215 | PA      | $758403.66      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     9277000 | PA      | $8917843.85     | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7062626.30     | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 762808                      | CUSIP: 36176DGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      900608 | PA      | $891264.90      | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    10251000 | PA      | $10086281.74    | 0.00%             | 2036-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5217                      | CUSIP: 3140X8YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15238681 | PA      | $12462796.37    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A4                 | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1235541.09     | 0.00%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4716994.84     | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0291                      | CUSIP: 3132DMKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22287732 | PA      | $22410390.66    | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0416                      | CUSIP: 3140XFPA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19387306 | PA      | $17251053.29    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4922                      | CUSIP: 3140QQPG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5366045 | PA      | $5556634.58     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10091329.21    | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CE6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    12200000 | PA      | $9519679.71     | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1660                      | CUSIP: 3138X0Z27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      506757 | PA      | $499162.57      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | NORSK HYDRO A/S                | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4350000 | PA      | $4538651.21     | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     9628000 | PA      | $10401519.66    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3657679 | PA      | $3533201.06     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | REPUB URUGUAY                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    15898180 | PA      | $14397631.21    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11807000 | PA      | $11672620.18    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8870413.15     | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9673                      | CUSIP: 3138WKXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2789905 | PA      | $2596028.50     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46515CKR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    18200000 | PA      | $17146324.17    | 0.00%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    10990000 | PA      | $11310084.18    | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4694                      | CUSIP: 3140QQGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6630881 | PA      | $6750563.49     | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   108102000 | PA      | $92725546.69    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | NATIONAL HEALTH                | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7652713.53     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   637584400 | PA      | $642540624.08   | 0.17%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04236                      | CUSIP: 31292LV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      414931 | PA      | $381706.95      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $14107917.76    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46869                      | CUSIP: 3132WLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      628724 | PA      | $602174.09      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13255992 | PA      | $11749770.81    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3690                      | CUSIP: 3133KKC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33231962 | PA      | $27251109.84    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    23145000 | PA      | $23565026.33    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    16175000 | PA      | $16023035.90    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     4062000 | PA      | $3058521.14     | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2805357.77     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4839                      | CUSIP: 36179TLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      935979 | PA      | $922653.13      | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   555620000 | PA      | $522434728.73   | 0.14%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     6491000 | PA      | $4875936.13     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    35611000 | PA      | $34442479.87    | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4791020.32     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 4/26                    | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   324000000 | PA      | $305332027.20   | 0.08%             | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23765000 | PA      | $24053492.48    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1215614.74     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2              | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     8150000 | PA      | $7940602.87     | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX5440                      | CUSIP: 3140NABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4086841 | PA      | $4132508.58     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15030169.32    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733756                      | CUSIP: 31402NE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9284 | PA      | $9398.44        | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $4420338.19     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $27480402.51    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1793342.64     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9366                      | CUSIP: 36179YMP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1626594 | PA      | $1678188.55     | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18401                      | CUSIP: 3128MMNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34982 | PA      | $34901.83       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6955                      | CUSIP: 3133KNWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      477164 | PA      | $419665.30      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0727                      | CUSIP: 3140W0YZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12891693 | PA      | $13640906.70    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                       | EART 2022-1A D                 | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475114 | PA      | $473704.44      | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    11000000 | PA      | $11272268.25    | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25730615.08    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13897000 | PA      | $12352301.60    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     7965000 | PA      | $8505862.29     | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781287                      | CUSIP: 36225BNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5581 | PA      | $5713.40        | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B9RC6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    29750000 | PA      | $29545796.00    | 0.01%             | 2028-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1106361.46     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5106                      | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54228557 | PA      | $53730516.14    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7771                      | CUSIP: 3133KPT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3375071 | PA      | $3191725.85     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A4               | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2526839.75     | 0.00%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11023000 | PA      | $10876619.00    | 0.00%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    57550000 | PA      | $56113140.68    | 0.02%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    55123000 | PA      | $53650087.81    | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    38500000 | PA      | $34355842.92    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0944                      | CUSIP: 3138A2BN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      398799 | PA      | $388840.25      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    10727000 | PA      | $10678377.00    | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03504                      | CUSIP: 3128M5GM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187903 | PA      | $196884.53      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15000000 | PA      | $15062892.79    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0671                      | CUSIP: 3140XFW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241964 | PA      | $212807.59      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 AS              | CUSIP: 05553RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $1111083.13     | 0.00%             | 2056-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15311720 | PA      | $13898353.34    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2023-A1 A1               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    12225000 | PA      | $12236068.52    | 0.00%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2607                      | CUSIP: 3140XH3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50346211 | PA      | $47784303.39    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     9487000 | PA      | $9661305.45     | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08783                      | CUSIP: 3128MJ2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5730791 | PA      | $5161108.61     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     6770000 | PA      | $6594878.33     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7396                      | CUSIP: 3140QFGE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8368522 | PA      | $7800051.30     | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0046                      | CUSIP: 3132ACBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4328867 | PA      | $4145114.26     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    21220000 | PA      | $22593604.87    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     3021000 | PA      | $3010017.54     | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9303919.47     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6432                      | CUSIP: 31418UEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1100612 | PA      | $1096074.11     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     3900000 | PA      | $3795525.13     | 0.00%             | 2079-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4491                      | CUSIP: 3138M77D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3250327 | PA      | $2991438.61     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253895                      | CUSIP: 31371J7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2448 | PA      | $2569.83        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93494                      | CUSIP: 3129413B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      444126 | PA      | $433960.56      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    17370000 | PA      | $17171924.37    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7828710.57     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0869                      | CUSIP: 3618N56F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42285964 | PA      | $39580854.42    | 0.01%             | 2056-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6320781.57     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1505000 | PA      | $986210.25      | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8150                      | CUSIP: 3132DWBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   137740409 | PA      | $111874771.15   | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5950000 | PA      | $4677927.36     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    17887000 | PA      | $14929859.50    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                          | HDMOT 2024-A A4                | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2542036.75     | 0.00%             | 2031-12-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    12068000 | PA      | $11899767.62    | 0.00%             | 2030-10-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M4 A2                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4452966 | PA      | $4374981.67     | 0.00%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2708199 | PA      | $2576208.29     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9518                      | CUSIP: 3140XDSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52562163 | PA      | $44928696.32    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92141                      | CUSIP: 312940LW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      653707 | PA      | $651665.27      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545723                      | CUSIP: 31385JG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2214 | PA      | $2324.04        | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08528                      | CUSIP: 3128MJSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4747322 | PA      | $4360558.34     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $50440447.18    | 0.01%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1754                      | CUSIP: 3140X45Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2914567 | PA      | $2721605.23     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5655                      | CUSIP: 3140XMH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10190128 | PA      | $10111188.89    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01797                      | CUSIP: 31292H7J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98776 | PA      | $101570.59      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2874772.95     | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4689                      | CUSIP: 31417BF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65844 | PA      | $62172.82       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     8950000 | PA      | $8476934.28     | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   543896000 | PA      | $514045459.17   | 0.14%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A4               | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1807965 | PA      | $1791945.79     | 0.00%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 A3             | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3450041.43     | 0.00%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2107894.55     | 0.00%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAX8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    12850000 | PA      | $12890455.26    | 0.00%             | 2029-03-27      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3630334.81     | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     8775000 | PA      | $8696792.08     | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    11920000 | PA      | $12162794.32    | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4987208.31     | 0.00%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     3199000 | PA      | $3241971.14     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2621                      | CUSIP: 31427P4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38930577 | PA      | $32996976.95    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    41022000 | PA      | $29588737.92    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15970000 | PA      | $16386022.52    | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    14625000 | PA      | $11229483.84    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    14568000 | PA      | $12001167.62    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DD7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     4560000 | PA      | $4475616.20     | 0.00%             | 2036-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9120                      | CUSIP: 3140XRD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7321364 | PA      | $7733124.32     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2964                      | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2614951 | PA      | $2547917.18     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      900000 | PA      | $962215.21      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8422                      | CUSIP: 3133KQLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14614257 | PA      | $14995172.15    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13870                      | CUSIP: 31296NJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8347 | PA      | $8592.87        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY4786                      | CUSIP: 3138YJJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1886525 | PA      | $1760720.14     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     7617000 | PA      | $7281593.99     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8801                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   114401132 | PA      | $116168194.43   | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2939                      | CUSIP: 3140FNHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60876 | PA      | $58272.50       | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    49812000 | PA      | $50503963.33    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0363                      | CUSIP: 3618N5MM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    52771196 | PA      | $49395327.73    | 0.01%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9182                      | CUSIP: 3140E2FY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      846579 | PA      | $829590.32      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21375000 | PA      | $14704643.21    | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9781017.39     | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    14050000 | PA      | $10222125.45    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2385                      | CUSIP: 3140W2UK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33519182 | PA      | $34301190.74    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61658                      | CUSIP: 31335BZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5168145 | PA      | $5214157.84     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2979                      | CUSIP: 3140X6JZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7491944 | PA      | $7145828.77     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2558628.27     | 0.00%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $7909336.76     | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96409                      | CUSIP: 312945DN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2850456 | PA      | $2714994.16     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02120                      | CUSIP: 3128LXK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         652 | PA      | $681.03         | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5260                      | CUSIP: 3140HJZ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      697737 | PA      | $681372.67      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     7240000 | PA      | $4189546.47     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ6302                      | CUSIP: 3142GXAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1424601 | PA      | $1451270.67     | 0.00%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K761 A2                   | CUSIP: 3137HN4L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47600000 | PA      | $47597900.84    | 0.01%             | 2032-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                                                     | NORTHWEST NATURA               | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $4114397.36     | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22371                      | CUSIP: 31296YT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9566 | PA      | $9841.29        | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9102                      | CUSIP: 3140XRDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126759 | PA      | $125673.56      | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2399303.86     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    83072000 | PA      | $84682943.26    | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3750000 | PA      | $3923723.88     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     3440000 | PA      | $2910412.67     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    13861000 | PA      | $10826778.94    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    14200000 | PA      | $13753865.31    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    28575000 | PA      | $35940395.10    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     8748000 | PA      | $5573031.33     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3220592.28     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    10365000 | PA      | $7487448.91     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $564854.11      | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    12040000 | PA      | $11855824.75    | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     6425000 | PA      | $5210723.79     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    31876000 | PA      | $32710316.27    | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3131130.98     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2630558.15     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9094479.31     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4060                      | CUSIP: 3140W4QN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37451835 | PA      | $38183407.89    | 0.01%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10903000 | PA      | $8767315.20     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2541553.23     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2106                      | CUSIP: 31417LKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93477 | PA      | $98151.11       | 0.00%             | 2039-08-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745067                      | CUSIP: 3620C0W46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51160 | PA      | $50858.15       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888276                      | CUSIP: 31410F2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257681 | PA      | $265387.55      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3785613.31     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    27085000 | PA      | $26893035.45    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    25840000 | PA      | $24624665.74    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3137317.87     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     9917000 | PA      | $9957477.39     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    10067000 | PA      | $6136639.92     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86228                      | CUSIP: 3129324M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      393586 | PA      | $412768.65      | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA5940                      | CUSIP: 31329PS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1098337 | PA      | $1075322.30     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    22000000 | PA      | $23736921.31    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8811125 | PA      | $8347923.08     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0423                      | CUSIP: 3138LQPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1576453 | PA      | $1450157.38     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8423                      | CUSIP: 36179XLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      328099 | PA      | $282245.33      | 0.00%             | 2052-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    88460000 | PA      | $87765077.37    | 0.02%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   432290000 | PA      | $440125256.25   | 0.12%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     5250000 | PA      | $5507105.79     | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8535                      | CUSIP: 3132DWPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19884091 | PA      | $20545678.22    | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7506                      | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15960801 | PA      | $15273316.18    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     8635000 | PA      | $8730261.26     | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     7055000 | PA      | $7159349.35     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 A4               | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9900000 | PA      | $9762294.96     | 0.00%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4822839.60     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2569604.65     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    23840000 | PA      | $21588468.41    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1796558.88     | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8534                      | CUSIP: 3132DWPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20415214 | PA      | $20802188.07    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1742930.37     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19643517.35    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                          | TAKEDA US                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    36150000 | PA      | $36129252.00    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 851342                      | CUSIP: 31408GZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9923 | PA      | $10366.47       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08842                      | CUSIP: 3128MJ5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8605669 | PA      | $8209997.46     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                                         | EVERGY MISSOURI                | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3321616.98     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2091                      | CUSIP: 3140W2KD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17488277 | PA      | $18387125.70    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    18647000 | PA      | $17021154.32    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4459                      | CUSIP: 3138AV5V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49276 | PA      | $46642.88       | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG          | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     5300000 | PA      | $3576914.88     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01311                      | CUSIP: 31283HN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2742 | PA      | $2879.00        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8364860.35     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0627                      | CUSIP: 3132CWVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8528121 | PA      | $8088527.90     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1284                      | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13114233 | PA      | $12015641.47    | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    11045000 | PA      | $11052190.30    | 0.00%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    16250000 | PA      | $15600292.66    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6185                      | CUSIP: 3140XM2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3044876 | PA      | $2804804.66     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256811                      | CUSIP: 31371NGU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22533 | PA      | $24241.20       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K078 A2                   | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5167196.84     | 0.00%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                   | CARMX 2024-2 A4                | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4250000 | PA      | $4342969.18     | 0.00%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A4                | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1253228.88     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2138232.91     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2271881.11     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 A5                | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530000 | PA      | $2598101.53     | 0.00%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4097                      | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14686818 | PA      | $13040966.55    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16125000 | PA      | $14196478.06    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3592                      | CUSIP: 31418C7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3032106 | PA      | $2887290.38     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1867                      | CUSIP: 31427PCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66963471 | PA      | $67832067.82    | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    53930000 | PA      | $53472195.19    | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8443                      | CUSIP: 3140XQLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15264465 | PA      | $15768462.54    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    38380000 | PA      | $39223394.56    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14608299.50    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    17770000 | PA      | $17600656.89    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    99847601 | PA      | $99591901.64    | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    13187000 | PA      | $9816883.26     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    16781000 | PA      | $17115883.60    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995672                      | CUSIP: 31416CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2028452 | PA      | $2021235.30     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    16290000 | PA      | $16019453.33    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3988                      | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8486616 | PA      | $7230258.43     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $2616263.79     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3280                      | CUSIP: 3140J7UE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      941977 | PA      | $924005.32      | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773385                      | CUSIP: 31404NF27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14309 | PA      | $14707.47       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37454                      | CUSIP: 31297TH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5918 | PA      | $5998.23        | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $10703190.34    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2910309.21     | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05255                      | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73560 | PA      | $74776.21       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10293374 | PA      | $9190820.24     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725231                      | CUSIP: 31402CVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      529172 | PA      | $535771.30      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04422                      | CUSIP: 31292L4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1092752 | PA      | $1006279.71     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW5242                      | CUSIP: 3140MWZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2840101 | PA      | $2683155.04     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31132000 | PA      | $30124031.23    | 0.01%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3972                      | CUSIP: 31418DMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      965429 | PA      | $941579.15      | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   640834000 | PA      | $514344384.34   | 0.14%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2956793.95     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844298                      | CUSIP: 31407X7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6674 | PA      | $6871.96        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5267                      | CUSIP: 3140XLZ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8076038 | PA      | $8252090.33     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                            | UBSCM 2017-C5 A5               | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3950000 | PA      | $3868131.12     | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     6891000 | PA      | $6428115.78     | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1536027.23     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3184                      | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5669631 | PA      | $5554372.08     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A3                | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      785276 | PA      | $787214.88      | 0.00%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730801                      | CUSIP: 31402J3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23841 | PA      | $24131.91       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0181                      | CUSIP: 3132D9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4066867 | PA      | $3659059.18     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8650941 | PA      | $8292871.52     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35760                      | CUSIP: 31297RMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98578 | PA      | $100133.74      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5613682.04     | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     6443000 | PA      | $6272745.94     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                  | BANK 2020-BN29 A4              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5075000 | PA      | $4465950.27     | 0.00%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    10905000 | PA      | $11384907.55    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    14674000 | PA      | $14520968.26    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    10825000 | PA      | $9434450.36     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     7364000 | PA      | $7153235.96     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0985                      | CUSIP: 31419BCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2063229 | PA      | $2053988.96     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     9625000 | PA      | $10741124.63    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7346447.17     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     7506000 | PA      | $6499197.10     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8147                      | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57044385 | PA      | $49023059.88    | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR            | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     2945000 | PA      | $3046648.74     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571225                      | CUSIP: 36200SSN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2008 | PA      | $2094.12        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8919929.81     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6067393.03     | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    22479000 | PA      | $22848642.56    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    43480000 | PA      | $42439512.66    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449486                      | CUSIP: 36208FJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1095 | PA      | $1104.49        | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 AS              | CUSIP: 36264KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $689923.60      | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9269243.10     | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $9009652.15     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2657779.12     | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11650000 | PA      | $11848132.69    | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $5628525.69     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2178215.22     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3228284 | PA      | $3192629.46     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3652547.31     | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     3174000 | PA      | $2969986.88     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L1251                      | CUSIP: 3128Q3L82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19178 | PA      | $19844.23       | 0.00%             | 2036-02-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3878671.39     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4777                      | CUSIP: 3140F0JX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4392978 | PA      | $4239356.25     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1411312 | PA      | $1294615.53     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9205035.40     | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $16900799.33    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5140                      | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15087006 | PA      | $15647918.60    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $7339083.22     | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2079                      | CUSIP: 3140QMJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1456608 | PA      | $1186264.52     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    21200000 | PA      | $19415700.60    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     4593000 | PA      | $4461019.08     | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08578                      | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      362806 | PA      | $360365.54      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4084                      | CUSIP: 3140W4RE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40806276 | PA      | $40291235.42    | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4520                        | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      752000 | PA      | $760228.75      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4069                      | CUSIP: 3128JPMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15408 | PA      | $16065.00       | 0.00%             | 2038-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692769                      | CUSIP: 36296JT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14961 | PA      | $15220.25       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2989000 | PA      | $3012565.21     | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8041                      | CUSIP: 36179W5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7841152 | PA      | $6467484.23     | 0.00%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0926                      | CUSIP: 31418NA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286669 | PA      | $296201.81      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11                                                                  | BANK 2018-BN11 A3              | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4275000 | PA      | $4234437.52     | 0.00%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00810                      | CUSIP: 31283G3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2642 | PA      | $2773.68        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   711288000 | PA      | $720095744.16   | 0.20%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9851                      | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   146267399 | PA      | $147772490.73   | 0.04%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3053225.55     | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    12625000 | PA      | $11550029.29    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    10697000 | PA      | $9273722.77     | 0.00%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2968087.95     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    15305000 | PA      | $16889155.27    | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10036418.52    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 4/26                  | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $19842188.00    | 0.01%             | 2026-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      915000 | PA      | $843557.65      | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3766                      | CUSIP: 3140XKFG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3584444 | PA      | $2931500.32     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11649892.92    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254904                      | CUSIP: 31371LDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      232786 | PA      | $238740.27      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    21725000 | PA      | $16284798.07    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7614                      | CUSIP: 31418VN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56946 | PA      | $57819.54       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8037397.97     | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7530                      | CUSIP: 3140XBLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3994490 | PA      | $3574316.39     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    18675000 | PA      | $19089979.87    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8290000 | PA      | $7057562.18     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4616239.99     | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14492622.98    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     7123000 | PA      | $7018345.88     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4883416.99     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3695000 | PA      | $2882802.36     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV          | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |      700000 | PA      | $660320.36      | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2969                      | CUSIP: 31417MJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23115 | PA      | $23467.54       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    25464000 | PA      | $24392948.67    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10146201.61    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2216808.50     | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6060000 | PA      | $5331170.63     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892398                      | CUSIP: 31410NNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3046 | PA      | $3256.05        | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                     | FEDEX FREIGHT HO               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     6220000 | PA      | $6013063.50     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-UNREF          | CUSIP: 650036JX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     2455000 | PA      | $2397030.09     | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    54356000 | PA      | $49593257.44    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $4053239.20     | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1136503 | PA      | $1133634.80     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    96109672 | PA      | $90772288.80    | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    21644000 | PA      | $21849571.04    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6651                      | CUSIP: 31419HL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49726 | PA      | $51958.41       | 0.00%             | 2040-12-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 A4               | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14339000 | PA      | $14133017.40    | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3798299.56     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                               | VERTIV HLDNG CO                | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5140527.58     | 0.00%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7170924.54     | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    32218000 | PA      | $26995740.30    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7938                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33005846 | PA      | $30472654.30    | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1772122.58     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9650000 | PA      | $8210083.94     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     9122000 | PA      | $7062604.03     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2739                      | CUSIP: 3142GTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26695010 | PA      | $26524920.08    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4152421.52     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3537                      | CUSIP: 3140J74X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      542900 | PA      | $536995.80      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    16295000 | PA      | $16727208.58    | 0.00%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4733413.86     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11787                      | CUSIP: 31296K6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8798 | PA      | $9048.81        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $4022946.88     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4469000 | PA      | $3530141.65     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   160536617 | PA      | $130691190.66   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4891                      | CUSIP: 3138AJNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1366725 | PA      | $1360207.67     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4734                      | CUSIP: 3140XLHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18668950 | PA      | $16103558.26    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5076816.96     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12046947.14    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3955                      | CUSIP: 31417AMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21133 | PA      | $21008.62       | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8605935.31     | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $2878390.98     | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     2423000 | PA      | $1777799.08     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786714                      | CUSIP: 3622ACK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33155270 | PA      | $33745102.24    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11700000 | PA      | $11637042.15    | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1527                      | CUSIP: 31418AVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2333613 | PA      | $2255281.86     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8021                      | CUSIP: 3132DV4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30467840 | PA      | $25862933.47    | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6090                      | CUSIP: 36179UXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4847674 | PA      | $4521062.92     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     8333000 | PA      | $8286330.51     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    23400000 | PA      | $23040741.37    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $7109535.30     | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9719                      | CUSIP: 3138ABYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1311588 | PA      | $1305230.72     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M2 A2                 | CUSIP: 3136B0YM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15695375 | PA      | $15377864.12    | 0.00%             | 2028-01-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4791                      | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8119261 | PA      | $7928831.04     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    83325503 | PA      | $84475861.67    | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1241094.12     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2024566.72     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $10623572.47    | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    40182000 | PA      | $36896275.77    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3973797.23     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-164 A2                  | CUSIP: 3137HDUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14245000 | PA      | $14668304.42    | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    23508000 | PA      | $22448172.24    | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7034                      | CUSIP: 3138X6Y82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37453 | PA      | $36130.89       | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 757687                      | CUSIP: 31403TXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16647 | PA      | $17127.93       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12550000 | PA      | $10331228.64    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18710                      | CUSIP: 3128MMYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2480875 | PA      | $2423044.13     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 807347                      | CUSIP: 31406D5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17776 | PA      | $18283.19       | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     6221000 | PA      | $5604026.83     | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      986572 | PA      | $1003581.41     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4680                      | CUSIP: 31417BFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      564249 | PA      | $535480.17      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78521                      | CUSIP: 31288HPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11984 | PA      | $12154.29       | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    37508000 | PA      | $30678535.98    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4379                      | CUSIP: 3140X72M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1722541 | PA      | $1547271.19     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11561567.17    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844209                      | CUSIP: 31407X3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2525 | PA      | $2598.77        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256059                      | CUSIP: 31371MMG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115331 | PA      | $118762.42      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1394                      | CUSIP: 3138YERQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2814008 | PA      | $2555725.06     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    11111000 | PA      | $11123250.86    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0406                      | CUSIP: 3132CWNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1309219 | PA      | $1242552.19     | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    16810000 | PA      | $16474367.25    | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3823000 | PA      | $3985840.00     | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15033720 | PA      | $14002033.87    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 C                 | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3980000 | PA      | $4063256.43     | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     7656000 | PA      | $6434972.64     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3885577.01     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48075000 | PA      | $47945422.97    | 0.01%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    37530000 | PA      | $37599195.67    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8383                      | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   114671494 | PA      | $115657232.95   | 0.03%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      546000 | PA      | $547415.71      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03831                      | CUSIP: 31292LHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309118 | PA      | $307820.75      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    36400000 | PA      | $36651663.80    | 0.01%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    21140000 | PA      | $20903407.62    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW3649                      | CUSIP: 3140MVBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1135498 | PA      | $1071578.50     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6943                      | CUSIP: 31418UWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190473 | PA      | $193396.86      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                              | AUGUSTA SPINCO C               | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5384688.83     | 0.00%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    65821000 | PA      | $64757973.84    | 0.02%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0533                      | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4603089 | PA      | $4233801.92     | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1411332.75     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8218885.67     | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-159 A2                  | CUSIP: 3137HAMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8240000 | PA      | $8241156.07     | 0.00%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3598                      | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14124503 | PA      | $13531417.95    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    22230000 | PA      | $17116204.56    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   699243300 | PA      | $676517892.75   | 0.18%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3905                      | CUSIP: 3138WDKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5004629 | PA      | $4816835.68     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     8615000 | PA      | $9338262.08     | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    56007000 | PA      | $54718974.65    | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779084                      | CUSIP: 36176XJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1351482 | PA      | $1247612.51     | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     9098000 | PA      | $9064317.41     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4              | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5950000 | PA      | $5879886.39     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2940                      | CUSIP: 3138YUHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1789469 | PA      | $1671257.48     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    24193000 | PA      | $23423405.73    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    11610000 | PA      | $11757228.25    | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    50450000 | PA      | $48003265.61    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16347463.48    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0138                      | CUSIP: 36179MEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      153766 | PA      | $152414.41      | 0.00%             | 2027-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     4798000 | PA      | $3861439.25     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3975533.07     | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    15000000 | PA      | $16565118.99    | 0.00%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1172956900 | PA      | $1167321205.71  | 0.32%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9933                      | CUSIP: 3140XEBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16526284 | PA      | $14576171.29    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     6354000 | PA      | $6227420.77     | 0.00%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1959954.46     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1007240.40     | 0.00%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   178742000 | PA      | $145569997.91   | 0.04%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3019636.36     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     7600000 | PA      | $6748396.17     | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    15916000 | PA      | $14340638.04    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2024-M5 1A2C               | CUSIP: 3136BTHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50000000 | PA      | $49267890.00    | 0.01%             | 2034-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    59511255 | PA      | $60411880.35    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46278                      | CUSIP: 3128K66P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151696 | PA      | $154068.50      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $4946530.36     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    16942000 | PA      | $11769115.78    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3329                      | CUSIP: 3140X6VX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3880814 | PA      | $3707590.57     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    14850000 | PA      | $11218608.58    | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3293                      | CUSIP: 3131XJUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2148424 | PA      | $2031145.01     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3191                      | CUSIP: 3138EKRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33544 | PA      | $33389.38       | 0.00%             | 2028-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     7850000 | PA      | $6823057.32     | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0315                      | CUSIP: 3138W9K58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1654476 | PA      | $1603132.38     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    15675000 | PA      | $15053614.87    | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    87154000 | PA      | $70677187.82    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2911                      | CUSIP: 3140E7GV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2356973 | PA      | $2306954.81     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $739429.83      | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 A3              | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1431872.25     | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    34500000 | PA      | $28608282.30    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     8117000 | PA      | $5119422.46     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   436176000 | PA      | $447318931.57   | 0.12%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2472                      | CUSIP: 31418BXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2203426 | PA      | $2106861.88     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    31200000 | PA      | $31633809.21    | 0.01%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    32100000 | PA      | $32416879.45    | 0.01%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2538                      | CUSIP: 3140QMZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18554431 | PA      | $15859818.86    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11213                      | CUSIP: 3132HMK26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2315912 | PA      | $2135100.53     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14597902.16    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8421                      | CUSIP: 3132DWLA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64719508 | PA      | $66044976.02    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   774753400 | PA      | $788008942.58   | 0.21%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   671831000 | PA      | $672644547.03   | 0.18%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4519                      | CUSIP: 31418EAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24795406 | PA      | $20860711.94    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8729                      | CUSIP: 36179XVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69905 | PA      | $72897.72       | 0.00%             | 2053-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6961                      | CUSIP: 3138X6WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      355646 | PA      | $351621.87      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3604                      | CUSIP: 3138WDAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1029384 | PA      | $1013140.22     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     6330000 | PA      | $6375283.97     | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                                 | MERCADOLIBRE INC               | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     9185000 | PA      | $8864344.69     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0659                      | CUSIP: 31427MWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17162755 | PA      | $17882631.21    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 AS               | CUSIP: 46590TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3975000 | PA      | $3654669.46     | 0.00%             | 2050-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    29973000 | PA      | $30304567.13    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    10617000 | PA      | $7718458.55     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2755574.14     | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1802                      | CUSIP: 3138EJAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      296850 | PA      | $311292.11      | 0.00%             | 2041-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM3535                      | CUSIP: 3131XW4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3353155 | PA      | $3223393.13     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    17409000 | PA      | $14287907.41    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $638426.24      | 0.00%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     5880000 | PA      | $6719295.78     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950322                      | CUSIP: 31413NG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9676 | PA      | $10429.73       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1947763.91     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    15500000 | PA      | $14908506.02    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8505                      | CUSIP: 3132DWNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    92794535 | PA      | $91565323.25    | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7425000 | PA      | $5863027.30     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5122                        | CUSIP: 36202FVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8766 | PA      | $8743.74        | 0.00%             | 2026-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A4                | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1098000 | PA      | $1111154.48     | 0.00%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    10755000 | PA      | $7238271.48     | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     1657000 | PA      | $1659117.01     | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2302                      | CUSIP: 3132DPRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21157080 | PA      | $18911769.79    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69422461 | PA      | $70154819.52    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    31150000 | PA      | $31107194.93    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13430383.29    | 0.00%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    24063000 | PA      | $21636169.86    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2874                      | CUSIP: 3132DQFP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12940271 | PA      | $12580155.09    | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1634                      | CUSIP: 36179NY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31213 | PA      | $31874.27       | 0.00%             | 2043-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3976                      | CUSIP: 3138WDM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21922 | PA      | $21094.12       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3638                      | CUSIP: 31418DBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3892322 | PA      | $3705205.62     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745140                      | CUSIP: 31403CZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      108838 | PA      | $110382.68      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5611                      | CUSIP: 3140MKGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1820633 | PA      | $1721729.94     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1165                      | CUSIP: 31418AJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7514778 | PA      | $7290259.21     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751248                      | CUSIP: 36230KL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1325590 | PA      | $1279635.19     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11358000 | PA      | $13490431.72    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1846                      | CUSIP: 3138EJBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100578 | PA      | $104257.78      | 0.00%             | 2037-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3737                      | CUSIP: 31417AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3373201 | PA      | $3191180.21     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                      | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61509619 | PA      | $58060091.87    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6750000 | PA      | $6401407.05     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     9825000 | PA      | $9709797.53     | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725778                      | CUSIP: 31402DJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2805 | PA      | $2944.41        | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1504818.11     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0500                      | CUSIP: 31417YRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      246563 | PA      | $250358.83      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6939                      | CUSIP: 3140XNV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35736285 | PA      | $33717338.76    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    38785000 | PA      | $39470238.82    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5110201.02     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2683                      | CUSIP: 3138A36V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      652454 | PA      | $636277.70      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2559000 | PA      | $2523541.08     | 0.00%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    14000000 | PA      | $13187956.57    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     8760000 | PA      | $7669766.08     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3462                      | CUSIP: 31418CZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1372868 | PA      | $1341129.18     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $22859448.93    | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    17690000 | PA      | $17414134.58    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01139                      | CUSIP: 3132GEHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63648 | PA      | $64728.63       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0714                      | CUSIP: 3140XFYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31383458 | PA      | $26825720.38    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4320                      | CUSIP: 3140X7YS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11047007 | PA      | $10427482.79    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5453                      | CUSIP: 31418FBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18619874 | PA      | $18814846.48    | 0.01%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6060                      | CUSIP: 3140X9WW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9609417 | PA      | $7904006.26     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8114                      | CUSIP: 3140XCAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48637252 | PA      | $39123907.58    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11741000 | PA      | $11999592.93    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD8249                      | CUSIP: 3140FGEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      933903 | PA      | $842963.84      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2619                      | CUSIP: 3132DP4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13506325 | PA      | $13657249.02    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    27892000 | PA      | $16960302.83    | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4778650.92     | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     8902000 | PA      | $8665689.19     | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4479071.11     | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6828378.89     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5471                      | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32477526 | PA      | $33118518.77    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     7180000 | PA      | $7281832.20     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                   | WFCM 2019-C53 A4               | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8225000 | PA      | $7810918.13     | 0.00%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2021-A2 A2               | CUSIP: 254683CQ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |     8250000 | PA      | $8141230.35     | 0.00%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     8729000 | PA      | $9370426.02     | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 AS               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4556000 | PA      | $4455445.89     | 0.00%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4329                      | CUSIP: 31418DY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46229014 | PA      | $42598557.25    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3935                      | CUSIP: 36179SLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1476398 | PA      | $1288807.54     | 0.00%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                               | VERTIV HLDNG CO                | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3134276.45     | 0.00%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7204686.37     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2714                      | CUSIP: 3138EKAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1539271 | PA      | $1449334.31     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7467                      | CUSIP: 3138EQJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2329099 | PA      | $2270287.23     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    23250000 | PA      | $23727669.08    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A3                | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2170834 | PA      | $2191969.80     | 0.00%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $10933086.48    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3320047.28     | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    17557000 | PA      | $12069176.87    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    37200000 | PA      | $34617823.13    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79462                      | CUSIP: 31288JQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         203 | PA      | $208.46         | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3937                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9061993 | PA      | $8508080.15     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6640172.58     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13270363.23    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0437                      | CUSIP: 3132CWPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13918329 | PA      | $12890536.59    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81429                      | CUSIP: 3132L6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      971169 | PA      | $935822.22      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9204                      | CUSIP: 3140XRGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35857405 | PA      | $37089680.51    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5726270.95     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    11148000 | PA      | $11294415.06    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91336                      | CUSIP: 3128P7PV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192092 | PA      | $192563.30      | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3815231.29     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3212687.31     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20050000 | PA      | $20033015.14    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A1                   | CUSIP: 3137H4CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      796273 | PA      | $744011.68      | 0.00%             | 2031-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     7325000 | PA      | $7210275.18     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY3376                      | CUSIP: 3138YGXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2308097 | PA      | $2154702.57     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $21333408.16    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12729000 | PA      | $12304582.58    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    11715000 | PA      | $7834427.56     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18086564.27    | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    20478000 | PA      | $20625315.13    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6374                      | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1595200 | PA      | $1619679.79     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A4                 | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8460000 | PA      | $7934625.54     | 0.00%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2026-1                                    | SDART 2026-1 A3                | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16530000 | PA      | $16420863.98    | 0.00%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 B               | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |      235975 | PA      | $94536.16       | 0.00%             | 2046-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center Inc                                              | INTEGRIS BAPTIST               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4373381.31     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A3                | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      448504 | PA      | $451170.89      | 0.00%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1812                      | CUSIP: 3132DPAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13408413 | PA      | $13322980.22    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | PRESBYTERIAN HCS               | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3511799.69     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932851                      | CUSIP: 31412RL88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1024564 | PA      | $998707.09      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13722000 | PA      | $13482803.96    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     7545000 | PA      | $5136661.66     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3203622.17     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C65                                   | WFCM 2025-C65 A5               | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14000000 | PA      | $14191604.00    | 0.00%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    32890000 | PA      | $32511279.12    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 AM               | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3859992.00     | 0.00%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7740                      | CUSIP: 3140M9S65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177193 | PA      | $155841.26      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3531                      | CUSIP: 3131XJ4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17614066 | PA      | $16726794.33    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8377                      | CUSIP: 3132DWJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1763549 | PA      | $1851266.72     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11885000 | PA      | $8424175.46     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $11593964.21    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-1 A                 | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    11550000 | PA      | $11642406.93    | 0.00%             | 2029-12-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12006706.12    | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8722000 | PA      | $7709606.00     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5357                      | CUSIP: 31417B5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166617 | PA      | $165090.82      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3284                      | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1306570 | PA      | $1278405.33     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2469155.99     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6732552.72     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4861                      | CUSIP: 3138WEMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31369 | PA      | $30558.82       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615885                      | CUSIP: 36290SF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72228 | PA      | $72101.24       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7829                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    50188733 | PA      | $46368125.28    | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                | UNTD AIR 23-1 A                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14570048 | PA      | $14996650.43    | 0.00%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $12986637.77    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    24144000 | PA      | $19670019.92    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833348                      | CUSIP: 31407KZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4826 | PA      | $4973.48        | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    14895000 | PA      | $15038093.37    | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9238087.14     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9078070.39     | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   101985000 | PA      | $100193101.60   | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2014                      | CUSIP: 3140XHGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3786304 | PA      | $3628893.71     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    37284000 | PA      | $38196290.24    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                      | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46021833 | PA      | $46431827.55    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9278                      | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2682046 | PA      | $2541067.03     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4548407.09     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2006000 | PA      | $2030099.49     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    17050000 | PA      | $14887302.38    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      710348 | PA      | $669729.64      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $17954312.91    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1518                      | CUSIP: 3140XGVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34311254 | PA      | $27932435.18    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $11071303.67    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    26500000 | PA      | $20006667.03    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    25795000 | PA      | $25626489.55    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3583848.75     | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4775438.20     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A2                   | CUSIP: 3137F83Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7850000 | PA      | $6989610.17     | 0.00%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6630                      | CUSIP: 3140KELL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10966046 | PA      | $9006162.32     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2599942.32     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     2331000 | PA      | $2359133.21     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5399                      | CUSIP: 3140X87M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18512674 | PA      | $17587997.02    | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0205                      | CUSIP: 3138W9GP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3761511 | PA      | $3446319.09     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08140                      | CUSIP: 3128MJEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25255 | PA      | $26376.32       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5037                      | CUSIP: 31418ES35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1247950 | PA      | $1206721.28     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10855311.02    | 0.00%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    11780000 | PA      | $11996338.55    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783308                      | CUSIP: 36241LU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         981 | PA      | $979.06         | 0.00%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    29035000 | PA      | $28628097.72    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1158840000 | PA      | $1171197939.29  | 0.32%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CMNTY CL           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5125000 | PA      | $5706175.51     | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     4837000 | PA      | $3958627.38     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5345880 | PA      | $4835747.04     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     7362000 | PA      | $7237221.54     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49490                      | CUSIP: 3132WPRL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19465428 | PA      | $18122710.76    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5183449.34     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M8 A2                 | CUSIP: 3136BMST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8375000 | PA      | $7375999.85     | 0.00%             | 2031-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     9120000 | PA      | $8978275.78     | 0.00%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8518                      | CUSIP: 3133A3PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2668474 | PA      | $2384446.65     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A4                | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1049263 | PA      | $1048313.51     | 0.00%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  5458073900 | PA      | $5410528945.74  | 1.47%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9128                      | CUSIP: 3138EREA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2463008 | PA      | $2450955.61     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA COMMONWEALTH                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     5495000 | PA      | $3734955.90     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5053871.28     | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     6117000 | PA      | $6159696.26     | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    11854000 | PA      | $9779037.80     | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 AS               | CUSIP: 90276VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3250000 | PA      | $3165150.30     | 0.00%             | 2051-02-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | CORNELL UNIV                   | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $6012731.12     | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1760000 | PA      | $1781087.44     | 0.00%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61555                      | CUSIP: 31335BWQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      454822 | PA      | $444698.47      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    43050000 | PA      | $42539224.28    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1217048.98     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K520 A2                   | CUSIP: 3137HCKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7175996.80     | 0.00%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5304                      | CUSIP: 3140HJ3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349397 | PA      | $333145.95      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5561192.56     | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26675                      | CUSIP: 31297EMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2811 | PA      | $2886.10        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3542                      | CUSIP: 3132DQ5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4903535 | PA      | $4998169.60     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6154                      | CUSIP: 3140XMZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5651299 | PA      | $5886130.22     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18837544 | PA      | $17676976.56    | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7988673.09     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6307                      | CUSIP: 3138EPAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1348100 | PA      | $1338274.29     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    18733000 | PA      | $16451381.59    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    21871000 | PA      | $22440276.23    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    63974000 | PA      | $59256589.68    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12786                      | CUSIP: 31296MCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6921 | PA      | $7090.31        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1516                      | CUSIP: 3142GRVJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23453835 | PA      | $23721412.63    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20466                      | CUSIP: 31306XQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      373582 | PA      | $369985.39      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25185620 | PA      | $23151173.43    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9175                      | CUSIP: 3140KVFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7192971 | PA      | $5884944.15     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3757                      | CUSIP: 3140XKE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23597224 | PA      | $24015763.11    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    17200000 | PA      | $17571273.33    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3154                      | CUSIP: 3138WCQG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      843877 | PA      | $813064.55      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6111                      | CUSIP: 3138WFYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1303010 | PA      | $1250712.87     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                                                | STEWART INFO SRV               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2565475.21     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    29158000 | PA      | $30200617.10    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                      | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   174828436 | PA      | $134964562.69   | 0.04%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP               | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |     5053000 | PA      | $5012982.77     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | JPMCC 2019-COR4 A5             | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13805000 | PA      | $13229197.59    | 0.00%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1061                      | CUSIP: 3142GRFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15814715 | PA      | $16069271.56    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     9520000 | PA      | $9010065.41     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C A4                | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      632500 | PA      | $631464.22      | 0.00%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $3242285.95     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   597575000 | PA      | $562700893.50   | 0.15%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $928423.00      | 0.00%             | 2030-03-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    24100000 | PA      | $23107006.30    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5351                      | CUSIP: 31418E5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13630753 | PA      | $13174748.63    | 0.00%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   109928000 | PA      | $108882570.85   | 0.03%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    32035000 | PA      | $33128951.73    | 0.01%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     1918000 | PA      | $1923959.83     | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6547000 | PA      | $6134260.57     | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848328                      | CUSIP: 31408DPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10325 | PA      | $10647.43       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    49000000 | PA      | $32017355.13    | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2732000 | PA      | $2239690.90     | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     5274000 | PA      | $4040251.02     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KP0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    89490000 | PA      | $88862860.02    | 0.02%             | 2036-02-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $8233705.32     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    21950000 | PA      | $19981987.16    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3254651.49     | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3518                      | CUSIP: 31418C4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      687378 | PA      | $683455.72      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7775000 | PA      | $6697305.33     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     7436000 | PA      | $5754075.41     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23800000 | PA      | $23962347.65    | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2662929.03     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $13812258.22    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6311                      | CUSIP: 3138WGAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4492321 | PA      | $4188873.24     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy/The                                                           | THE NATURE CONSV               | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $3407275.45     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5909357.49     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    21169000 | PA      | $19557866.33    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0946                      | CUSIP: 3138A2BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      542730 | PA      | $529176.60      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2132                      | CUSIP: 3138M5LN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7799533 | PA      | $7374157.30     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CW6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $11516335.45    | 0.00%             | 2056-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 658746                      | CUSIP: 31390WZK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6501 | PA      | $6761.72        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1990346.06     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    12775000 | PA      | $11632670.90    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    27115000 | PA      | $24562421.20    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 AS              | CUSIP: 36257UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2875000 | PA      | $2650414.78     | 0.00%             | 2052-09-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252339                      | CUSIP: 31371HHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         988 | PA      | $1006.20        | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     3800000 | PA      | $3833660.04     | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     3917000 | PA      | $2597930.07     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   481085000 | PA      | $476386901.89   | 0.13%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14400000 | PA      | $14737117.34    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7256                      | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40023974 | PA      | $35791918.93    | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7525                      | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41303893 | PA      | $35576493.13    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14511270.85    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    11108000 | PA      | $6695532.49     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25715328 | PA      | $23012313.06    | 0.01%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4283                      | CUSIP: 3140X7XM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13824600 | PA      | $12803729.03    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2790158.97     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    49346000 | PA      | $49440241.70    | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     5944000 | PA      | $5237239.77     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   404418000 | PA      | $286046748.12   | 0.08%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8435000 | PA      | $5174870.02     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     8817000 | PA      | $8395427.72     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0775                      | CUSIP: 3138LQ2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      437465 | PA      | $424599.49      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07096                      | CUSIP: 3128M9GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2080608 | PA      | $1977483.48     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7895143.08     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7827                      | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   150548370 | PA      | $129331889.37   | 0.04%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $15136672.59    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2868                      | CUSIP: 31418CFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7809045 | PA      | $7524995.62     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5925000 | PA      | $5782005.46     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5473000 | PA      | $5532479.99     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A81872                      | CUSIP: 312928CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          42 | PA      | $44.12          | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    22326000 | PA      | $20150455.45    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2124778.53     | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 4/26                    | CUSIP: 01F020646<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -661955000 | PA      | $-532020448.81  | -0.14%            | 2026-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K082 A2                   | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28870000 | PA      | $28711370.90    | 0.01%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542820                      | CUSIP: 36212TAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3494 | PA      | $3585.64        | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System of North Louisiana                                     | OCHSNER LSU HLTH               | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2987824.39     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3662                      | CUSIP: 3140X7B81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4174603 | PA      | $3722438.52     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14385000 | PA      | $13827100.98    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 A5              | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9675000 | PA      | $8487129.62     | 0.00%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725027                      | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4348847 | PA      | $4402470.70     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3957644.69     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    13940000 | PA      | $13762094.43    | 0.00%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5300000 | PA      | $3770255.17     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     5500000 | PA      | $5648847.17     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 B               | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1225000 | PA      | $1144417.17     | 0.00%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                   | WFCM 2020-C58 A4               | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1990000 | PA      | $1775800.58     | 0.00%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     3379000 | PA      | $3556056.25     | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   439439000 | PA      | $441310047.77   | 0.12%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8740638.43     | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A3                 | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1351830 | PA      | $1361795.86     | 0.00%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08222                      | CUSIP: 3128MJG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101360 | PA      | $106241.75      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7130                      | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12820025 | PA      | $11225237.83    | 0.00%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    23200000 | PA      | $23789247.10    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     6080000 | PA      | $6251608.62     | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   921913000 | PA      | $923317479.14   | 0.25%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     6905000 | PA      | $6971939.60     | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                 | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   119349000 | PA      | $117522720.30   | 0.03%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4511                      | CUSIP: 31418EAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   123459082 | PA      | $99966620.98    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT           | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      375000 | PA      | $314570.10      | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    23800000 | PA      | $24565847.64    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4013                      | CUSIP: 31418DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10449329 | PA      | $9913970.46     | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8155                      | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16984958 | PA      | $16210713.63    | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9308                      | CUSIP: 36179YKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14370051 | PA      | $14981861.34    | 0.00%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844595                      | CUSIP: 31407YKG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18013 | PA      | $18542.96       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                    | SDART 2022-5 C                 | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       39588 | PA      | $39595.77       | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2310                      | CUSIP: 3140FMR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5044944 | PA      | $4542653.02     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     8862000 | PA      | $8020188.07     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     3432000 | PA      | $3287797.47     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0815                      | CUSIP: 3618N53Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22060134 | PA      | $22513915.08    | 0.01%             | 2055-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24660                      | CUSIP: 31297CE97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5188 | PA      | $5343.52        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                                | BMARK 2021-B28 A5              | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4225000 | PA      | $3706298.86     | 0.00%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     5331000 | PA      | $5820281.16     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K118 A2                   | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17650000 | PA      | $15744663.09    | 0.00%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12800000 | PA      | $12684888.45    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | MCLAREN HEALTH                 | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |     4433000 | PA      | $3669070.32     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    14837000 | PA      | $13526731.30    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    56900000 | PA      | $56654453.02    | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8095                      | CUSIP: 3138WH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10443061 | PA      | $9782619.67     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPC60<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     4500000 | PA      | $4553239.50     | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    15000000 | PA      | $14943160.94    | 0.00%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6550000 | PA      | $5469821.04     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    59275000 | PA      | $57357064.56    | 0.02%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34023497 | PA      | $33732286.81    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7864                      | CUSIP: 3140XPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7785216 | PA      | $8072833.64     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66092                      | CUSIP: 3128KWXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20580 | PA      | $21582.47       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5056440.06     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7507                      | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14840551 | PA      | $13330514.87    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4018529.56     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4040853.59     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0459                      | CUSIP: 3140QKQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72938 | PA      | $61773.91       | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    41050000 | PA      | $41462364.77    | 0.01%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4018                        | CUSIP: 36202EPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288867 | PA      | $303301.13      | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5663547.50     | 0.00%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    25788000 | PA      | $25705053.14    | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1016000 | PA      | $881670.59      | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN               | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    12446000 | PA      | $11873200.42    | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1433000 | PA      | $853871.71      | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      505382 | PA      | $504227.46      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783403                      | CUSIP: 36241LX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2850451 | PA      | $2694118.58     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    24353000 | PA      | $26195876.29    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1822602.62     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3995                      | CUSIP: 3140FBNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      380057 | PA      | $355071.00      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2833                      | CUSIP: 31418CEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34961476 | PA      | $31491524.95    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4035                      | CUSIP: 3142GUPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14705808 | PA      | $15077619.40    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                                                       | HORACE MANN EDUC               | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     4688000 | PA      | $4618210.88     | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01841                      | CUSIP: 3128LXBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      603786 | PA      | $621662.42      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7274                      | CUSIP: 3140XPCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17867702 | PA      | $17709186.79    | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    12450000 | PA      | $10003114.18    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18520                      | CUSIP: 3128MMSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63136 | PA      | $61819.12       | 0.00%             | 2029-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3791                      | CUSIP: 3140XKF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4906458 | PA      | $5158636.71     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    22800000 | PA      | $23230672.99    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV-A           | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1525000 | PA      | $1609564.45     | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     6805000 | PA      | $7049578.64     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2396983.05     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     7143000 | PA      | $7080243.63     | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                                  | BANK 2021-BN37 A5              | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6825000 | PA      | $6073011.95     | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PIPELINES LP                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7052351.94     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    13494000 | PA      | $14002850.32    | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1370                      | CUSIP: 3140X4QY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6548967 | PA      | $5965367.45     | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    20800000 | PA      | $19887537.17    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    14000000 | PA      | $14456140.42    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5930                      | CUSIP: 36179UST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6272288 | PA      | $5853613.85     | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11675000 | PA      | $12627283.03    | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7708016.10     | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813252                      | CUSIP: 31406LQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78971 | PA      | $81235.75       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1401284.18     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                             | AM AIRLN 17-2 AA               | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3267457 | PA      | $3158187.97     | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2532802.83     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8043                      | CUSIP: 36179W5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    68565992 | PA      | $61187399.64    | 0.02%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    21154000 | PA      | $14244553.31    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6450                      | CUSIP: 3138A8EY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25631 | PA      | $26811.14       | 0.00%             | 2041-02-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1245                      | CUSIP: 3140X4L38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      635540 | PA      | $632301.74      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1350                      | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1537534 | PA      | $1495226.33     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | KEYSPAN CORP                   | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     2817000 | PA      | $2921672.58     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6400000 | PA      | $6425917.23     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    21475000 | PA      | $13019354.07    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8098                      | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   119421870 | PA      | $97220102.50    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     5461000 | PA      | $5321353.55     | 0.00%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    29655000 | PA      | $30117772.33    | 0.01%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    32933000 | PA      | $29008828.53    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6132000 | PA      | $7026930.98     | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    28782000 | PA      | $24085752.64    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 A4               | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7075000 | PA      | $7021130.24     | 0.00%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 621239                      | CUSIP: 31389CEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2515 | PA      | $2562.28        | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     7875000 | PA      | $7644673.85     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     7500000 | PA      | $6575465.75     | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      875000 | PA      | $922043.44      | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q47931                      | CUSIP: 3132WMY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4597 | PA      | $4514.86        | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4131637 | PA      | $3879091.77     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7142000 | PA      | $5994717.45     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    13360000 | PA      | $13853028.00    | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     5941000 | PA      | $5088041.40     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 A5              | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4035000 | PA      | $3732075.60     | 0.00%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    16100000 | PA      | $13584679.81    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39774833 | PA      | $37281456.30    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4185981.59     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8069000 | PA      | $7995373.83     | 0.00%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4450000 | PA      | $4558157.70     | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4089000 | PA      | $4158830.70     | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO               | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    12489000 | PA      | $10219104.40    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $7887530.85     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    12735000 | PA      | $12308497.22    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5366545.66     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2160                      | CUSIP: 3132DPMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10720249 | PA      | $10967004.31    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A4                | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1102024.33     | 0.00%             | 2028-02-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15894154.71    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3696427.50     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    17600000 | PA      | $17503418.70    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    10509000 | PA      | $8378761.35     | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    10270000 | PA      | $6667679.98     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06875                      | CUSIP: 3128M86L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      867700 | PA      | $894642.59      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9767626.74     | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5844285.66     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     3207000 | PA      | $2871195.79     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17775000 | PA      | $18504638.00    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $10826512.00    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81497 | PA      | $84853.32       | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    11755000 | PA      | $11142344.36    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3743                      | CUSIP: 3132E0EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19605151 | PA      | $20569914.88    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3069                      | CUSIP: 3140XJMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9073664 | PA      | $8620449.93     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08085                      | CUSIP: 3128MJCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145065 | PA      | $147349.81      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7576321.07     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ETBF3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     8500000 | PA      | $8513642.50     | 0.00%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     9600000 | PA      | $9460687.29     | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1889480.34     | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    16752000 | PA      | $11975899.04    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $6743945.54     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9999                      | CUSIP: 3133KSDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23078549 | PA      | $24053306.37    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3049163.13     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5945                      | CUSIP: 31418FTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60880147 | PA      | $61160914.53    | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2491                      | CUSIP: 31427PXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32385357 | PA      | $33553973.18    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      400000 | PA      | $299009.52      | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7305563.58     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     8281000 | PA      | $8238458.70     | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832444                      | CUSIP: 31407JZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5920 | PA      | $6097.80        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0687                      | CUSIP: 3618N5XR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    56929527 | PA      | $58020518.92    | 0.02%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     8642000 | PA      | $8813496.54     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    13674000 | PA      | $13628859.79    | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0039                      | CUSIP: 3140XFBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3747903 | PA      | $3366551.14     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4317                      | CUSIP: 3140X7YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11875919 | PA      | $10563622.01    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3504289.24     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A1                   | CUSIP: 3137F82M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      450202 | PA      | $420502.30      | 0.00%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995685                      | CUSIP: 31416CCW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      483162 | PA      | $490536.30      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | WFCM 2026-5C8 A3               | CUSIP: 95005BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   102330000 | PA      | $103334747.57   | 0.03%             | 2059-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-C             | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4120000 | PA      | $3393894.91     | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6500                      | CUSIP: 3132DUGH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12805005 | PA      | $11294005.75    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   534126000 | PA      | $538236265.15   | 0.15%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $8023293.02     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4749                      | CUSIP: 3140X8H34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2749729 | PA      | $2677565.74     | 0.00%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     9628000 | PA      | $7555451.19     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4048                      | CUSIP: 3140JLQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89647 | PA      | $85365.56       | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0200                      | CUSIP: 31417YGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260079 | PA      | $260361.46      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0715                      | CUSIP: 3140Y6YM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16337458 | PA      | $16452371.17    | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0554                      | CUSIP: 3138W9TL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3051319 | PA      | $3033174.19     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1279415.21     | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A3                | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      585305 | PA      | $586259.17      | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K120 A2                   | CUSIP: 3137F72P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12360000 | PA      | $10985189.78    | 0.00%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    17631000 | PA      | $17368207.61    | 0.00%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09062                      | CUSIP: 31292SB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10077 | PA      | $9724.41        | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    23730000 | PA      | $24458995.90    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18642                      | CUSIP: 3128MMWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1354172 | PA      | $1328530.09     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3113769 | PA      | $2909072.66     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13750028.54    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12109029.46    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11620000 | PA      | $10710742.03    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $3059275.05     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    10720000 | PA      | $11034998.56    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8927276.33     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    20457000 | PA      | $20284671.59    | 0.01%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 635042                      | CUSIP: 31389TP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7715 | PA      | $8099.16        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    23000000 | PA      | $23337148.72    | 0.01%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4079                      | CUSIP: 31418DQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23513690 | PA      | $20878671.02    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    11245000 | PA      | $10693933.32    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     7704000 | PA      | $7697293.06     | 0.00%             | 2056-03-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6038                      | CUSIP: 3132DTV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17273344 | PA      | $17979967.42    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2446836.41     | 0.00%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     3894000 | PA      | $2597429.80     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    70416000 | PA      | $66656233.64    | 0.02%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |     6130000 | PA      | $6144738.27     | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3644173.01     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    16280000 | PA      | $13445444.61    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    46464713 | PA      | $41580667.46    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $9809032.89     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $8490161.73     | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   827010000 | PA      | $431434320.43   | 0.12%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1917114.69     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M9 A2                 | CUSIP: 3136B4VT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9126627 | PA      | $8841530.44     | 0.00%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1257                      | CUSIP: 3132ADME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7212042 | PA      | $6644495.86     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    10039000 | PA      | $9958080.50     | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6952                      | CUSIP: 3133KNWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35765053 | PA      | $31544751.70    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4855                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      268013 | PA      | $270951.46      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12609859.94    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   164474652 | PA      | $141295568.39   | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 AS              | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2770022.36     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     9725000 | PA      | $11096069.71    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $9566165.51     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    14000000 | PA      | $13163457.16    | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7471                      | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   124178601 | PA      | $102385318.44   | 0.03%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   595462000 | PA      | $436827201.56   | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5198739.06     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4422                      | CUSIP: 31418D4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16222450 | PA      | $14155941.50    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19250000 | PA      | $19255265.20    | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6468                      | CUSIP: 3140XAFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16475133 | PA      | $15698564.13    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    18367000 | PA      | $17924032.80    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    71000000 | PA      | $72204957.50    | 0.02%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3711556.34     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1374                      | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      863861 | PA      | $791736.98      | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $6044842.80     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     7814000 | PA      | $7353587.91     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M6 A2                 | CUSIP: 3136ASVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2119350 | PA      | $2112356.77     | 0.00%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    34703000 | PA      | $35265355.36    | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    19806000 | PA      | $18579888.59    | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8182763.36     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374609 | PA      | $373728.72      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    18975000 | PA      | $15614124.03    | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7500000 | PA      | $6759213.25     | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA4209                      | CUSIP: 31329MVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1675012 | PA      | $1537872.55     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     6029000 | PA      | $6074531.76     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    26558000 | PA      | $23495819.14    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4524000 | PA      | $4177744.71     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2029596.63     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3022                      | CUSIP: 3140QNLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      419424 | PA      | $368882.79      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9795041.79     | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8616                      | CUSIP: 31417VSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30661 | PA      | $32054.25       | 0.00%             | 2040-01-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | DARTMOUTH-HITCH                | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2402026.80     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $20406297.43    | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2898                      | CUSIP: 3132DQGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18134725 | PA      | $18299116.68    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5908                      | CUSIP: 36184CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1467483 | PA      | $1368659.60     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1611068.09     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0843                      | CUSIP: 31417Y5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1465154 | PA      | $1457291.05     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 AS                | CUSIP: 05610QAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3882760.39     | 0.00%             | 2056-11-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449539                      | CUSIP: 36208FLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4154 | PA      | $4210.69        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2505                      | CUSIP: 3140Q9YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266270 | PA      | $268317.59      | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A3              | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6620000 | PA      | $6492832.45     | 0.00%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14749                      | CUSIP: 3128MDQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144975 | PA      | $143721.04      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7598                      | CUSIP: 3140QFNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32458221 | PA      | $27967547.92    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   465885000 | PA      | $457750209.97   | 0.12%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8062                      | CUSIP: 3132D55X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18482743 | PA      | $17506922.93    | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3736                      | CUSIP: 3138X3EJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3555001 | PA      | $3256875.80     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01981                      | CUSIP: 3128LXFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98803 | PA      | $100393.51      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14649                      | CUSIP: 3128MDL68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110930 | PA      | $109698.07      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15776000 | PA      | $14896462.51    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    18400000 | PA      | $17288328.54    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2059000 | PA      | $2008281.91     | 0.00%             | 2035-10-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A A4                 | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3600000 | PA      | $3624955.20     | 0.00%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A4                 | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $701604.61      | 0.00%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11812654.92    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2469                      | CUSIP: 3133KHW69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6596680 | PA      | $6090849.37     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1450104.33     | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    15760000 | PA      | $15826682.83    | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS             | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $5902125.77     | 0.00%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B          | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4794458 | PA      | $5353847.82     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     4848000 | PA      | $4747862.47     | 0.00%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    14125000 | PA      | $14520358.31    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1458                      | CUSIP: 3128QHTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1709 | PA      | $1754.79        | 0.00%             | 2037-03-01      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1963773.93     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3276                      | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7125380 | PA      | $6623542.09     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $8801345.21     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735230                      | CUSIP: 31402QY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      598675 | PA      | $615741.77      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 AS              | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1567274.40     | 0.00%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     3593000 | PA      | $3667654.62     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | COREWELL HEALTH                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2042931.08     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885539                      | CUSIP: 31410CZC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14024 | PA      | $14636.99       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4048                      | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27108382 | PA      | $24104415.84    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5231                      | CUSIP: 3138EMY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4462410 | PA      | $4443714.68     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2530                      | CUSIP: 3133L8Y33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4784064 | PA      | $4515038.14     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4695                        | CUSIP: 36202FGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      616019 | PA      | $597449.88      | 0.00%             | 2040-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1462                      | CUSIP: 3140HETU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122004 | PA      | $116367.50      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    45715000 | PA      | $43059274.56    | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4143                      | CUSIP: 3140QBS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2839195 | PA      | $2539658.12     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4203                      | CUSIP: 31418DU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      747092 | PA      | $674700.44      | 0.00%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7337                      | CUSIP: 3140XBEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13730930 | PA      | $12097797.66    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03725                      | CUSIP: 3128M5PJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23109 | PA      | $24208.26       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     8160000 | PA      | $8293997.86     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31254197 | PA      | $26878906.46    | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15628486.96    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   936161000 | PA      | $585649159.18   | 0.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     5039000 | PA      | $5525557.18     | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3502677.17     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6865000 | PA      | $6590781.40     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16065150 | PA      | $14532124.89    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3744                      | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11458088 | PA      | $10209864.86    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2805902.51     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1641542.57     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    18503000 | PA      | $13325525.67    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   567721000 | PA      | $468414175.36   | 0.13%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01574                      | CUSIP: 31292HXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14904 | PA      | $15105.20       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3420835.66     | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1672                      | CUSIP: 3132DN2D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11747672 | PA      | $11417073.44    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1387                      | CUSIP: 3140X4RH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22677070 | PA      | $22830217.61    | 0.01%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    69200000 | PA      | $69492339.17    | 0.02%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781585                      | CUSIP: 31404XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25298 | PA      | $26003.92       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     8855000 | PA      | $7839023.66     | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 A4                | CUSIP: 362549AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $401908.72      | 0.00%             | 2031-05-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K119 A2                   | CUSIP: 3137F63Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2234506.50     | 0.00%             | 2030-09-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    12390000 | PA      | $12017308.94    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd                                                                     | XLIT LTD                       | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     4850000 | PA      | $4468586.01     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1868944 | PA      | $1848358.58     | 0.00%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2524549.86     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03993                      | CUSIP: 31292LNJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      563080 | PA      | $547213.60      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736570                      | CUSIP: 3620AQJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      847764 | PA      | $842893.74      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 867552                      | CUSIP: 31409CZR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22344 | PA      | $23310.70       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    20000000 | PA      | $19918507.38    | 0.01%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5330                        | CUSIP: 36202F4P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      540794 | PA      | $498577.40      | 0.00%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5453605.99     | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0038                      | CUSIP: 3142JCBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38255705 | PA      | $38517308.55    | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1283                      | CUSIP: 3138EHM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192305 | PA      | $201724.90      | 0.00%             | 2042-01-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    47850000 | PA      | $48696629.32    | 0.01%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    44920000 | PA      | $50566893.20    | 0.01%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3080                        | CUSIP: 36202DM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29437 | PA      | $30580.68       | 0.00%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35896                      | CUSIP: 31307SRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1393838 | PA      | $1345935.74     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     7675000 | PA      | $7985216.74     | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    13760000 | PA      | $13039184.36    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5557                      | CUSIP: 31418FE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7442819 | PA      | $7395913.73     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    18224000 | PA      | $16254300.70    | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2641721.81     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K113 A2                   | CUSIP: 3137FV5N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1519858.48     | 0.00%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1341863.01     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03493                      | CUSIP: 3128M5GA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      352090 | PA      | $368823.32      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8212                      | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83452119 | PA      | $70563264.64    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    13472000 | PA      | $14053999.47    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    41060000 | PA      | $34771091.00    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    39237000 | PA      | $32485117.79    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5450825.38     | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    28490000 | PA      | $28682730.52    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2838201.29     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9798                      | CUSIP: 3138WK3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9681741 | PA      | $9310099.99     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $15179969.15    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2847639.91     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6279893.18     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4178                      | CUSIP: 31418DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33036224 | PA      | $29858433.50    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7091513.51     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3340                      | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4088531 | PA      | $3988899.03     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6165560.33     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    15505000 | PA      | $10458668.84    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    30663000 | PA      | $31010533.36    | 0.01%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   827608000 | PA      | $826638142.74   | 0.22%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3990                      | CUSIP: 31418DNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66442313 | PA      | $56585436.10    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $12449485.12    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10622                      | CUSIP: 31296JVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2333 | PA      | $2398.33        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5365                      | CUSIP: 3138WE6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2648271 | PA      | $2477162.40     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    10310000 | PA      | $9646958.71     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3151596.10     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9179937.59     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887632                      | CUSIP: 31410FED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2075 | PA      | $2169.62        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545556                      | CUSIP: 31385JBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46490 | PA      | $48807.87       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    16875000 | PA      | $14962410.12    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     7825000 | PA      | $6441022.70     | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HE4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $7247925.96     | 0.00%             | 2043-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15178530.92    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     3516000 | PA      | $3541819.09     | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15733691.33    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1266604 | PA      | $1213802.88     | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     4805000 | PA      | $5332750.93     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     3075000 | PA      | $3051025.76     | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02471                      | CUSIP: 3128M4CG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18891 | PA      | $19750.93       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     5825000 | PA      | $5740498.85     | 0.00%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A2 A                | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4949617.40     | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3487                      | CUSIP: 3132DQ2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7594142 | PA      | $6215536.07     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     3536000 | PA      | $3425230.84     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18441                      | CUSIP: 3128MMP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148492 | PA      | $147063.31      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB               | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      350000 | PA      | $360605.67      | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05982                      | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193603 | PA      | $193005.76      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    97013000 | PA      | $62695310.05    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    32500000 | PA      | $32175266.92    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5908357.93     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487816                      | CUSIP: 36210B3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45455 | PA      | $46227.65       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19982                      | CUSIP: 3132JBRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1567854 | PA      | $1476726.31     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255050                      | CUSIP: 31371LH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2069 | PA      | $2187.46        | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0095                      | CUSIP: 3142J6C92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48277672 | PA      | $48515405.25    | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                              | ALLIANT ENERGY                 | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     2714000 | PA      | $2636933.35     | 0.00%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    11525000 | PA      | $11353281.64    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8269                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    52029837 | PA      | $51896594.05    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1680151 | PA      | $1668436.12     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $11694621.61    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2439                      | CUSIP: 3132DPV88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5703510 | PA      | $4664556.10     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9963                      | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    47868363 | PA      | $46274336.59    | 0.01%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736638                      | CUSIP: 3620AQLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24202 | PA      | $24649.06       | 0.00%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    14175000 | PA      | $9162432.84     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    13610000 | PA      | $13349280.01    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5697                      | CUSIP: 31418FKK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6841208 | PA      | $6449796.25     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3870543.76     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI8460                      | CUSIP: 36198VMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1004391 | PA      | $961793.94      | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    12450000 | PA      | $10977730.73    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    19717000 | PA      | $20216707.20    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M14 A2                | CUSIP: 3136B9KC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6677149 | PA      | $6097983.16     | 0.00%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $9343346.06     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    20400000 | PA      | $21107929.95    | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $1936714.77     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    13747000 | PA      | $14201272.12    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6392327.14     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 A4               | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    12250000 | PA      | $12136803.88    | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $3478028.28     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     6675000 | PA      | $6276466.35     | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     9650000 | PA      | $9589414.71     | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2715240.35     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K753 A2                   | CUSIP: 3137HB2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11050000 | PA      | $11104003.56    | 0.00%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5496                      | CUSIP: 31418FDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      395880 | PA      | $390393.19      | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08488                      | CUSIP: 3128MJRJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118778 | PA      | $112524.02      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $9513735.54     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8935000 | PA      | $7400724.15     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6931017.07     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4326                      | CUSIP: 3140J8YY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      117764 | PA      | $116943.95      | 0.00%             | 2031-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4441                      | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6330760 | PA      | $5691132.33     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     7167000 | PA      | $7115412.71     | 0.00%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY3913                      | CUSIP: 3138YHK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106709 | PA      | $99591.77       | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2025-A1 A                | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    35000000 | PA      | $35089029.50    | 0.01%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     9525000 | PA      | $9201049.15     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4059363.62     | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4930047.18     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4096321.19     | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | SEATTLE CHLD                   | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3070649.83     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4598                      | CUSIP: 31418EDC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9388865 | PA      | $7938791.24     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5766000 | PA      | $7296918.93     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3216000 | PA      | $3314945.67     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10083720.65    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 A4              | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2144245.14     | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 AS              | CUSIP: 081925BA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3525000 | PA      | $3648662.64     | 0.00%             | 2056-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12140000 | PA      | $10280017.98    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0583                      | CUSIP: 31417YUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2128697 | PA      | $2075583.39     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2850                      | CUSIP: 3140QNEY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77073647 | PA      | $61998203.34    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5470                      | CUSIP: 31418FCG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61538225 | PA      | $61853762.34    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    14610000 | PA      | $14357530.09    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696560                      | CUSIP: 36296NZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         300 | PA      | $316.93         | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      968000 | PA      | $1053846.56     | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60739                      | CUSIP: 31335AZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1821604 | PA      | $1676761.08     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7640                      | CUSIP: 3140XPP29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4922239 | PA      | $5073992.94     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    16641000 | PA      | $16542458.34    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    39805000 | PA      | $39324755.60    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6036519.25     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17368933.39    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    38516000 | PA      | $34546918.34    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    20995000 | PA      | $21482980.32    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12100000 | PA      | $11899631.73    | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3800                      | CUSIP: 3132A4GH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1934337 | PA      | $1820707.29     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | MATTEL INC                     | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     3596000 | PA      | $3262979.61     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A4                 | CUSIP: 44934QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3536592.50     | 0.00%             | 2030-09-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51316                      | CUSIP: 3128KDN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3542 | PA      | $3706.50        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $8896613.60     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6460                      | CUSIP: 3140XNFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8445965 | PA      | $8724830.94     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K056 A2                   | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3831330 | PA      | $3817310.47     | 0.00%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    23250000 | PA      | $22679985.16    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   114768974 | PA      | $93432228.41    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765908                      | CUSIP: 31404D3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2934 | PA      | $3107.60        | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20129                      | CUSIP: 31306XEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1004755 | PA      | $995586.71      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778882                      | CUSIP: 36176XCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1978807 | PA      | $1865152.43     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3045                      | CUSIP: 31427QL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53514578 | PA      | $54141832.57    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4232                      | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13056462 | PA      | $11464586.77    | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2747                      | CUSIP: 31418CBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1186238 | PA      | $1104545.35     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8647                      | CUSIP: 3138MQTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      757568 | PA      | $714657.58      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $2055366.57     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   688824200 | PA      | $604389417.67   | 0.16%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5399                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1853773 | PA      | $1823903.45     | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7165000 | PA      | $7119174.94     | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    31750000 | PA      | $31214660.73    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    50858000 | PA      | $50517341.74    | 0.01%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     7761000 | PA      | $6694727.10     | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    13600000 | PA      | $12779869.74    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 AS              | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1425000 | PA      | $1236464.38     | 0.00%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     8935000 | PA      | $7970058.25     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721748                      | CUSIP: 3620A7ZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1018022 | PA      | $1012229.80     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91265                      | CUSIP: 3128P7MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103582 | PA      | $103824.13      | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784457                      | CUSIP: 3622A25S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3200443 | PA      | $3088458.73     | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52026953 | PA      | $50400247.51    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC                 | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $3996671.33     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4180                      | CUSIP: 31418DUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18130953 | PA      | $17156707.99    | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    41335000 | PA      | $33367015.97    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6911000 | PA      | $6722482.97     | 0.00%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                               | WEST VA HEALTH                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3900000 | PA      | $2475475.14     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786578                      | CUSIP: 3622ACFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17428357 | PA      | $17372831.74    | 0.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1594                      | CUSIP: 3132ADXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      626639 | PA      | $596709.97      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    18175000 | PA      | $17785022.39    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $13920727.48    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4535                      | CUSIP: 31418EBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7151054 | PA      | $6427430.90     | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3933266.32     | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     6850000 | PA      | $6216571.76     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5348957.92     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    60244000 | PA      | $62986111.97    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15735000 | PA      | $16070633.59    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11118000 | PA      | $11533304.24    | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    11078000 | PA      | $11174955.16    | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    29200000 | PA      | $28929348.54    | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    75256000 | PA      | $74254558.51    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11446902.18    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $12565331.59    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    22450000 | PA      | $22521270.82    | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    11703000 | PA      | $11636392.04    | 0.00%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    20393000 | PA      | $20713950.89    | 0.01%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87715                      | CUSIP: 312934SC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379261 | PA      | $378274.25      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                         | APA CORP                       | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    13325000 | PA      | $13387790.26    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5557000 | PA      | $4640125.53     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717943                      | CUSIP: 3620A3S88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27291 | PA      | $27756.88       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2974                      | CUSIP: 31418CJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2477906 | PA      | $2430629.76     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    28582000 | PA      | $22477265.15    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1561                      | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2110000 | PA      | $2038429.17     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7075000 | PA      | $6415797.31     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    12293000 | PA      | $11198149.62    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6388                      | CUSIP: 31329QCZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36226 | PA      | $35354.20       | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15639                      | CUSIP: 3132J6V92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3275239 | PA      | $3095230.27     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12216000 | PA      | $10229469.79    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2780                      | CUSIP: 3140W3CS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21199420 | PA      | $21051096.42    | 0.01%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01490                      | CUSIP: 31292HUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70205 | PA      | $71998.25       | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41198                      | CUSIP: 3128K1KK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84086 | PA      | $85417.52       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    10025000 | PA      | $9952583.85     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                          | AMCOR GROUP                    | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     5965000 | PA      | $6113248.45     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730856                      | CUSIP: 31402J5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20327 | PA      | $20580.12       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91887                      | CUSIP: 3128P8CY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5739240 | PA      | $5473362.11     | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    17750000 | PA      | $17425905.64    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2060240.78     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15018692.45    | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2973715.03     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     4795000 | PA      | $2862156.08     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04607                      | CUSIP: 3128M6NY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217451 | PA      | $228217.65      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9223                      | CUSIP: 3140QVG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22211327 | PA      | $22689609.74    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8675                      | CUSIP: 3140XQT98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10006568 | PA      | $10495861.08    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 B               | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472229 | PA      | $455696.74      | 0.00%             | 2047-09-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     8850000 | PA      | $8662214.65     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $16526269.49    | 0.00%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    14375000 | PA      | $14480557.81    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    30500000 | PA      | $30827095.50    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5076925.39     | 0.00%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7338                      | CUSIP: 3132DVEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20291471 | PA      | $20660889.83    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1H2617                      | CUSIP: 3128QLSE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14336 | PA      | $14819.86       | 0.00%             | 2036-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858CA7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4497584.76     | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2018-A7 A7               | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    10700000 | PA      | $10639906.66    | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55595                      | CUSIP: 3128KJGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8730 | PA      | $9143.95        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 A4                | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1125000 | PA      | $1107038.03     | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    11950000 | PA      | $8484903.20     | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     3880000 | PA      | $3976708.63     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9258                      | CUSIP: 3140HBJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      544155 | PA      | $548339.60      | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     6901000 | PA      | $5565329.16     | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    47251000 | PA      | $46629745.06    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6595                      | CUSIP: 3140XAKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6069066 | PA      | $5782995.47     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3484753.16     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2148                      | CUSIP: 36179QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5670399 | PA      | $5338291.49     | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    36172000 | PA      | $40419239.90    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7045516.10     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $99070105.70    | 0.03%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53293                      | CUSIP: 3132XVUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4894161 | PA      | $4555034.18     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    17956000 | PA      | $19951719.62    | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 A2                | CUSIP: 3136BHMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2490000 | PA      | $2194775.89     | 0.00%             | 2031-04-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                      | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62263689 | PA      | $54916530.09    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $10860953.59    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5031                      | CUSIP: 3133KYSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1535978 | PA      | $1396704.50     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     8184000 | PA      | $8068769.64     | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1767963.57     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8501                      | CUSIP: 3132D6NS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7938251 | PA      | $7361977.53     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2921892 | PA      | $2741466.21     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2 Mortgage Trust                                                       | BMO 2022-C2 A5                 | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3425000 | PA      | $3435346.93     | 0.00%             | 2054-07-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     8870000 | PA      | $8651424.34     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9322000 | PA      | $7777376.39     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05131                      | CUSIP: 3128M7A89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43476 | PA      | $45643.40       | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24505370.67    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     2747000 | PA      | $2754871.70     | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 695403                      | CUSIP: 31400RRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122346 | PA      | $123864.71      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    21210000 | PA      | $16703831.91    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7357                      | CUSIP: 3133KPE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10773445 | PA      | $10433229.20    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5100000 | PA      | $4691272.23     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908887                      | CUSIP: 31411HXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120025 | PA      | $125667.56      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0172                      | CUSIP: 3128S4FM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42920 | PA      | $44404.14       | 0.00%             | 2036-12-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $6878647.49     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2417                      | CUSIP: 31418BVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2510185 | PA      | $2443765.59     | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     7167000 | PA      | $7049307.69     | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 A3                | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3850000 | PA      | $3824924.18     | 0.00%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1531743 | PA      | $1522530.18     | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $6375754.15     | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10641191.54    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ6046                      | CUSIP: 3138AXWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154915 | PA      | $162256.68      | 0.00%             | 2041-12-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8182                      | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   174066911 | PA      | $140944519.31   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-182          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     3370000 | PA      | $3312697.53     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2987389.59     | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3827                      | CUSIP: 31418DHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6675103 | PA      | $6345627.55     | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    27000000 | PA      | $28018662.30    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2481175.90     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4580000 | PA      | $4027670.91     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12835526.96    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7767                      | CUSIP: 3138EQTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1721984 | PA      | $1713769.58     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    75000000 | PA      | $73420492.55    | 0.02%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1042                      | CUSIP: 3138WAEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2035397 | PA      | $1964119.69     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR-B                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     6160000 | PA      | $6258249.54     | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BZ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    24891000 | PA      | $20915306.43    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4128                      | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3139799 | PA      | $2765335.83     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01367                      | CUSIP: 31292HQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1826 | PA      | $1917.61        | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749373                      | CUSIP: 31403HQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20787 | PA      | $21040.01       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4320                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      432732 | PA      | $391437.92      | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    10793000 | PA      | $9804905.68     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5056000 | PA      | $4938272.93     | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8691                      | CUSIP: 3140XCUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14480311 | PA      | $12390948.58    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5281                      | CUSIP: 3140QQ2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3285922 | PA      | $3264984.97     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6946175.97     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     7820000 | PA      | $5688649.29     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4111000 | PA      | $3998635.81     | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3143                      | CUSIP: 31418CP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1869200 | PA      | $1681343.76     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77293                      | CUSIP: 3128LBC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97248 | PA      | $98855.18       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4527289.35     | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     5750000 | PA      | $5745406.41     | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0026                      | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    62018584 | PA      | $62593768.72    | 0.02%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1077                      | CUSIP: 3132DNFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3290784 | PA      | $3123330.01     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06232                      | CUSIP: 3132GRHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2097349 | PA      | $2042177.38     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15242461.37    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3582                      | CUSIP: 3140QN6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17286558 | PA      | $15285896.22    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1425379 | PA      | $1324989.79     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889493                      | CUSIP: 31410KGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80861 | PA      | $84578.72       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3159000 | PA      | $3196042.43     | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    10495000 | PA      | $10896028.91    | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6603518.69     | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08073                      | CUSIP: 3128MJCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      237760 | PA      | $245058.62      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852491                      | CUSIP: 31408JC41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13719 | PA      | $14132.44       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0934                      | CUSIP: 3142GRBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12545226 | PA      | $12967281.13    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    17194000 | PA      | $16952520.73    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7155000 | PA      | $6141438.70     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3150972.09     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K089 A2                   | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $9847832.00     | 0.00%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AQ0522                      | CUSIP: 36189MSK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      353771 | PA      | $334541.28      | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1632360.39     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888023                      | CUSIP: 31410FSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      195959 | PA      | $200819.30      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56394                      | CUSIP: 3128KKC72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8054 | PA      | $8439.95        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12914000 | PA      | $13071423.33    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2873162.80     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     1050000 | PA      | $851930.94      | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     3480000 | PA      | $3532275.55     | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91164                      | CUSIP: 3128P7JH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20196 | PA      | $20303.98       | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1877                      | CUSIP: 3140XHCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      554797 | PA      | $489330.41      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535780                      | CUSIP: 31384WFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8419 | PA      | $8587.44        | 0.00%             | 2031-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    16210000 | PA      | $11769619.64    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     8715000 | PA      | $8701692.71     | 0.00%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2631123 | PA      | $2529162.72     | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15445602.53    | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     7330000 | PA      | $6868466.57     | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10587079.92    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   101390000 | PA      | $101586914.16   | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0309                      | CUSIP: 3618N5KX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24223209 | PA      | $24634431.90    | 0.01%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    30835000 | PA      | $31093152.15    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5814719.06     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $11251596.49    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3024                      | CUSIP: 3140XJLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5996256 | PA      | $5653655.53     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5694923.28     | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03711                      | CUSIP: 3132GJYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      108813 | PA      | $106109.97      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8494258.44     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4433                      | CUSIP: 31416M4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      199725 | PA      | $199219.19      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 A5              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6675000 | PA      | $5963637.91     | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    36870000 | PA      | $32148583.61    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0604                      | CUSIP: 3140XFU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19904534 | PA      | $16204074.13    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3945000 | PA      | $4023498.13     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                              | EAGLE MATERIALS                | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4926510.93     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8018281.40     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4800                      | CUSIP: 3140QQKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29989909 | PA      | $29052226.81    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3809                        | CUSIP: 36202EGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      224946 | PA      | $235820.13      | 0.00%             | 2036-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   417005000 | PA      | $407247733.53   | 0.11%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1453788 | PA      | $1364925.36     | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    26182000 | PA      | $27080294.26    | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    60000000 | PA      | $60441075.94    | 0.02%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     8075000 | PA      | $7671601.96     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   356060000 | PA      | $345392107.70   | 0.09%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS I               | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    11390000 | PA      | $11803837.01    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4359                      | CUSIP: 31418DZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37319416 | PA      | $33578010.42    | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $11106695.22    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $7009992.83     | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $887133.51      | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55808000 | PA      | $57660999.72    | 0.02%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6724                      | CUSIP: 3138EBPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1933976 | PA      | $1784609.72     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    31425000 | PA      | $29458257.34    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C39                                                    | BBCMS 2025-C39 B               | CUSIP: 05556YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2860000 | PA      | $2907197.72     | 0.00%             | 2058-12-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K140 A2                   | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6200000 | PA      | $5541006.34     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class AA Pass Through Trust                             | AM AIRLIN 16-3 A               | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4021490 | PA      | $3896770.81     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2384974.35     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    23339000 | PA      | $19625400.07    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7623410.99     | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K506 A2                   | CUSIP: 3137HAMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6440000 | PA      | $6504885.58     | 0.00%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3227                      | CUSIP: 3140QASR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655298 | PA      | $639928.35      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   560800000 | PA      | $530876059.70   | 0.14%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3494461.83     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3049                      | CUSIP: 3142GTL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17591462 | PA      | $18238259.61    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3995                      | CUSIP: 3140XKNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6881824 | PA      | $7128400.78     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | MEMORIAL HEALTH                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3520165.45     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     6219000 | PA      | $5239197.80     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659908                      | CUSIP: 31390YDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7112 | PA      | $7467.09        | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3639                      | CUSIP: 31418DBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1063533 | PA      | $1037924.16     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0524                      | CUSIP: 3140XFSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27943030 | PA      | $24645732.84    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7284581.76     | 0.00%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                   | GE VERNOVA INC                 | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     7208000 | PA      | $6931318.24     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995002                      | CUSIP: 31416BKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      919236 | PA      | $930712.48      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8103                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30828174 | PA      | $28407175.38    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7713                      | CUSIP: 3140XBSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5019391 | PA      | $4742898.75     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     2629000 | PA      | $2438750.11     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2850000 | PA      | $2994472.84     | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2145147.22     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2825000 | PA      | $2778852.78     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4971                      | CUSIP: 3140X8QZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5916947 | PA      | $5582272.26     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    13425000 | PA      | $13111957.69    | 0.00%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2775                      | CUSIP: 31418CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2941389 | PA      | $2838503.27     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3767                      | CUSIP: 3140FPFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1088627 | PA      | $1012295.98     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738607                      | CUSIP: 31402UR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1357 | PA      | $1391.62        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6363484 | PA      | $6162274.44     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $8293598.02     | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729337                      | CUSIP: 31402HHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44882 | PA      | $46030.44       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3181                      | CUSIP: 3132DQRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8397575 | PA      | $8561610.72     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     4753000 | PA      | $4500649.39     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8420731.88     | 0.00%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770559                      | CUSIP: 36176MZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1104413 | PA      | $1064717.11     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    13033000 | PA      | $9269855.76     | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1163                      | CUSIP: 3138AEJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1732964 | PA      | $1724482.57     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    46255000 | PA      | $45398242.76    | 0.01%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3071827.72     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    16656000 | PA      | $17032869.99    | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888366                      | CUSIP: 31410F6B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1146229 | PA      | $1226189.94     | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1505                      | CUSIP: 3138EHU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2218975 | PA      | $2153561.99     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     6430000 | PA      | $6315961.17     | 0.00%             | 2030-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7736012.00     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5218                      | CUSIP: 31418EYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13115638 | PA      | $13778127.00    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    13510000 | PA      | $11603174.35    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    33686000 | PA      | $30992734.48    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    21646000 | PA      | $21720586.00    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                           | CMXS 2024-A B                  | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1012449.50     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8023                      | CUSIP: 3138WH4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      565691 | PA      | $552042.44      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6906                      | CUSIP: 36179VU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      767789 | PA      | $736130.28      | 0.00%             | 2035-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5992                      | CUSIP: 3138WTUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      561796 | PA      | $515325.16      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    31525000 | PA      | $30850937.80    | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10105003.96    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ3381                      | CUSIP: 3138MJXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1198795 | PA      | $1101293.28     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03935                      | CUSIP: 31292LLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1697052 | PA      | $1647531.07     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8351                      | CUSIP: 3132D6H45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13925179 | PA      | $14024754.70    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                      | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   131338369 | PA      | $111197314.68   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $2935317.75     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 A3                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $2003570.14     | 0.00%             | 2056-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    22112000 | PA      | $21966177.15    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    24595000 | PA      | $18460072.06    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                 | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18695000 | PA      | $19543466.97    | 0.01%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6986                      | CUSIP: 3140QEXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9626978 | PA      | $7849256.08     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   116215000 | PA      | $117766992.50   | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                    | BBCMS 2022-C14 A5              | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10600000 | PA      | $9490289.18     | 0.00%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    11859000 | PA      | $11675128.75    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $2745872.61     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0345                      | CUSIP: 3140XFL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4229445 | PA      | $3476189.82     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52230                      | CUSIP: 3128KEPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5637 | PA      | $5903.67        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4072                      | CUSIP: 3138WDQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25981717 | PA      | $24868044.76    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56794                      | CUSIP: 3132Y0RQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950612 | PA      | $906904.29      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    11935000 | PA      | $11613459.60    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2861                      | CUSIP: 3138EKFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3506064 | PA      | $3316780.13     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K106 A2                   | CUSIP: 3137FRUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17450000 | PA      | $16183051.48    | 0.00%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2365                      | CUSIP: 3133BPTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1440253 | PA      | $1358413.01     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4186                      | CUSIP: 3140XKUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9024529 | PA      | $8734649.77     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   505680000 | PA      | $483596003.72   | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     4996000 | PA      | $4504128.59     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     3940000 | PA      | $4507323.61     | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12705000 | PA      | $10991899.45    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18435                      | CUSIP: 3128MMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164556 | PA      | $163222.70      | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8350                      | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32001965 | PA      | $32761077.47    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     6550000 | PA      | $6492405.05     | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2453629.80     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   474346000 | PA      | $477588600.80   | 0.13%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8851000 | PA      | $8672181.59     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2598279.54     | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32368                      | CUSIP: 31307NTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      213262 | PA      | $210391.19      | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4184                      | CUSIP: 31418DUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4913232 | PA      | $4362639.46     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08846                      | CUSIP: 3128MJ5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      824661 | PA      | $765972.49      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1578777.83     | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47056                      | CUSIP: 3128K7ZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17660 | PA      | $17942.27       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    13692000 | PA      | $9478322.03     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3370650.22     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    30245000 | PA      | $33434996.38    | 0.01%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1368                      | CUSIP: 3140X4QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10814400 | PA      | $9794514.36     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8494                      | CUSIP: 36179XNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      526905 | PA      | $549461.50      | 0.00%             | 2052-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    15545000 | PA      | $15424468.43    | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3476465.18     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1811873 | PA      | $1749633.84     | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   559690000 | PA      | $528754008.37   | 0.14%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3533336.45     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                      | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6222600 | PA      | $5726148.77     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     8420000 | PA      | $8493973.12     | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15227                      | CUSIP: 3128MEA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2584052 | PA      | $2568477.78     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    16045000 | PA      | $14832107.31    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA1334                      | CUSIP: 31329JPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3753911 | PA      | $3543969.60     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C22                              | JPMBB 2014-C22 AS              | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      646299 | PA      | $636611.15      | 0.00%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    25643000 | PA      | $18731668.90    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    40625000 | PA      | $43528083.69    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8068                      | CUSIP: 3132DV6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7334469 | PA      | $6521713.26     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     6102000 | PA      | $5333145.30     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 A3                | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2439878 | PA      | $2444266.50     | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4369                      | CUSIP: 3140X72B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14682174 | PA      | $13597976.31    | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     8643000 | PA      | $8579286.48     | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16177                      | CUSIP: 31296Q2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1254 | PA      | $1316.38        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                 | CHILDREN'S HOSPI               | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1113179.77     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     7375000 | PA      | $7375014.41     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $3511496.83     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79584                      | CUSIP: 31288JUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5310 | PA      | $5452.56        | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $1988069.64     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1886                      | CUSIP: 36182WCX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      408086 | PA      | $391229.81      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $11243383.37    | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1465854.98     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3294                      | CUSIP: 3138WCUU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2072431 | PA      | $1996852.16     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2953                      | CUSIP: 31417MH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      969084 | PA      | $965534.62      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 A4             | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9375000 | PA      | $8849968.13     | 0.00%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EG7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     9600000 | PA      | $8927258.60     | 0.00%             | 2056-02-21      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     8460000 | PA      | $7672631.74     | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    17900000 | PA      | $16387830.50    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8097                      | CUSIP: 3132D57J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20698517 | PA      | $18668694.25    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51426                      | CUSIP: 3128KDSP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7175 | PA      | $7483.77        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2510                      | CUSIP: 3132DPYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15783501 | PA      | $15668137.43    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    29711000 | PA      | $29448810.24    | 0.01%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-TXBL           | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     6800000 | PA      | $5120436.04     | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC-BABS-TXB             | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     5027000 | PA      | $5557878.35     | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     6939000 | PA      | $6878105.39     | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2490174 | PA      | $2252547.88     | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888996                      | CUSIP: 31410GUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192419 | PA      | $197752.84      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    33025000 | PA      | $26024887.88    | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    14679000 | PA      | $14023474.46    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91238                      | CUSIP: 3128P7LT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30063 | PA      | $30277.90       | 0.00%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A2                 | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124976 | PA      | $124724.39      | 0.00%             | 2028-08-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18665                      | CUSIP: 3128MMW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2256678 | PA      | $2167671.38     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS             | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4147804.00     | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    29638000 | PA      | $21363811.91    | 0.01%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $4192234.17     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    11852000 | PA      | $12095776.12    | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7418                      | CUSIP: 3140XBG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8757290 | PA      | $7477281.66     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569708                      | CUSIP: 36200Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1297 | PA      | $1349.81        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    30150000 | PA      | $30387657.49    | 0.01%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9613132.37     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    19425000 | PA      | $19266408.64    | 0.01%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8165000 | PA      | $8562627.72     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745516                      | CUSIP: 31403DGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      356186 | PA      | $366954.49      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2624066.64     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3348                      | CUSIP: 3138WCWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50591 | PA      | $49451.41       | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0556                      | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    80296811 | PA      | $80803130.96    | 0.02%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4270                        | CUSIP: 36202EW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      148508 | PA      | $157050.41      | 0.00%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4               | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11960000 | PA      | $11870411.23    | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1010                      | CUSIP: 3138XQDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69454 | PA      | $66973.33       | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02251                      | CUSIP: 3128LXQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99913 | PA      | $104413.17      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    20283000 | PA      | $20294207.48    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894933                      | CUSIP: 31410RHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         500 | PA      | $523.39         | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    18546000 | PA      | $14501035.70    | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR               | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    11740000 | PA      | $11908888.35    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     9868000 | PA      | $9579666.88     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4151                      | CUSIP: 3138LUTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3461740 | PA      | $3269022.93     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    11414000 | PA      | $11452720.09    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BN22 A4              | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3645000 | PA      | $3443580.95     | 0.00%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7930677.16     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    12729000 | PA      | $11149643.44    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5990000 | PA      | $5823250.18     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3967                      | CUSIP: 3140QBMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6245849 | PA      | $5813763.26     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5872                      | CUSIP: 3132DTQZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20772128 | PA      | $20548897.82    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     4975000 | PA      | $5072990.50     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7617000 | PA      | $5251416.54     | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1372                      | CUSIP: 31427NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15663820 | PA      | $16097788.77    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    29834000 | PA      | $29793519.27    | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    19600000 | PA      | $12337509.33    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357539                      | CUSIP: 31376KEL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1202476 | PA      | $1235257.24     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     8070000 | PA      | $7739980.58     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9200000 | PA      | $9188342.96     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    26606000 | PA      | $26945634.96    | 0.01%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3935                      | CUSIP: 3138WDLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2760199 | PA      | $2590471.31     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8122                      | CUSIP: 3140XCAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3531228 | PA      | $3279214.42     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5129070.88     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 A5                 | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4350000 | PA      | $4536830.76     | 0.00%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   126277809 | PA      | $102801450.78   | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     4863000 | PA      | $4841712.45     | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K127 A2                   | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21425000 | PA      | $19459136.27    | 0.01%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4075                      | CUSIP: 31418DQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8394337 | PA      | $7953770.23     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      940662 | PA      | $934412.05      | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     4437000 | PA      | $4422158.63     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $4752907.30     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14725811.78    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58157                      | CUSIP: 3132Y2B39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103756 | PA      | $98985.15       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744397                      | CUSIP: 3620AY7J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194758 | PA      | $187757.75      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4986741.26     | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B3519                      | CUSIP: 3128JNYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42061 | PA      | $43968.12       | 0.00%             | 2037-08-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2489                      | CUSIP: 31418BXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      985774 | PA      | $955969.95      | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    35075000 | PA      | $35414620.06    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4363                      | CUSIP: 31418DZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14950716 | PA      | $12659572.92    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K093 A2                   | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18026209 | PA      | $17455753.01    | 0.00%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4174                      | CUSIP: 3133KKT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7475781 | PA      | $6404109.86     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     4090000 | PA      | $4371041.23     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A D                 | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      585686 | PA      | $584738.97      | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0268                      | CUSIP: 3128S4JM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1874 | PA      | $1926.09        | 0.00%             | 2037-03-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3618                      | CUSIP: 3140QPAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6066696 | PA      | $5737132.97     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2935                      | CUSIP: 36179RHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      508309 | PA      | $498394.47      | 0.00%             | 2030-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A2                   | CUSIP: 3137FG6S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4100000 | PA      | $4023461.61     | 0.00%             | 2032-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4946                        | CUSIP: 36202FP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2848480 | PA      | $2829250.73     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    18703000 | PA      | $18518499.70    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4758                      | CUSIP: 3132A5JB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5719537 | PA      | $5139357.11     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17550000 | PA      | $17008631.64    | 0.00%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776634                      | CUSIP: 31404RY76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21471 | PA      | $22074.21       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    13110000 | PA      | $12785068.29    | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891286                      | CUSIP: 31410MF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9551 | PA      | $9939.55        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8435000 | PA      | $8613129.31     | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995724                      | CUSIP: 31416CD52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      271550 | PA      | $283824.91      | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    28450000 | PA      | $28706187.75    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7837                      | CUSIP: 3140XBV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9860731 | PA      | $8755706.27     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $987947.34      | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3467                      | CUSIP: 31418CZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14040088 | PA      | $13378297.04    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    11950000 | PA      | $11817873.64    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1335693 | PA      | $1226041.27     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    19500000 | PA      | $20103963.76    | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    10092000 | PA      | $8444171.78     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2625000 | PA      | $2054423.18     | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09067                      | CUSIP: 31292SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      529073 | PA      | $510291.20      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1465000 | PA      | $1220255.49     | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    29868000 | PA      | $28302014.99    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1915870.54     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3494                      | CUSIP: 3140X63C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3239479 | PA      | $2794326.49     | 0.00%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2006                      | CUSIP: 3132DPGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3592684 | PA      | $3665388.92     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19974                      | CUSIP: 3132JBQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3618051 | PA      | $3405002.18     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9510                      | CUSIP: 3140QVR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11980110 | PA      | $12283007.14    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11245000 | PA      | $11236472.33    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    30140000 | PA      | $30028122.85    | 0.01%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 A4             | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2650000 | PA      | $2459296.73     | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   395135000 | PA      | $377461970.71   | 0.10%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3033                      | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4634660 | PA      | $4209772.14     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2025-B Owner Trust                                       | NAROT 2025-B A4                | CUSIP: 65490DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21160000 | PA      | $21040733.78    | 0.01%             | 2031-05-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6605248 | PA      | $6324608.55     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257239                      | CUSIP: 31371NV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6306 | PA      | $6370.05        | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     6263000 | PA      | $6093254.91     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    46437000 | PA      | $46594820.48    | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C64644                      | CUSIP: 31287QER8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12021 | PA      | $12620.75       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A32689                      | CUSIP: 31297M7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16335 | PA      | $16851.30       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 3A2               | CUSIP: 3136B56S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5949368 | PA      | $5434327.22     | 0.00%             | 2031-09-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5991                      | CUSIP: 3140QRUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5044502 | PA      | $5097718.12     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03518                      | CUSIP: 31292K4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156308 | PA      | $158938.87      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0362                      | CUSIP: 3618N5ML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26722347 | PA      | $24500221.26    | 0.01%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782025                      | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1433 | PA      | $1488.70        | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | CGCMT 2016-GC36 A5             | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2491717 | PA      | $2468295.35     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    29140000 | PA      | $27122761.35    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781271                      | CUSIP: 36225BMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8292 | PA      | $8476.11        | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    19820000 | PA      | $20044534.54    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FE7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     9681000 | PA      | $9622894.64     | 0.00%             | 2030-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594828                      | CUSIP: 36201VYZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39204 | PA      | $40839.67       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5324697.77     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    22480000 | PA      | $15368295.38    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3416123.53     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    19019000 | PA      | $18113685.85    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    19111000 | PA      | $19481861.31    | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5156                      | CUSIP: 3138WEWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321559 | PA      | $315488.93      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8574                      | CUSIP: 3138WJQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      267050 | PA      | $255630.95      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    26900000 | PA      | $26227445.78    | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    10043000 | PA      | $9036430.74     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6219                      | CUSIP: 3140F14D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1514435 | PA      | $1466909.28     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2071                      | CUSIP: 3617JEJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1068530 | PA      | $1043015.11     | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4793215.36     | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54955108 | PA      | $47210394.63    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    15625000 | PA      | $14993525.13    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     4080000 | PA      | $4009617.92     | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     9510000 | PA      | $9178354.41     | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8071                      | CUSIP: 3133A26G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9462857 | PA      | $8675149.28     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5852                      | CUSIP: 3132DTQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8678157 | PA      | $9120978.11     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7108                      | CUSIP: 3140HL3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      641128 | PA      | $610908.12      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A4                | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1010000 | PA      | $1022057.08     | 0.00%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J39625                      | CUSIP: 31307WVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14617 | PA      | $14276.42       | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357761                      | CUSIP: 31376KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22300 | PA      | $22943.85       | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5666                      | CUSIP: 3138WFJL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      880932 | PA      | $846779.04      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    29695000 | PA      | $29957776.29    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8420                      | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25742483 | PA      | $25899414.81    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1395                      | CUSIP: 3140Y7RR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52054886 | PA      | $52681299.28    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45455000 | PA      | $46312859.15    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5570372.17     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     5300000 | PA      | $4985166.18     | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    10897000 | PA      | $7641140.82     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    15450000 | PA      | $15465848.30    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14174000 | PA      | $12822853.72    | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    32567000 | PA      | $27082734.35    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A4                  | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1194519.48     | 0.00%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4645000 | PA      | $4598455.20     | 0.00%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1578754.71     | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    47005000 | PA      | $44511281.29    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    19402000 | PA      | $19048976.30    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7106                      | CUSIP: 3138WG3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3889020 | PA      | $3621194.76     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5045686.74     | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4764                      | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99519 | PA      | $94827.70       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4206442.19     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    31565000 | PA      | $32164353.79    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $594930.87      | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2003889 | PA      | $2034770.31     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5129788.52     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $4679890.97     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57634 | PA      | $57337.72       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2026-A                                           | CMXS 2026-A A3                 | CUSIP: 142929AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7260000 | PA      | $7206792.19     | 0.00%             | 2032-05-17      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9205649.11     | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8493                      | CUSIP: 36179XNJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3889146 | PA      | $4056659.63     | 0.00%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8310                      | CUSIP: 3132DWGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10433771 | PA      | $10852657.89    | 0.00%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5254404.90     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                       | PINNACLE BANK                  | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     6489000 | PA      | $6429670.17     | 0.00%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13580702.03    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6671646.26     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4782                      | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11429698 | PA      | $10488981.23    | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08344                      | CUSIP: 3128MJL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212383 | PA      | $212090.94      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $6041429.27     | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8540                      | CUSIP: 3133KQPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21016185 | PA      | $20869142.88    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0160                      | CUSIP: 3138E4FA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1782312 | PA      | $1690275.28     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8661                      | CUSIP: 3138WJTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1212622 | PA      | $1160769.39     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14335                      | CUSIP: 3128MDBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8108 | PA      | $8091.87        | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00543                      | CUSIP: 3132GDS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1128228 | PA      | $1124284.81     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 A4              | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7635000 | PA      | $6980918.71     | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848358                      | CUSIP: 31408DQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36885 | PA      | $37995.56       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    50990331 | PA      | $45519042.92    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    64664000 | PA      | $60055661.18    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254052                      | CUSIP: 31371KEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7331 | PA      | $7693.69        | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2872911.97     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    41790000 | PA      | $41866309.66    | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $11993607.56    | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2725                      | CUSIP: 3138WQA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      449832 | PA      | $412501.68      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7716                      | CUSIP: 31417ESE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      290585 | PA      | $286918.66      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8404931.42     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5145                      | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35345980 | PA      | $30737493.03    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2119                      | CUSIP: 36179QK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      230303 | PA      | $226824.12      | 0.00%             | 2029-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5038                      | CUSIP: 31418ES43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35492092 | PA      | $35188311.93    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A3                | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5650000 | PA      | $5687971.39     | 0.00%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4275                      | CUSIP: 31427RXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30508983 | PA      | $30876119.32    | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1359216.40     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6702                      | CUSIP: 3132DUNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21639163 | PA      | $22486615.57    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4636162.78     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 916349                      | CUSIP: 31411WBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5402 | PA      | $5634.61        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36550923 | PA      | $33108721.44    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K070 A2                   | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7875000 | PA      | $7779575.48     | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    29726000 | PA      | $30318673.87    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-TXB-C-BABS          | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1529177.40     | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $6342506.30     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4047753.45     | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     8680000 | PA      | $8438460.05     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3870                      | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3856305 | PA      | $3585911.99     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     4965000 | PA      | $4886486.55     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4251                      | CUSIP: 3140X7WM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7514859 | PA      | $6952713.31     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    40693000 | PA      | $35712267.34    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4406                      | CUSIP: 3140XK3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8969186 | PA      | $8931657.82     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    12100000 | PA      | $9958858.67     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18476                      | CUSIP: 3128MMQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119101 | PA      | $117884.65      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    13924000 | PA      | $9013859.08     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725614                      | CUSIP: 31402DDT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139943 | PA      | $143693.95      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1480193.65     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29589000 | PA      | $29777398.78    | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3365741.07     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11417841.77    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    46743000 | PA      | $42420071.01    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     9097000 | PA      | $8876956.27     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4100                      | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   120149401 | PA      | $97812377.79    | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12450000 | PA      | $11966164.90    | 0.00%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-160 A2                  | CUSIP: 3137HASK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $12997764.00    | 0.00%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7509                      | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24972329 | PA      | $22384554.09    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    15090000 | PA      | $14652497.42    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2289528.45     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5368650.95     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     6525000 | PA      | $5884972.81     | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   737702000 | PA      | $646209660.27   | 0.18%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4600614.43     | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0782                      | CUSIP: 36179M2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1602578 | PA      | $1472625.58     | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759100                      | CUSIP: 36230UDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      748251 | PA      | $707573.19      | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     9577000 | PA      | $7716640.01     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    27175000 | PA      | $15526080.36    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co/The                                                      | DAYTON PWR & LT                | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4839711.89     | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4063669.79     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8079                      | CUSIP: 3132DV6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   115402154 | PA      | $94019819.40    | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5924020.41     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5             | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $7015444.10     | 0.00%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    10800000 | PA      | $7741617.60     | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $13223903.95    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1199682.13     | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9655                      | CUSIP: 3140XRWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13306938 | PA      | $13413010.64    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     7510000 | PA      | $7377065.83     | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5247917.60     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    14278000 | PA      | $14687861.04    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    11254000 | PA      | $11327697.63    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7835277.62     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    41494000 | PA      | $40921960.45    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 A4              | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3425000 | PA      | $3018367.90     | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4091202.51     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    34567000 | PA      | $22610120.06    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    17860000 | PA      | $18011720.70    | 0.00%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4784                      | CUSIP: 3138M8J61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      626406 | PA      | $577114.08      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8877                      | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12407123 | PA      | $12044367.38    | 0.00%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2187                      | CUSIP: 3138EJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      182569 | PA      | $190970.23      | 0.00%             | 2042-03-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    38043000 | PA      | $37307141.36    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    27801000 | PA      | $26976956.17    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    29110000 | PA      | $28588249.67    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    20945000 | PA      | $21540864.91    | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    13620000 | PA      | $14108171.85    | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89330                      | CUSIP: 312936LK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148992 | PA      | $156429.21      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8880                      | CUSIP: 3140QU2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21420829 | PA      | $22694171.40    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   752636000 | PA      | $741816857.50   | 0.20%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     3900000 | PA      | $2514545.67     | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711074                      | CUSIP: 36297F6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      657190 | PA      | $653558.54      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                    | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     3250000 | PA      | $3063433.75     | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9211                      | CUSIP: 36178WGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      436950 | PA      | $410867.81      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2831518.56     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18655                      | CUSIP: 3128MMWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5942550 | PA      | $5791264.79     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2978                      | CUSIP: 3140XJJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24474471 | PA      | $23206122.88    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4228                      | CUSIP: 3140QPVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71510 | PA      | $67533.77       | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03781                      | CUSIP: 3128M5RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128297 | PA      | $134634.67      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890474                      | CUSIP: 31410LJT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      619620 | PA      | $617309.15      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    62955000 | PA      | $63697411.37    | 0.02%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    10138000 | PA      | $8804348.59     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Genpact UK Finco plc / Genpact USA Inc                                           | GENPACT                        | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3400000 | PA      | $3334608.78     | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8851                      | CUSIP: 3617BCZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38062 | PA      | $37331.08       | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    48441000 | PA      | $47611883.56    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     6466000 | PA      | $5785042.46     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     6594000 | PA      | $6717814.15     | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9840000 | PA      | $9645532.21     | 0.00%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4460709.42     | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   826113000 | PA      | $821788810.64   | 0.22%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV4217                      | CUSIP: 36195EVJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74958 | PA      | $73753.30       | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                   | WFCM 2020-C55 A5               | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8735000 | PA      | $8154283.22     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4417                      | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34182545 | PA      | $30728915.34    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     6427000 | PA      | $6444423.63     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737430                      | CUSIP: 3620ARHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      477084 | PA      | $474290.88      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7608054.33     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5439                      | CUSIP: 3140QRBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17852034 | PA      | $17777339.17    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8609649 | PA      | $8143482.13     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3485                      | CUSIP: 3132DQ2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10784065 | PA      | $8863445.69     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481539                      | CUSIP: 31382F4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         265 | PA      | $269.75         | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    28680000 | PA      | $29056213.80    | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2025-B                                                       | CNH 2025-B A3                  | CUSIP: 12675EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2504943.75     | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5272                      | CUSIP: 3140XL2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9923666 | PA      | $10297839.71    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3591                      | CUSIP: 3140QN7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46160142 | PA      | $42620600.34    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5865000 | PA      | $6275513.48     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5952                      | CUSIP: 3140XMTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6038543 | PA      | $6313052.97     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     7400000 | PA      | $6962189.46     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7601                      | CUSIP: 3138WHNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5214726 | PA      | $4998258.53     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9163                      | CUSIP: 3132AAFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1819485 | PA      | $1760918.91     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7784                      | CUSIP: 3140QTUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17695172 | PA      | $18362371.54    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3017689.55     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9816                      | CUSIP: 3140XR4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17050870 | PA      | $17910535.35    | 0.00%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721273                      | CUSIP: 3620A7JS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      149253 | PA      | $144054.54      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House US Inc                                                             | SEKISUI HOUSE US               | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8572445.81     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3638475.97     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    37512000 | PA      | $37555712.61    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6579430.50     | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    22639000 | PA      | $20933648.21    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     9619000 | PA      | $9483840.28     | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-4 A1A                | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     9870000 | PA      | $9894174.59     | 0.00%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    14275000 | PA      | $14491657.40    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9713169.14     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8247                      | CUSIP: 3138WJEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5043365 | PA      | $4862313.05     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1232                      | CUSIP: 3140X4LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6733 | PA      | $6721.73        | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   481810000 | PA      | $477669445.31   | 0.13%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    18682000 | PA      | $18485583.77    | 0.01%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2477662.34     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7362                      | CUSIP: 31417EFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1745004 | PA      | $1600117.96     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | BMARK 2019-B13 A4              | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11711565 | PA      | $11050645.08    | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82797                       | CUSIP: 36225FDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75251 | PA      | $76852.23       | 0.00%             | 2041-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9760                      | CUSIP: 3138WKZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17367087 | PA      | $17035738.53    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54694                      | CUSIP: 3128KHGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51604 | PA      | $55325.39       | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $27956190.73    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64585                      | CUSIP: 3128KVCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         509 | PA      | $534.12         | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    27851000 | PA      | $27684566.52    | 0.01%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $8198798.62     | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2115000 | PA      | $2121421.12     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    33700000 | PA      | $32172903.07    | 0.01%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11217626.97    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $7993888.37     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 4/26                    | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -155240000 | PA      | $-158187138.26  | -0.04%            | 2026-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $4966806.70     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9060000 | PA      | $9032816.38     | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0011                      | CUSIP: 3142J6AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11838658 | PA      | $11424108.40    | 0.00%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3420                      | CUSIP: 3140X6YS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1947697 | PA      | $1820178.24     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9689774.76     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41926                      | CUSIP: 3128K2D71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1394 | PA      | $1438.85        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A3                 | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1001072 | PA      | $1005899.13     | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16619                      | CUSIP: 3132J7YR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3582219 | PA      | $3385649.42     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193705                      | CUSIP: 36217HDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         877 | PA      | $911.32         | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01537                      | CUSIP: 3132GEV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61996 | PA      | $63041.81       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3307                      | CUSIP: 31418CU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3046536 | PA      | $2979842.29     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4806                      | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35968279 | PA      | $35761583.63    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-B42 Mortgage Trust                                                | BMARK 2026-B42 A5              | CUSIP: 08164FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24960000 | PA      | $24925824.77    | 0.01%             | 2059-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8981                      | CUSIP: 3133BJ6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3179936 | PA      | $3091441.49     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2922                      | CUSIP: 31418CG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3967745 | PA      | $3771090.97     | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 4/26                    | CUSIP: 21H050649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   602700000 | PA      | $596383523.19   | 0.16%             | 2026-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4173417.29     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0148                      | CUSIP: 3138EGEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1077364 | PA      | $1051994.36     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6311                      | CUSIP: 3133KNAL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2533287 | PA      | $2185175.57     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7330                      | CUSIP: 3140QTEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19877113 | PA      | $20103885.21    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    12824000 | PA      | $9915077.55     | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    11475000 | PA      | $11037304.77    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5141                      | CUSIP: 3140X8WB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7143767 | PA      | $6119690.92     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS HOSP-BAB-C              | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |      850000 | PA      | $832977.99      | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      251833 | PA      | $251383.60      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    10955000 | PA      | $10239939.74    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3426                      | CUSIP: 3140X6YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1237926 | PA      | $1244739.27     | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82669                       | CUSIP: 36225E6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128081 | PA      | $130715.23      | 0.00%             | 2040-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1897                      | CUSIP: 31427PDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34298884 | PA      | $34656964.85    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   488198000 | PA      | $502634166.20   | 0.14%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8727                      | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7825571 | PA      | $8006108.74     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18578                      | CUSIP: 3128MMUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2875446 | PA      | $2817771.04     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $2187634.25     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7832843.43     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1141                      | CUSIP: 31418AHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2408346 | PA      | $2337210.90     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    59967000 | PA      | $57977638.71    | 0.02%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1849605.15     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06977                      | CUSIP: 3128M9CN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      614974 | PA      | $567379.20      | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 713975                      | CUSIP: 31401PFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1121 | PA      | $1150.50        | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725314                      | CUSIP: 31402CYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      626049 | PA      | $634101.49      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75230                      | CUSIP: 3128L8Y33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5583 | PA      | $5674.95        | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8715332 | PA      | $8188982.05     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      875000 | PA      | $870938.67      | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4502                      | CUSIP: 3140X8AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10289768 | PA      | $8450751.15     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890261                      | CUSIP: 31410LB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59785 | PA      | $62413.38       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9886831.77     | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    34700000 | PA      | $28761343.15    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     8305000 | PA      | $5151282.21     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3137488.29     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0261                      | CUSIP: 3140Y6JF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65886840 | PA      | $68041681.79    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5696                      | CUSIP: 3138WFKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7563479 | PA      | $7057065.70     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   113176000 | PA      | $112080907.88   | 0.03%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4038                      | CUSIP: 3140X7PY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      709541 | PA      | $642176.66      | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      331293 | PA      | $329571.51      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 C                 | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1237610.58     | 0.00%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555424                      | CUSIP: 31385XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1194948 | PA      | $1224275.74     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3267                      | CUSIP: 3140J7TZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      457865 | PA      | $455483.58      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8643                      | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40210914 | PA      | $36097317.12    | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6054                      | CUSIP: 3132DTWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23268854 | PA      | $23752467.14    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93853                      | CUSIP: 312942H65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1778885 | PA      | $1808795.48     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    19225000 | PA      | $19755425.92    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738282                      | CUSIP: 31402UFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14970 | PA      | $15869.77       | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC-TXBL          | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1410000 | PA      | $1362552.23     | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    41500000 | PA      | $40520244.27    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8335                      | CUSIP: 3140QUHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28718987 | PA      | $29315874.01    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4843551.24     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8265                      | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17740400 | PA      | $15864565.91    | 0.00%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2212403.87     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6736                      | CUSIP: 3140XAPW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1608668 | PA      | $1510583.82     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    10780000 | PA      | $7338177.83     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3270258.42     | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0752                      | CUSIP: 3138LQZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      614161 | PA      | $566050.31      | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8053                      | CUSIP: 3132DV5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      577025 | PA      | $562769.65      | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06814                      | CUSIP: 3128M83X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2955151 | PA      | $2886168.26     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    19043000 | PA      | $19099576.22    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      631000 | PA      | $648046.93      | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7821                      | CUSIP: 31417EVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1060429 | PA      | $974482.96      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11750000 | PA      | $11284032.88    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782155                      | CUSIP: 36241KMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55654 | PA      | $55548.23       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6421                      | CUSIP: 3140QED33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6693993 | PA      | $5948026.12     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 A3                 | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8495000 | PA      | $7861775.05     | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $12352596.48    | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3908600.65     | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     2203000 | PA      | $2138948.61     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    35389000 | PA      | $39158544.20    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18484                      | CUSIP: 3128MMRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      356353 | PA      | $352584.57      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4067                      | CUSIP: 36179SQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8195846 | PA      | $7154284.26     | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3527000 | PA      | $3800343.92     | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14833000 | PA      | $13152636.76    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6856157.20     | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826591                      | CUSIP: 31407CKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45965 | PA      | $47317.73       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    13600000 | PA      | $13517265.26    | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    16450000 | PA      | $13865311.96    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW3774                      | CUSIP: 3140MVFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1368683 | PA      | $1292192.83     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   243319000 | PA      | $185045999.82   | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    17106000 | PA      | $16424687.24    | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    11055000 | PA      | $10979724.28    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2023555.91     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2047403.85     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      663000 | PA      | $642580.94      | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    53048000 | PA      | $49005866.27    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4229                      | CUSIP: 31418DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20531052 | PA      | $18944371.67    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT          | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     4705000 | PA      | $4531433.96     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738009                      | CUSIP: 3620AR3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      251355 | PA      | $242479.67      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   109902713 | PA      | $94414343.18    | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8154                      | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5514393 | PA      | $5211191.07     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    38600000 | PA      | $24320239.12    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    17210000 | PA      | $15189006.43    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8041                      | CUSIP: 3132D55A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1390335 | PA      | $1337747.72     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     9735000 | PA      | $9843448.35     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2973680.26     | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4855000 | PA      | $4960961.32     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2800986.64     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11652412.20    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    10380428 | PA      | $11591556.99    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                                     | GMALT 2025-2 A3                | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1909016.45     | 0.00%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5702                      | CUSIP: 31418FKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60370966 | PA      | $62379641.06    | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17186725.32    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27702000 | PA      | $27488801.24    | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8243                      | CUSIP: 3132DWEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62176288 | PA      | $57058893.56    | 0.02%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00836                      | CUSIP: 31292G4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2965 | PA      | $3113.28        | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 AS               | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2856650.10     | 0.00%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 AM              | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2407829 | PA      | $2236256.26     | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6538                      | CUSIP: 3140XAHQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8215499 | PA      | $6783144.01     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11908                      | CUSIP: 3132HNDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      355829 | PA      | $336751.22      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $4725721.94     | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7448                      | CUSIP: 31417EH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374472 | PA      | $369927.18      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40513                      | CUSIP: 3128K0SA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7211 | PA      | $7426.74        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3975000 | PA      | $2575010.17     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9549                      | CUSIP: 3138ERTF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13476288 | PA      | $12954232.66    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1228                      | CUSIP: 3140Y7LJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27588499 | PA      | $27860141.14    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    19100000 | PA      | $19048047.67    | 0.01%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893299                      | CUSIP: 31410PNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10652 | PA      | $11122.83       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4686                      | CUSIP: 31417BF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2526933 | PA      | $2393260.39     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    13250000 | PA      | $10996741.89    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      530000 | PA      | $568073.77      | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     3827000 | PA      | $3789072.66     | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08005                      | CUSIP: 3128MJAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30189 | PA      | $31077.18       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0088                      | CUSIP: 3618N5C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11170074 | PA      | $10241214.32    | 0.00%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    23965000 | PA      | $22321950.02    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    61213000 | PA      | $61560169.48    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    12145000 | PA      | $11773648.15    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   157202333 | PA      | $127976784.68   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4224                        | CUSIP: 36202EVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77359 | PA      | $81780.36       | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-2 A                 | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     8500000 | PA      | $8529427.00     | 0.00%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     9772000 | PA      | $9559121.34     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | WEBSTER FINL                   | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2937451.13     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4347                      | CUSIP: 3140X7ZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5449109 | PA      | $4657748.78     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3869012.24     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3249                      | CUSIP: 3140X6TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1347030 | PA      | $1207443.14     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753047                      | CUSIP: 31403MTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13126 | PA      | $13297.62       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K090 A2                   | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9625000 | PA      | $9440107.60     | 0.00%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $3714125.47     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-169 A2                  | CUSIP: 3137HK2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8046570.40     | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9254                      | CUSIP: 3140E2H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      317366 | PA      | $295779.27      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05535                      | CUSIP: 3128M7PU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      401349 | PA      | $400433.45      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35451000 | PA      | $34164849.21    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     4117000 | PA      | $3463713.62     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    23405000 | PA      | $20338410.04    | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8236                      | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11041759 | PA      | $10136421.55    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0628                      | CUSIP: 3140JGVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36688 | PA      | $36970.36       | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     5682000 | PA      | $5657607.79     | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    24015000 | PA      | $24040895.21    | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 AS               | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5675000 | PA      | $5462637.53     | 0.00%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    16180000 | PA      | $15641893.28    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     7666000 | PA      | $8387832.16     | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    10640000 | PA      | $10233990.34    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    44146000 | PA      | $43908064.56    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4463                      | CUSIP: 31416M5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      456377 | PA      | $454756.57      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815959                      | CUSIP: 31406PQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75942 | PA      | $78135.32       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      389562 | PA      | $375560.48      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K554 A2                   | CUSIP: 3137HPUA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29050000 | PA      | $29016037.65    | 0.01%             | 2030-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    58180000 | PA      | $58632743.38    | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    22858906 | PA      | $22811086.08    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255631                      | CUSIP: 31371L4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115996 | PA      | $119308.36      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     8365000 | PA      | $6792644.12     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783127                      | CUSIP: 36241LPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101165 | PA      | $102895.33      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     6693000 | PA      | $6591798.91     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust Series 2025-5                       | AMXCA 2025-5 A                 | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8500000 | PA      | $8587415.70     | 0.00%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5936989.59     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    12315000 | PA      | $10786150.12    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4948000 | PA      | $4886665.35     | 0.00%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01978                      | CUSIP: 3128LXFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      207678 | PA      | $210956.14      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    10544000 | PA      | $10527979.57    | 0.00%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    13735000 | PA      | $13646760.39    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     9730000 | PA      | $9550086.05     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10719952.81    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     6155000 | PA      | $5978056.75     | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10861101.22    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    21492000 | PA      | $17314955.06    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                 | ESSENT GROUP LTD               | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     5800000 | PA      | $5995228.26     | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1998                      | CUSIP: 3132DPGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13758651 | PA      | $13709682.78    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5121716.00     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08790                      | CUSIP: 3128MJ2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1284581 | PA      | $1260003.96     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3285                      | CUSIP: 3140J7UK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5212395 | PA      | $5009101.86     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5428                      | CUSIP: 3138WFA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70347 | PA      | $68991.73       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6412                      | CUSIP: 3133BGDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2414490 | PA      | $2399634.34     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8219                      | CUSIP: 3132DWDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38224815 | PA      | $32321141.47    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8803344.75     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A2                   | CUSIP: 3137FKUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10649053 | PA      | $10549120.80    | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07212                      | CUSIP: 3128M9KZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1878312 | PA      | $1767476.28     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1046848.73     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15515000 | PA      | $10550038.43    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82191                       | CUSIP: 36225ENH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24030 | PA      | $24490.29       | 0.00%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      195794 | PA      | $198506.39      | 0.00%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 AS             | CUSIP: 46591EAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      825000 | PA      | $769807.75      | 0.00%             | 2052-06-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    17980000 | PA      | $19225805.65    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2088                      | CUSIP: 3140GQKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139405 | PA      | $136745.55      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829224                      | CUSIP: 31407FG95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33933 | PA      | $34924.97       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2831                      | CUSIP: 31418CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      243988 | PA      | $238030.75      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7432211.92     | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20828737.65    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7599                      | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300512 | PA      | $277750.45      | 0.00%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4954839 | PA      | $4679490.56     | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    13150000 | PA      | $12934900.43    | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    57660000 | PA      | $33892402.87    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    16596000 | PA      | $16600314.50    | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2732                      | CUSIP: 3138WQBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1870738 | PA      | $1760259.15     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    46559000 | PA      | $41969239.79    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2578                      | CUSIP: 31418B2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2042059 | PA      | $1901428.50     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1798786.58     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8935                      | CUSIP: 36185B4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      451129 | PA      | $431036.90      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    37901000 | PA      | $36104694.21    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER               | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8049118 | PA      | $7589908.97     | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5641730.53     | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3322380.88     | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      760000 | PA      | $726522.09      | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    11580000 | PA      | $11512539.51    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5652                      | CUSIP: 3140XMH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34911879 | PA      | $35255628.40    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2138                      | CUSIP: 3138M5LU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1594592 | PA      | $1553035.64     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1623                      | CUSIP: 3138EHYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      664198 | PA      | $695221.16      | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    17590000 | PA      | $18123900.68    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     5361000 | PA      | $5335694.19     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 AS              | CUSIP: 08163DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3025000 | PA      | $2649776.88     | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3691                      | CUSIP: 31418DC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20876381 | PA      | $18680432.16    | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     8450000 | PA      | $8798354.43     | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    12255000 | PA      | $12465546.47    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889364                      | CUSIP: 31410KB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      331267 | PA      | $346566.61      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0864                      | CUSIP: 3132CW5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4791790 | PA      | $4790043.26     | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747265                      | CUSIP: 3620C3FE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76400 | PA      | $73838.88       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    17800000 | PA      | $17049351.87    | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     4600000 | PA      | $4275559.63     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952396                      | CUSIP: 31413QRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1287 | PA      | $1383.99        | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8083                      | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11129447 | PA      | $9460977.00     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1479                      | CUSIP: 3133BNUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1325120 | PA      | $1322060.42     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     6498000 | PA      | $6815506.65     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5127                      | CUSIP: 3140X8VV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2154438 | PA      | $1989236.24     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    12754000 | PA      | $10919741.07    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8454                      | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67560063 | PA      | $68893461.78    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9802                      | CUSIP: 3140MP3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      713108 | PA      | $628347.67      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773586                      | CUSIP: 31404NNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6172 | PA      | $6346.26        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5428                      | CUSIP: 3132DTA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35905257 | PA      | $36415872.81    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2444                      | CUSIP: 31418BWE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2810267 | PA      | $2540300.94     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14671747 | PA      | $13462158.62    | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11100000 | PA      | $7046877.18     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7712                      | CUSIP: 3140XBSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9227362 | PA      | $8591900.28     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04295                      | CUSIP: 31292LXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2344521 | PA      | $2216159.35     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2876264.05     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2095964.70     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4429                      | CUSIP: 3138A54P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311971 | PA      | $304002.14      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    30000000 | PA      | $30262116.29    | 0.01%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91447                      | CUSIP: 3128P7TC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1803789 | PA      | $1775629.78     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1029778.14     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7117                      | CUSIP: 3140QS4B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21795723 | PA      | $22528990.16    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5701                      | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18034860 | PA      | $18376714.64    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    37264000 | PA      | $37757326.34    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 4/26                    | CUSIP: 21H050649<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -457755000 | PA      | $-452957590.27  | -0.12%            | 2026-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    40145000 | PA      | $35881121.49    | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3692618.43     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $2043806.87     | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6930                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   132851482 | PA      | $109702177.97   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A4                | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2307199 | PA      | $2306196.68     | 0.00%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6120                      | CUSIP: 3140XMYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114192 | PA      | $100431.90      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    13815000 | PA      | $8683267.54     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782949                      | CUSIP: 36241LH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      752572 | PA      | $765405.91      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10826154.29    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17108772 | PA      | $16065487.45    | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    14480000 | PA      | $11623561.97    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $6975538.64     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $8743535.25     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4421                      | CUSIP: 3140QP4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1263135 | PA      | $1286328.91     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8527                      | CUSIP: 3132DWPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12427697 | PA      | $13039514.97    | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1745965.95     | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2937059.66     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3701                      | CUSIP: 3140QPDF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      956586 | PA      | $903989.21      | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8231153.24     | 0.00%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808271                      | CUSIP: 31406E6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2639 | PA      | $2719.09        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7114                      | CUSIP: 3140HL3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66705 | PA      | $66930.62       | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $6147639.20     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7343                      | CUSIP: 3138WHER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6956149 | PA      | $6265746.64     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561741                      | CUSIP: 31386FBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3833 | PA      | $4012.61        | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3936                      | CUSIP: 31418DLS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5664388 | PA      | $4832912.84     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $6516825.29     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    14089000 | PA      | $8728527.73     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    14864000 | PA      | $14618265.29    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4147746.33     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      450000 | PA      | $441707.17      | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9018                      | CUSIP: 36179YAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    49588538 | PA      | $50701562.14    | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47033                      | CUSIP: 3128K7Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110261 | PA      | $112007.06      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5198                      | CUSIP: 3140XLX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9825168 | PA      | $10027068.47    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931790                      | CUSIP: 31412QF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109759 | PA      | $109361.83      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 A3              | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6365000 | PA      | $5552691.06     | 0.00%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    31000000 | PA      | $31723906.91    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4006776.43     | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4496                        | CUSIP: 36202E7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1763205 | PA      | $1782453.98     | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8279                      | CUSIP: 3132D6FU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5723459 | PA      | $5905401.50     | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15367879.21    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8118                      | CUSIP: 3132D6AT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33276448 | PA      | $29914365.32    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    18900000 | PA      | $19115162.80    | 0.01%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    20778000 | PA      | $20368963.59    | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3235366.46     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19670000 | PA      | $18682607.37    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10071767.13    | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08538                      | CUSIP: 3128MJS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20597984 | PA      | $19411680.09    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    12731000 | PA      | $14086897.93    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    10775000 | PA      | $10613630.52    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3833                      | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5572094 | PA      | $4754166.82     | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    12380000 | PA      | $13184417.90    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                      | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    52922961 | PA      | $52671662.05    | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08217                      | CUSIP: 3128MJG38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63432 | PA      | $66437.13       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    23406000 | PA      | $18952881.54    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    32156000 | PA      | $23717449.38    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1316                      | CUSIP: 3140W1PA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19942368 | PA      | $20224415.30    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8387                      | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1458274 | PA      | $1402925.59     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91849                      | CUSIP: 3128P8BS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2550908 | PA      | $2485884.16     | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16044                      | CUSIP: 3128ME5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1168377 | PA      | $1127170.16     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3454                      | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19028165 | PA      | $17844715.98    | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    15600000 | PA      | $16321955.10    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A4                  | CUSIP: 18978JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2550723.25     | 0.00%             | 2031-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1818000 | PA      | $1491740.85     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31642                      | CUSIP: 31297LZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6536 | PA      | $6733.84        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     4960000 | PA      | $4525443.86     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     6270000 | PA      | $4627822.92     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3327000 | PA      | $3768685.60     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    22535000 | PA      | $20546353.73    | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6345592.93     | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1736                      | CUSIP: 3132DN4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16566050 | PA      | $16136093.48    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A4                | CUSIP: 41284YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400656 | PA      | $400495.64      | 0.00%             | 2030-01-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3327                      | CUSIP: 3140X6VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2408220 | PA      | $2296212.07     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3462547.95     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555800                      | CUSIP: 31385XNR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      593969 | PA      | $608545.87      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6766                      | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8016517 | PA      | $7171371.33     | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5530                      | CUSIP: 31418FEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43301518 | PA      | $42754983.82    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    23500000 | PA      | $23958893.38    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1917253.24     | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5056                      | CUSIP: 3138XUTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274567 | PA      | $257526.95      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9090000 | PA      | $9743829.76     | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    18559000 | PA      | $17931392.95    | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8565                      | CUSIP: 3140XQQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17766027 | PA      | $18118614.95    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    27034000 | PA      | $25443466.62    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848818                      | CUSIP: 31408EAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2013 | PA      | $2076.22        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254293                      | CUSIP: 31371KNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4908 | PA      | $5184.08        | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    44000000 | PA      | $43948227.40    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1765                      | CUSIP: 3140QL6B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70448 | PA      | $67453.42       | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $3760405.19     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16123799.49    | 0.00%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     8353000 | PA      | $8464791.31     | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8200000 | PA      | $7969602.44     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1519 A2                 | CUSIP: 3137F8TF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22025501 | PA      | $17537413.12    | 0.00%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    14783000 | PA      | $14793309.08    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     6070000 | PA      | $5828945.85     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5910                      | CUSIP: 3133KMR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      899659 | PA      | $829548.90      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0133                      | CUSIP: 3140EUEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2130768 | PA      | $2086397.44     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA3939                      | CUSIP: 3140E8LV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12975 | PA      | $11739.43       | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    74903000 | PA      | $43293095.12    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    16130000 | PA      | $15965274.33    | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 AS               | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7250000 | PA      | $7497177.15     | 0.00%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8130789.90     | 0.00%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5442                      | CUSIP: 31417SBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71140 | PA      | $70867.09       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     8730000 | PA      | $5695245.03     | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K084 A2                   | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26940000 | PA      | $26700384.86    | 0.01%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5367                      | CUSIP: 3140X86D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8821425 | PA      | $7956342.17     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7077                      | CUSIP: 31417D2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      646944 | PA      | $594873.93      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     8117000 | PA      | $5713847.63     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $13095663.73    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4466819.57     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3804                      | CUSIP: 3140W4GN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13173915 | PA      | $11747006.49    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    14060000 | PA      | $12228644.07    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $37318306.37    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2076070 | PA      | $2069327.47     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    35250000 | PA      | $36037375.89    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5309                      | CUSIP: 3140XL3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6277596 | PA      | $6608585.08     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 AS              | CUSIP: 08162MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1056826.44     | 0.00%             | 2053-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $9523742.59     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4930000 | PA      | $4983427.23     | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | AHOLD FIN USA                  | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    14762000 | PA      | $15763726.08    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    12050000 | PA      | $12103051.14    | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57408                      | CUSIP: 3128KLGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50164 | PA      | $52440.82       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6093                      | CUSIP: 3140H7XX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1502271 | PA      | $1432868.34     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555531                      | CUSIP: 31385XEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1616345 | PA      | $1656431.05     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    16075000 | PA      | $14183872.21    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2695                      | CUSIP: 3140L07H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11175273 | PA      | $9157042.24     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    12098000 | PA      | $11147247.08    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    17200000 | PA      | $16410280.31    | 0.00%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9582                      | CUSIP: 3140XDUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15605491 | PA      | $14606686.75    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5550                      | CUSIP: 3140JAEY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      482121 | PA      | $479730.17      | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3906                      | CUSIP: 3138WDKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      772390 | PA      | $743609.08      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A3                | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2564022 | PA      | $2577170.08     | 0.00%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     9070000 | PA      | $9291121.95     | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705142                      | CUSIP: 36296YLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102915 | PA      | $99346.74       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4892                      | CUSIP: 3140X8NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7990932 | PA      | $7403162.03     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $3270276.36     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14887615.02    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    11456000 | PA      | $9229246.63     | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8695                      | CUSIP: 3140QUUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10944020 | PA      | $11356665.96    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A4                 | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12700000 | PA      | $12616224.45    | 0.00%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1587708.30     | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 581806                      | CUSIP: 31387EKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1531 | PA      | $1606.85        | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4659                      | CUSIP: 3132A5E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3122252 | PA      | $2907231.75     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9016                      | CUSIP: 36180NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3318243 | PA      | $3049254.01     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    28180000 | PA      | $28792238.39    | 0.01%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K508 A2                   | CUSIP: 3137HAQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10750000 | PA      | $10865554.98    | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     5389000 | PA      | $5391047.92     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                              | FORDL 2025-B A4                | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4007420.80     | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5764                      | CUSIP: 31417CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      215663 | PA      | $213469.29      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K096 A2                   | CUSIP: 3137FNB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10940000 | PA      | $10412298.16    | 0.00%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3586                      | CUSIP: 3140QN6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      752819 | PA      | $666103.27      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 936585                      | CUSIP: 31412V6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      108209 | PA      | $109417.53      | 0.00%             | 2037-04-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882566                      | CUSIP: 31409YQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7399 | PA      | $7737.17        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $6058064.06     | 0.00%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8880                      | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27688961 | PA      | $28319097.67    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    42337000 | PA      | $27693047.47    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $9637385.65     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    92325000 | PA      | $79984853.99    | 0.02%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1231                      | CUSIP: 3140J5LM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2219429 | PA      | $2200600.92     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10625000 | PA      | $8804365.62     | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K533 A2                   | CUSIP: 3137HHW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3000934.20     | 0.00%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 AS              | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1619039.57     | 0.00%             | 2061-05-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9900000 | PA      | $10322918.79    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2261                      | CUSIP: 3128QSQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80741 | PA      | $83520.37       | 0.00%             | 2037-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     7825000 | PA      | $7908863.45     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4173000 | PA      | $3115414.08     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A2 A                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     6640000 | PA      | $6786678.93     | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12286000 | PA      | $10044475.11    | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6555                      | CUSIP: 31329QH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      762856 | PA      | $767054.15      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1210                      | CUSIP: 31418AKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      471908 | PA      | $466639.08      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5149                      | CUSIP: 3132DSWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12191957 | PA      | $12532595.82    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     2624000 | PA      | $2615795.25     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4603                      | CUSIP: 3140X8DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2004091 | PA      | $1863569.94     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2807                      | CUSIP: 31418CDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1627770 | PA      | $1515161.13     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1250                      | CUSIP: 3138Y2L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          61 | PA      | $58.96          | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     7875000 | PA      | $7257800.56     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18687                      | CUSIP: 3128MMXR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2731874 | PA      | $2617723.80     | 0.00%             | 2033-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783234                      | CUSIP: 36241LSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1037683 | PA      | $1001042.75     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    12500000 | PA      | $12616616.87    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16207776.50    | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3218                      | CUSIP: 31418CSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1398189 | PA      | $1359469.97     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    13400000 | PA      | $13728817.74    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8491                      | CUSIP: 3132DWNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65622741 | PA      | $64814983.84    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5284829.58     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737036                      | CUSIP: 3620AQY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      380014 | PA      | $386557.44      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11934000 | PA      | $11781209.04    | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    37326000 | PA      | $38125047.78    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08333                      | CUSIP: 3128MJLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      253709 | PA      | $257960.17      | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4533                      | CUSIP: 3140J9BB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1215 | PA      | $1211.63        | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3735                      | CUSIP: 3138X3EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6874199 | PA      | $6297751.49     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4095                      | CUSIP: 3138LURR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6045395 | PA      | $5715084.06     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4218025.59     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4422343.69     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    14009000 | PA      | $12902532.58    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3861010.24     | 0.00%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4125000 | PA      | $3586176.00     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    53750000 | PA      | $53853284.24    | 0.01%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 AS               | CUSIP: 36251XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825000 | PA      | $1809440.05     | 0.00%             | 2049-11-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    17528000 | PA      | $11003308.59    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0077                      | CUSIP: 3142J6CP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58923148 | PA      | $60026236.84    | 0.02%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 786482                      | CUSIP: 31405DXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17917 | PA      | $19038.51       | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4578                      | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   121919201 | PA      | $103089256.18   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    39695000 | PA      | $40301249.29    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08747                      | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21474412 | PA      | $19359831.13    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   145310000 | PA      | $129609707.87   | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5764704.44     | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     9510000 | PA      | $9468516.43     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555732                      | CUSIP: 36213JLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1055 | PA      | $1096.93        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1010                      | CUSIP: 31418ADQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1711064 | PA      | $1683415.86     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $9265282.84     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    52130000 | PA      | $49949448.33    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5099                      | CUSIP: 3133KYUY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12107681 | PA      | $10289118.56    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11805000 | PA      | $11931289.76    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                              | JPMBB 2014-C25 A5              | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375817 | PA      | $371585.77      | 0.00%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7325000 | PA      | $6982751.75     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889697                      | CUSIP: 31410KNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135134 | PA      | $141587.97      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     6690000 | PA      | $5275740.18     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     8471000 | PA      | $8412439.64     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1022949.13     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    34655000 | PA      | $25367837.04    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    42170000 | PA      | $37506542.16    | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14820                      | CUSIP: 3128MDSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8162 | PA      | $8145.72        | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0652                      | CUSIP: 3140W0WN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31192570 | PA      | $31723894.54    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3717794.58     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3481                      | CUSIP: 3140X62P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40163598 | PA      | $34631970.48    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2251073.42     | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0036                      | CUSIP: 3140MRBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4186395 | PA      | $4064004.42     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50314                      | CUSIP: 3128KCK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4736 | PA      | $4956.97        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05928                      | CUSIP: 3128M74M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      613992 | PA      | $612267.62      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | GOLDMAN SACHS                  | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     9435000 | PA      | $9846463.01     | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3581950.67     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    55000000 | PA      | $55642735.47    | 0.02%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A3                | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3020069.40     | 0.00%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $2792491.96     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     6075000 | PA      | $4042057.38     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ4794                      | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1471910 | PA      | $1442974.90     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555268                      | CUSIP: 31385WZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1467 | PA      | $1550.56        | 0.00%             | 2032-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1323439 | PA      | $1270849.59     | 0.00%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5192                      | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22536502 | PA      | $23285144.14    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6489                      | CUSIP: 31417DF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6298875 | PA      | $5801221.92     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $1674900.79     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03683                      | CUSIP: 3132GJXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104284 | PA      | $101283.65      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17265643.83    | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     4000000 | PA      | $4027655.73     | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     4666000 | PA      | $4802282.08     | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7310287.57     | 0.00%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    32252000 | PA      | $28337118.39    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    21300000 | PA      | $20897199.90    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1561                      | CUSIP: 3138EHWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34778 | PA      | $34661.07       | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    11884000 | PA      | $11803026.14    | 0.00%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    12500000 | PA      | $12530193.35    | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4022861.95     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4724                      | CUSIP: 3132A5G90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3394848 | PA      | $3330077.48     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     8584000 | PA      | $8656851.98     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    25525000 | PA      | $16426698.21    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782759                      | CUSIP: 31349UB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18143 | PA      | $18772.99       | 0.00%             | 2036-11-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   907478000 | PA      | $908647793.59   | 0.25%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785191                      | CUSIP: 3622AAUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23805978 | PA      | $20465928.22    | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      576014 | PA      | $573053.17      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2835                      | CUSIP: 31427QEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36850674 | PA      | $37315235.34    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    27900000 | PA      | $23830874.19    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20965996.83    | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A2                   | CUSIP: 3137BXHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14900000 | PA      | $14538812.08    | 0.00%             | 2029-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      925000 | PA      | $977155.74      | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    23638000 | PA      | $23837984.47    | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8384                      | CUSIP: 3132DWJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77651032 | PA      | $79438380.12    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $9457878.60     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A4                | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100000 | PA      | $3144242.89     | 0.00%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3547                      | CUSIP: 31418C5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1833168 | PA      | $1775930.78     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    11240000 | PA      | $10713250.29    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     7000000 | PA      | $6519924.60     | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    13753000 | PA      | $11362773.63    | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3411                      | CUSIP: 3132DQYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7162680 | PA      | $7551526.56     | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8059                      | CUSIP: 3132DV5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1020025 | PA      | $994826.22      | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1571                      | CUSIP: 3128QJW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36672 | PA      | $38262.80       | 0.00%             | 2037-03-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1231827.34     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2066                      | CUSIP: 31427PJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    72476129 | PA      | $74874784.30    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    18141000 | PA      | $17907571.54    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9244000 | PA      | $9325961.68     | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2353                      | CUSIP: 31418BTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2276435 | PA      | $2179263.66     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11529201.64    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3450363.94     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866955                      | CUSIP: 31409CE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35515 | PA      | $36722.43       | 0.00%             | 2036-02-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC               | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1686384.08     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7390000 | PA      | $7946774.47     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     5500000 | PA      | $5458979.90     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5099000 | PA      | $5127959.42     | 0.00%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4839                      | CUSIP: 3142GVLV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34507949 | PA      | $34750667.71    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     9720000 | PA      | $9463646.90     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58905                      | CUSIP: 3132Y23P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3162866 | PA      | $3015466.59     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0478                      | CUSIP: 31419AQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2192284 | PA      | $2138661.01     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0786                      | CUSIP: 36179M2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      801985 | PA      | $810756.37      | 0.00%             | 2043-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4046                      | CUSIP: 3138AVP82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1643387 | PA      | $1603283.09     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95554                      | CUSIP: 312944E31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      858438 | PA      | $838442.71      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5040888.51     | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2415                      | CUSIP: 3138E6VH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4261504 | PA      | $4142672.84     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    23485000 | PA      | $23366183.07    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $11044032.86    | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54037                      | CUSIP: 3128KGPW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32681 | PA      | $34234.10       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     7387000 | PA      | $6777608.58     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3135664.66     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    23909000 | PA      | $24927790.98    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3720                      | CUSIP: 3140XKD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28148694 | PA      | $27682013.74    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3165                      | CUSIP: 3132DQQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29112702 | PA      | $28945403.12    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $3475505.93     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    13340000 | PA      | $12692048.68    | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3755                      | CUSIP: 3140X7E54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9099840 | PA      | $8427866.76     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56785                      | CUSIP: 3132Y0RF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      668871 | PA      | $654401.91      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    46550000 | PA      | $45327472.03    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0560                      | CUSIP: 3138W9TS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      984050 | PA      | $977203.52      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5130665.64     | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4000                      | CUSIP: 3140X7NS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3422064 | PA      | $3263970.44     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5710                      | CUSIP: 31418FKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27981838 | PA      | $27775326.68    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7489                      | CUSIP: 3140QTKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10238920 | PA      | $10792578.84    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4291                      | CUSIP: 3138X3XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349418 | PA      | $338260.93      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7883000 | PA      | $6421368.85     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3985                      | CUSIP: 3142GUNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27926560 | PA      | $28253892.44    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |      925000 | PA      | $760407.70      | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6889324.30     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0041                      | CUSIP: 3138EGBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70480 | PA      | $73699.35       | 0.00%             | 2041-02-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MO HLTH & EDU FACS-A           | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     3500000 | PA      | $2512207.25     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    21450000 | PA      | $20309010.01    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190367                      | CUSIP: 31368HMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      389782 | PA      | $401496.68      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10677072.31    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735013                      | CUSIP: 31402QSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14405 | PA      | $14676.61       | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $10973560.74    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8569                      | CUSIP: 36179XQW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54505454 | PA      | $54314772.61    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH3707                      | CUSIP: 3140GSDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36187 | PA      | $35450.94       | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     4000000 | PA      | $3502075.97     | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7386                      | CUSIP: 3138WHF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5027887 | PA      | $4681630.56     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949708                      | CUSIP: 31413MR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10883 | PA      | $11371.14       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2964814.90     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    11900000 | PA      | $10587737.07    | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45095                      | CUSIP: 3132WJUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1100083 | PA      | $1025230.90     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   285475000 | PA      | $286389410.68   | 0.08%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    53100000 | PA      | $52716315.74    | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     9630000 | PA      | $9069900.78     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     7380000 | PA      | $7267974.09     | 0.00%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                       | MAPLE PARENT                   | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1998856.75     | 0.00%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783114                      | CUSIP: 36241LN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      765460 | PA      | $778452.04      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    30025000 | PA      | $29975194.86    | 0.01%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7255                      | CUSIP: 3133A2BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6303855 | PA      | $5779108.45     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6186                      | CUSIP: 3140XM2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9105459 | PA      | $8390389.27     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    11763000 | PA      | $11517567.40    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    23198000 | PA      | $22767374.66    | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3756717 | PA      | $3730926.47     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6098                      | CUSIP: 3140QDX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16225203 | PA      | $14874582.79    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53661                      | CUSIP: 3128KGB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3034 | PA      | $3178.95        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8029000 | PA      | $7564899.48     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1820000 | PA      | $1520850.24     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02894                      | CUSIP: 31294MGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          52 | PA      | $52.27          | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    35500000 | PA      | $35723118.44    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8098                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24612284 | PA      | $21971373.88    | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A1 A                | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9750000 | PA      | $9829138.80     | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    11810000 | PA      | $11709948.82    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | MATTEL INC                     | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6867283.15     | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5150000 | PA      | $5113056.64     | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    22972000 | PA      | $22728137.45    | 0.01%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 AM              | CUSIP: 08162VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3061693.12     | 0.00%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731110                      | CUSIP: 3620AJGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281567 | PA      | $271535.56      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06956                      | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499415 | PA      | $497706.10      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2467                      | CUSIP: 3133L8W43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      934228 | PA      | $864364.30      | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    43750000 | PA      | $44024235.23    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     8493000 | PA      | $7967330.95     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809000                      | CUSIP: 31406FX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2287 | PA      | $2355.64        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08748                      | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1497870 | PA      | $1395483.33     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2265520 | PA      | $2163600.17     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A4                | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3450000 | PA      | $3465110.66     | 0.00%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    30781000 | PA      | $30561459.23    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    14333000 | PA      | $9573986.79     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A3                | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4100000 | PA      | $4121515.16     | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1000594000 | PA      | $925549450.00   | 0.25%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $7084403.46     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1084                      | CUSIP: 31418AF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4357897 | PA      | $4284900.75     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7247                      | CUSIP: 3138WHBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1546656 | PA      | $1483903.24     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6672017.89     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    19001000 | PA      | $19906847.61    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     6607000 | PA      | $6528582.41     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0113                      | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4488935 | PA      | $4384933.94     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4997                      | CUSIP: 3140X8RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8092102 | PA      | $7539879.85     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2699585.36     | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3408                      | CUSIP: 31418CYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      506641 | PA      | $503567.75      | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889579                      | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2295556 | PA      | $2402052.78     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A3                 | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1673066 | PA      | $1680653.01     | 0.00%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12496000 | PA      | $9793785.91     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     1649000 | PA      | $1685120.18     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254868                      | CUSIP: 31371LCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1318053 | PA      | $1334304.56     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    38120000 | PA      | $25255874.24    | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   165506000 | PA      | $122920529.98   | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14200000 | PA      | $14177185.65    | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    10800000 | PA      | $10699015.36    | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7425                      | CUSIP: 31417EHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      535741 | PA      | $494174.64      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A4                | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1087570 | PA      | $1086715.72     | 0.00%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6715000 | PA      | $6025450.03     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5461                      | CUSIP: 31417CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      207362 | PA      | $190993.27      | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12222198.01    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1645                      | CUSIP: 3140X4ZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      458471 | PA      | $452275.90      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2634                      | CUSIP: 3138NY4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1676881 | PA      | $1541556.00     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8716                      | CUSIP: 3132A9VH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1680661 | PA      | $1641806.16     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $7814531.61     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $5050341.25     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    19176000 | PA      | $17601938.27    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4965627.50     | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4945432.49     | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7427000 | PA      | $6751170.12     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744177                      | CUSIP: 31403BXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32553 | PA      | $32981.72       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    23275000 | PA      | $22925190.04    | 0.01%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     5417000 | PA      | $5347514.89     | 0.00%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5165                      | CUSIP: 3140XLW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9613970 | PA      | $9576748.50     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5898                      | CUSIP: 3138WTRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      254464 | PA      | $233383.21      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1692                      | CUSIP: 3132CX2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19418175 | PA      | $18356557.97    | 0.00%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    11839000 | PA      | $9678793.57     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7062                      | CUSIP: 3140XAZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63291161 | PA      | $54317113.47    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    14527000 | PA      | $14015930.52    | 0.00%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03646                      | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72744 | PA      | $76232.23       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A4                | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $656745.44      | 0.00%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08843                      | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1981103 | PA      | $1937008.54     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7950000 | PA      | $7634269.01     | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706465                      | CUSIP: 36297AZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24294 | PA      | $25631.57       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     4628000 | PA      | $4563165.58     | 0.00%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    15662000 | PA      | $15369903.39    | 0.00%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2863                      | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37393663 | PA      | $33670630.01    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    22363000 | PA      | $22375313.62    | 0.01%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8777188.28     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3774                      | CUSIP: 3140FPFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2476266 | PA      | $2363414.45     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    19454000 | PA      | $16871340.70    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3067910.67     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     4613000 | PA      | $4505836.00     | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2966557.23     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7561596.45     | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3755647.55     | 0.00%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     6000000 | PA      | $6158944.83     | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783295                      | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      726690 | PA      | $721724.55      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1516 A2                 | CUSIP: 3137FUZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9825000 | PA      | $7742258.18     | 0.00%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K128 A2                   | CUSIP: 3137FYUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12895000 | PA      | $11663577.79    | 0.00%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    12650000 | PA      | $12799610.46    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $15505873.11    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    39100000 | PA      | $39390004.25    | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    16712000 | PA      | $17288030.46    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725610                      | CUSIP: 31402DDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22638 | PA      | $23255.13       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                 | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1211876.99     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2995486.50     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4001068.92     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    16677000 | PA      | $17121067.71    | 0.00%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    30369000 | PA      | $25752487.45    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2020                      | CUSIP: 3133BPG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2071653 | PA      | $2066869.34     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2326967.21     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     6118000 | PA      | $6164824.27     | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                 | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2991219.63     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9903                      | CUSIP: 3138ESAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13766499 | PA      | $14159653.67    | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    10585000 | PA      | $10459618.19    | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    16740000 | PA      | $15673960.56    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     6314000 | PA      | $6406081.00     | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delhaize America LLC                                                             | DELHAIZE AMERICA               | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2268349.59     | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10285000 | PA      | $10596108.97    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4330                      | CUSIP: 3132E0Y30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36299177 | PA      | $37594843.55    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    48780000 | PA      | $48276862.48    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    13355000 | PA      | $11568336.19    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    24579000 | PA      | $23023008.86    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4807228 | PA      | $4608997.44     | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2979559.24     | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $3992476.07     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24786131 | PA      | $20464720.86    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3529                      | CUSIP: 3132DQ4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8036110 | PA      | $8193085.13     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    32071000 | PA      | $33227838.17    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08775                      | CUSIP: 3128MJ2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15793722 | PA      | $15092235.94    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514256                      | CUSIP: 36211JH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         114 | PA      | $113.88         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    64975000 | PA      | $62887838.12    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93319                      | CUSIP: 312941VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69340 | PA      | $70503.52       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     9652000 | PA      | $9566922.98     | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02920                      | CUSIP: 31294MG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2792 | PA      | $2786.51        | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932390                      | CUSIP: 31412Q2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      597213 | PA      | $594816.53      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    17050000 | PA      | $17017284.46    | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    16855000 | PA      | $17189871.05    | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6146                      | CUSIP: 31329PZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      662400 | PA      | $648312.91      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    12810000 | PA      | $13032266.13    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6093                      | CUSIP: 3138WFXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2134753 | PA      | $2091819.33     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    19150000 | PA      | $19100250.76    | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6983713.49     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6717511.26     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2825000 | PA      | $2759620.18     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1265                      | CUSIP: 3142GRMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19918830 | PA      | $20077607.03    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    15770000 | PA      | $16889024.28    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     3798000 | PA      | $3706176.86     | 0.00%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7379                      | CUSIP: 3140QFFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21949722 | PA      | $19620292.08    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA CORP                  | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3851778.12     | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                      | FNB CORP                       | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4125581.82     | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     5178000 | PA      | $3860747.56     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    15900000 | PA      | $15798492.34    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    12988000 | PA      | $12559987.61    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4124                      | CUSIP: 31418DSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17290469 | PA      | $16377595.76    | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    16600000 | PA      | $16858406.75    | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    15091000 | PA      | $14835454.52    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OR ST-TXB-PENSION              | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     5480318 | PA      | $5545640.82     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06713                      | CUSIP: 3128M8YJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      897187 | PA      | $912300.25      | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09015                      | CUSIP: 31294UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103433 | PA      | $102335.26      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE2996                      | CUSIP: 3133BCKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      835339 | PA      | $768153.38      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6353473.26     | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   593609000 | PA      | $563372041.56   | 0.15%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87595                      | CUSIP: 312934NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14935 | PA      | $15183.47       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11699509.02    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 AS              | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2507000 | PA      | $2546068.09     | 0.00%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    21907000 | PA      | $17104747.31    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8029                      | CUSIP: 3132DV4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14242907 | PA      | $12152192.36    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    16240000 | PA      | $16278390.21    | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2702                      | CUSIP: 3140W3AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52717543 | PA      | $53918622.43    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    13269000 | PA      | $13466929.47    | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    13450000 | PA      | $13038381.98    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0782                      | CUSIP: 3138E42Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      701553 | PA      | $665408.06      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $3848671.79     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7089                      | CUSIP: 3140M82X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41581017 | PA      | $33668756.22    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University/The                                                     | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |      325000 | PA      | $188415.43      | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3694000 | PA      | $3849875.51     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7990                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    56541102 | PA      | $53502730.65    | 0.01%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4348                      | CUSIP: 3132E0ZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18119951 | PA      | $19045603.40    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 AS                 | CUSIP: 55376CAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3135102.30     | 0.00%             | 2056-05-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8278                      | CUSIP: 3133KQFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13963275 | PA      | $13874307.05    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4138                      | CUSIP: 3142GUS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12703659 | PA      | $12963718.18    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     6231000 | PA      | $6158774.81     | 0.00%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3243                      | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1917573 | PA      | $1740049.44     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University/The                                                     | JOHNS HOPKINS                  | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7073728.52     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3357698.35     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2818474.76     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08781                      | CUSIP: 3128MJ2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5036373 | PA      | $4940014.47     | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   311149500 | PA      | $243887727.62   | 0.07%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A3                | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2215935.92     | 0.00%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    12770000 | PA      | $11518741.92    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90976                      | CUSIP: 3128P7CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         404 | PA      | $403.45         | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8476                      | CUSIP: 3138E1M20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1146684 | PA      | $1087149.70     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     6864000 | PA      | $4970249.73     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0572                      | CUSIP: 3140Y6T67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39668251 | PA      | $40096021.39    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    18575000 | PA      | $18969134.15    | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1293915.87     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5750000 | PA      | $4329372.33     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779092                      | CUSIP: 31404URM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2741 | PA      | $2809.26        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    38600000 | PA      | $37912403.64    | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7735                      | CUSIP: 3132A8SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1968101 | PA      | $1878355.86     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5956263 | PA      | $5575435.23     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896005                      | CUSIP: 31410SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14607 | PA      | $15219.11       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8512                      | CUSIP: 31417VN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1658776 | PA      | $1652222.57     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     4703000 | PA      | $3464845.08     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43339919 | PA      | $39983116.52    | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    26296000 | PA      | $25785132.33    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $5119522.41     | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7207000 | PA      | $7118737.83     | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $18316905.84    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 A5              | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19000000 | PA      | $19758812.50    | 0.01%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2494481.87     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    20700000 | PA      | $15117726.71    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4468222.42     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     8451000 | PA      | $7154331.07     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08865                      | CUSIP: 3128MJ6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104887 | PA      | $97324.58       | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $2646197.85     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 5/26                    | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   317420000 | PA      | $291629656.74   | 0.08%             | 2026-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932865                      | CUSIP: 31412RMN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      558265 | PA      | $544421.33      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4354                      | CUSIP: 31418DZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22112171 | PA      | $17035667.68    | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7413608.96     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    14000000 | PA      | $13840273.47    | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8002                      | CUSIP: 3128UGH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46013 | PA      | $48056.28       | 0.00%             | 2041-02-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2007-A3 A3               | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     4880000 | PA      | $5356332.90     | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    11400000 | PA      | $11412072.10    | 0.00%             | 2029-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                 | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11465000 | PA      | $9152111.66     | 0.00%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3536                      | CUSIP: 31418C4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12608444 | PA      | $12006254.64    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4222923.25     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    14524000 | PA      | $13072679.49    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    25829000 | PA      | $23682968.66    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     8908000 | PA      | $6824021.27     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    31571000 | PA      | $31214587.41    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     6903000 | PA      | $6911358.38     | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2933000 | PA      | $2759253.59     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3392                      | CUSIP: 31418CXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1612087 | PA      | $1574817.78     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2894                      | CUSIP: 3140X6GC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23217981 | PA      | $20913579.98    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     8715000 | PA      | $9041480.03     | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    26180000 | PA      | $26445791.04    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $5091662.75     | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     8479000 | PA      | $8224669.85     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     4025000 | PA      | $4031962.39     | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6675531.67     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $15307234.75    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8929773.12     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBW2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    10700000 | PA      | $9762080.06     | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    27800000 | PA      | $29176562.50    | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    25929000 | PA      | $24653512.53    | 0.01%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0422                      | CUSIP: 3132CWPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8445512 | PA      | $7821857.68     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    12675000 | PA      | $12045877.53    | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252438                      | CUSIP: 31371HLT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         821 | PA      | $836.00         | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A4                | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2698677.85     | 0.00%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08606                      | CUSIP: 3128MJU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2042544 | PA      | $1970547.69     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1875326.99     | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1048500000 | PA      | $1029373063.79  | 0.28%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    11220000 | PA      | $11200635.91    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4260                      | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18509006 | PA      | $16693900.13    | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-BABS               | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    11440384 | PA      | $11979695.44    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9758099.86     | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      810000 | PA      | $880312.21      | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1226506.30     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14325000 | PA      | $14330450.31    | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                   | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8700000 | PA      | $8967655.50     | 0.00%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1548529.85     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A76335                      | CUSIP: 3128LABC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5847 | PA      | $5941.66        | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5716                      | CUSIP: 3140XMK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19252185 | PA      | $17812032.60    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     3490000 | PA      | $3533556.03     | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $8607028.60     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K063 A2                   | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16048271 | PA      | $15963226.33    | 0.00%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $12304163.85    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3862                      | CUSIP: 3132E0JF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9110530 | PA      | $9265715.88     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8036                      | CUSIP: 3132DV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16322502 | PA      | $14544357.84    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $755400.21      | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915091                      | CUSIP: 31411UUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70220 | PA      | $73290.66       | 0.00%             | 2037-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $8474704.91     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03815                      | CUSIP: 31292LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1609358 | PA      | $1525930.31     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08052                      | CUSIP: 3128MJBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      365304 | PA      | $376332.53      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7450000 | PA      | $7516560.23     | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4459428.65     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15179153.15    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8168                      | CUSIP: 3132DWCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41284161 | PA      | $36453885.63    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3258                      | CUSIP: 3140XJTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3882989 | PA      | $3961567.86     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $3836143.65     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-2 A3                | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000654.10     | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6759945.36     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    29900000 | PA      | $29416925.24    | 0.01%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    10725000 | PA      | $8072165.55     | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    29600000 | PA      | $26725056.41    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0405                      | CUSIP: 3140XFNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18558372 | PA      | $16864704.91    | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5243143.77     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     7794000 | PA      | $6864686.59     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   590722000 | PA      | $589960523.90   | 0.16%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL 2019-C15 A4              | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15450000 | PA      | $15236252.34    | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4788                      | CUSIP: 3128JQF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87751 | PA      | $91679.40       | 0.00%             | 2040-06-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    15700000 | PA      | $16400912.61    | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15197663.04    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10684000 | PA      | $11224505.22    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1506138.03     | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8244                      | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55439255 | PA      | $52272902.46    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8313                      | CUSIP: 3132DWGW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26112631 | PA      | $24620665.26    | 0.01%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     8095000 | PA      | $4819923.45     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1593                      | CUSIP: 3140XGXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41808036 | PA      | $34035487.13    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17415891.00    | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40718                      | CUSIP: 3132WDYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      439017 | PA      | $409282.43      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0207                      | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24907784 | PA      | $25869697.77    | 0.01%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9488                      | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57441357 | PA      | $58104230.60    | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     7770000 | PA      | $6077202.32     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    20456000 | PA      | $18467814.94    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     4464000 | PA      | $4252228.14     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5105                      | CUSIP: 3138MLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      842361 | PA      | $829737.78      | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0745                      | CUSIP: 3140QKZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16939047 | PA      | $16028847.68    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K541 A2                   | CUSIP: 3137HLXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30000000 | PA      | $30114276.00    | 0.01%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $6293161.73     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9260000 | PA      | $8838089.40     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2349386.00     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889645                      | CUSIP: 31410KL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166326 | PA      | $174617.87      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9403585.59     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2575645.94     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MB0290                      | CUSIP: 3138MTKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31208796 | PA      | $30154981.08    | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3402                      | CUSIP: 3132DQX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21032170 | PA      | $20860040.30    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    19000000 | PA      | $19970319.62    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    14955000 | PA      | $15300710.72    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8391514.96     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9853                      | CUSIP: 36179Y5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21598740 | PA      | $22461546.94    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   293251000 | PA      | $217876328.91   | 0.06%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783813                      | CUSIP: 31405AYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23380 | PA      | $24046.81       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3271573.77     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14191151.66    | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3367311.23     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3384816.06     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01567                      | CUSIP: 31292HW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      758906 | PA      | $768925.06      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0629                      | CUSIP: 3140H1VX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2326845 | PA      | $2230982.93     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4821                      | CUSIP: 3142GVLB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71350844 | PA      | $72521618.53    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   777318000 | PA      | $468455550.94   | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    24737000 | PA      | $13928581.64    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5986867.16     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ5533                      | CUSIP: 3133CWEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3719344 | PA      | $3743935.68     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    14223000 | PA      | $14080068.45    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3000000 | PA      | $2656476.20     | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6619                      | CUSIP: 3138EPK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5698587 | PA      | $5659286.57     | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5105                      | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23081632 | PA      | $22323882.68    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $13752961.23    | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4447                        | CUSIP: 36202E5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      403555 | PA      | $407964.70      | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555592                      | CUSIP: 31385XF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      331917 | PA      | $340235.28      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2930                      | CUSIP: 31418CHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5923967 | PA      | $5666950.64     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21553                      | CUSIP: 3132JNWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      903202 | PA      | $851013.55      | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6508                      | CUSIP: 3140XNGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7425014 | PA      | $7824192.87     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0495                      | CUSIP: 3132DMRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9534330 | PA      | $8465882.81     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    16470000 | PA      | $16132513.72    | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6029494.30     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0646                      | CUSIP: 36179MWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      199675 | PA      | $203942.60      | 0.00%             | 2042-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $2987116.28     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784035                      | CUSIP: 3622A2PU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1715168 | PA      | $1639033.04     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16321000 | PA      | $16813618.59    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0257                      | CUSIP: 3618N5JB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    75063082 | PA      | $72440317.99    | 0.02%             | 2055-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    12034000 | PA      | $10856530.00    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    17535000 | PA      | $17172377.87    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     7426000 | PA      | $6233010.37     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1986                      | CUSIP: 3132DPF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17855164 | PA      | $18199755.87    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    13900000 | PA      | $13949875.42    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    18300000 | PA      | $18568948.99    | 0.01%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7937615.98     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    11938000 | PA      | $11548087.35    | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890514                      | CUSIP: 31410LK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2543398 | PA      | $2467234.00     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $10948380.74    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8321                      | CUSIP: 3132DWG64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      211760 | PA      | $199660.88      | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5028853 | PA      | $4937410.08     | 0.00%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7997                      | CUSIP: 3140XB3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2240188 | PA      | $2161851.16     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $8373858.27     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2738                      | CUSIP: 31418CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16524264 | PA      | $15741415.12    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1636                      | CUSIP: 3140H2ZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      754435 | PA      | $701300.52      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4630835.40     | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0047                      | CUSIP: 3142JCBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4834634 | PA      | $4798122.55     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8922000 | PA      | $8950414.04     | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6026                      | CUSIP: 3140QDVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10325327 | PA      | $8496088.17     | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 AS              | CUSIP: 90278PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1578453.40     | 0.00%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $13915175.18    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     6605000 | PA      | $6599883.76     | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    16950000 | PA      | $17308850.60    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838532                      | CUSIP: 31407RSV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6792 | PA      | $6997.95        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15771283.97    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735893                      | CUSIP: 31402RRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      701148 | PA      | $711282.40      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08618                      | CUSIP: 3128MJVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      188788 | PA      | $181935.39      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7076                      | CUSIP: 31417D2J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7868454 | PA      | $7236038.00     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3305000 | PA      | $2013333.40     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3851                      | CUSIP: 3133KKH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12231806 | PA      | $10933696.79    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A3                | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1192485 | PA      | $1197109.33     | 0.00%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1883828.94     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                   | WFCM 2019-C49 A5               | CUSIP: 95001WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10675000 | PA      | $10533664.07    | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83067                      | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239737 | PA      | $243763.56      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5895076.13     | 0.00%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                        | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     9072000 | PA      | $8542023.90     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6790                      | CUSIP: 3138A8RL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      832294 | PA      | $828476.85      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704005                      | CUSIP: 36296XDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1349 | PA      | $1421.65        | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A4               | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5875000 | PA      | $5766204.99     | 0.00%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5296                      | CUSIP: 31418E3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20720124 | PA      | $20865862.82    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8272                      | CUSIP: 3138ETFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1321150 | PA      | $1305224.49     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13272662.57    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     4635000 | PA      | $3976717.92     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9880676.01     | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    39730000 | PA      | $40626872.75    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5780                      | CUSIP: 31416PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      482705 | PA      | $481483.81      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    20725000 | PA      | $16169001.94    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7204                      | CUSIP: 31417UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38520 | PA      | $38443.22       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     3944000 | PA      | $3324182.40     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      858060 | PA      | $867476.67      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11131000 | PA      | $11078226.43    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    53225000 | PA      | $53291927.62    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5027                      | CUSIP: 31418ESR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      238096 | PA      | $224492.66      | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A1                   | CUSIP: 3137F83P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1096735 | PA      | $1016102.18     | 0.00%             | 2030-08-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8602522.55     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734847                      | CUSIP: 31402QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2100 | PA      | $2152.22        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4814000 | PA      | $4901824.08     | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $3467348.44     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15802000 | PA      | $12691728.72    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842146                      | CUSIP: 31407VTB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6488 | PA      | $6688.37        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $6911089.98     | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9578                      | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7770224 | PA      | $6340227.39     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0704                      | CUSIP: 3140Y6YA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44516963 | PA      | $45179540.39    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0567                      | CUSIP: 3132DMTY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10851149 | PA      | $8874499.18     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $16432783.30    | 0.00%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 A5               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14945000 | PA      | $14731042.90    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01648                      | CUSIP: 31292HZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      388485 | PA      | $393811.58      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4032                      | CUSIP: 3142GUPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16808018 | PA      | $17544192.25    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06709                      | CUSIP: 3128M8YE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      368167 | PA      | $367711.74      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     7540000 | PA      | $6721385.98     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $5272809.89     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12660000 | PA      | $13300744.21    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH            | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4900000 | PA      | $5122130.23     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949636                      | CUSIP: 31413MPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74428 | PA      | $77340.49       | 0.00%             | 2037-08-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14572                      | CUSIP: 3128MDJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         189 | PA      | $188.81         | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2926000 | PA      | $2863119.05     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                       | AIRBNB INC                     | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     3353000 | PA      | $3346964.00     | 0.00%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $10991267.57    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2736                      | CUSIP: 3128QTBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18122 | PA      | $18992.83       | 0.00%             | 2038-03-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $7451191.55     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8869252.95     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8603349.44     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4671000 | PA      | $3499977.06     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   457924000 | PA      | $415405042.24   | 0.11%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2571000 | PA      | $2539577.02     | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    35182000 | PA      | $32964727.84    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   244400000 | PA      | $199749266.24   | 0.05%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8199                      | CUSIP: 3132D6DC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1759887 | PA      | $1752646.13     | 0.00%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2891                      | CUSIP: 36178NF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1053017 | PA      | $971711.26      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   794392200 | PA      | $784183020.98   | 0.21%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954666                      | CUSIP: 31413TCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9412 | PA      | $9863.20        | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $11818420.79    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7894893 | PA      | $7400818.30     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01246                      | CUSIP: 31292HL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9264 | PA      | $9725.95        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18684                      | CUSIP: 3128MMXN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2318409 | PA      | $2254689.48     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6303152.02     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    27595000 | PA      | $26551374.23    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    25565000 | PA      | $22555666.03    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92286                      | CUSIP: 312940RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1181962 | PA      | $1178641.45     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7281                      | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1386820 | PA      | $1361530.66     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4795872.10     | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    25714000 | PA      | $22724277.19    | 0.01%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8515000 | PA      | $6489057.27     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3799                      | CUSIP: 3132E0GG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32022298 | PA      | $28613902.60    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2210515.49     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    15833000 | PA      | $14233915.39    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DYT9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     9464000 | PA      | $8543040.18     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5700                      | CUSIP: 3140X9KN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7609847 | PA      | $7047901.97     | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745239                      | CUSIP: 3620C04Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      284769 | PA      | $283024.33      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2707                      | CUSIP: 3132DQAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22486296 | PA      | $22371130.61    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    16000000 | PA      | $15606365.46    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    34800000 | PA      | $31861544.84    | 0.01%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6850000 | PA      | $6733871.95     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CSAIL 2018-CX12 A4             | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5950000 | PA      | $5893083.49     | 0.00%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA7768                      | CUSIP: 3140A8T28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13568710 | PA      | $13881030.80    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2631                      | CUSIP: 3138NY4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      968218 | PA      | $889145.78      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735925                      | CUSIP: 31402RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1199433 | PA      | $1216692.21     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5706000 | PA      | $4263890.49     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2132                      | CUSIP: 3140X5LN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2263872 | PA      | $2017249.93     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5830000 | PA      | $5290801.96     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8003                      | CUSIP: 3132DV3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65297 | PA      | $62157.66       | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                 | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25260000 | PA      | $22188156.66    | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8396                      | CUSIP: 31419KKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1076608 | PA      | $1050155.92     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    35100000 | PA      | $32432608.12    | 0.01%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $7654881.26     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                      | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   239974455 | PA      | $195210724.31   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     8100000 | PA      | $8157369.74     | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5148571.89     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   552424000 | PA      | $540706567.68   | 0.15%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5551                      | CUSIP: 31418FEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4747775 | PA      | $4587458.82     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6950000 | PA      | $6965657.38     | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5762417 | PA      | $5497778.95     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25500000 | PA      | $20824818.16    | 0.01%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     7604000 | PA      | $5665412.11     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7065                      | CUSIP: 3132DUZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22512285 | PA      | $22270354.35    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2803475.92     | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697656                      | CUSIP: 36296QBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58733 | PA      | $61860.42       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    10844000 | PA      | $10688402.34    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5207850.56     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     5687000 | PA      | $3185302.41     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7926532.15     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3511523.35     | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08759                      | CUSIP: 3128MJZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1788808 | PA      | $1753913.30     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10174341.53    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAH5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     9400000 | PA      | $9326416.53     | 0.00%             | 2029-03-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7534                      | CUSIP: 3138MBLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      398880 | PA      | $394623.52      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    43526000 | PA      | $46524114.41    | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00490                      | CUSIP: 31292GRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         283 | PA      | $285.45         | 0.00%             | 2027-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3919656.45     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4137                      | CUSIP: 31427RS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52324963 | PA      | $51877108.11    | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      750000 | PA      | $761268.91      | 0.00%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2091073.74     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13572344.36    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5204838.67     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96544                      | CUSIP: 312945HV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      602509 | PA      | $574073.54      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   255848000 | PA      | $252669886.85   | 0.07%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     9000000 | PA      | $7996381.39     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     9030000 | PA      | $8075635.31     | 0.00%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $1770543.63     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6325000 | PA      | $4833921.13     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A4                | CUSIP: 14319WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2526223.25     | 0.00%             | 2030-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    31956000 | PA      | $30375292.76    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     9200000 | PA      | $10382116.18    | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K071 A2                   | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11050000 | PA      | $10914982.26    | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8635000 | PA      | $8705638.05     | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9424                      | CUSIP: 36179YPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9722959 | PA      | $9927519.75     | 0.00%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $4179986.68     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587280                      | CUSIP: 36201MM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         730 | PA      | $758.48         | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5465000 | PA      | $5695589.01     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                | CI FINANCIAL CO                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    10930000 | PA      | $9758659.99     | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20686983.88    | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     7415000 | PA      | $8248515.40     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    11500000 | PA      | $11758635.91    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    14225000 | PA      | $14132442.88    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4168                      | CUSIP: 3138WDT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1989043 | PA      | $1913749.97     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                      | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    11730000 | PA      | $13533159.06    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2448429.00     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31613                      | CUSIP: 31297LYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2392 | PA      | $2444.98        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A2                   | CUSIP: 3137FHQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2925000 | PA      | $2894109.37     | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18483                      | CUSIP: 3128MMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1327371 | PA      | $1307504.88     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $4263782.88     | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    14485000 | PA      | $13262318.64    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3095                        | CUSIP: 36202DNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6304 | PA      | $6548.73        | 0.00%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1302                      | CUSIP: 3132DNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5048598 | PA      | $5012407.12     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6146895.12     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4595                      | CUSIP: 3142GVC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36188164 | PA      | $38025516.83    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     6407000 | PA      | $7096267.80     | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08373                      | CUSIP: 3128MJMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      388454 | PA      | $394901.27      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    32170000 | PA      | $32031430.41    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $7140783.39     | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4204                      | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16491557 | PA      | $14489868.28    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6339                      | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14075524 | PA      | $13109594.02    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34966                      | CUSIP: 3132QRQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26167 | PA      | $25185.21       | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4851                      | CUSIP: 3140X8L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18242310 | PA      | $17456553.14    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883553                      | CUSIP: 31410ATJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148280 | PA      | $154965.98      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     3895000 | PA      | $3286112.30     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    14400000 | PA      | $10067642.65    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A4                | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1035000 | PA      | $1043744.20     | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     6010000 | PA      | $6061156.84     | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8146                      | CUSIP: 31417FBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      927419 | PA      | $940733.21      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CA EARTHQUAKE AUTH-A           | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |     2435000 | PA      | $2456937.65     | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32625332 | PA      | $30202907.65    | 0.01%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2960                      | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7325896 | PA      | $7008056.30     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9457393.73     | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4596000 | PA      | $4541798.23     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    13573000 | PA      | $13188835.06    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0092                      | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   100935927 | PA      | $101872046.77   | 0.03%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      750000 | PA      | $673839.04      | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    19459000 | PA      | $18907175.97    | 0.01%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7473                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9505271 | PA      | $8494262.13     | 0.00%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4831                      | CUSIP: 3140XLLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9260347 | PA      | $9279477.60     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12250000 | PA      | $12134907.72    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1335                      | CUSIP: 31416WPV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137395 | PA      | $136812.77      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15481649.26    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03433                      | CUSIP: 31292KY68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31247 | PA      | $32757.54       | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     4045000 | PA      | $3527432.75     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5329565.72     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2926801.04     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7380                      | CUSIP: 3132DVFV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148551 | PA      | $146676.36      | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2748060.45     | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2026-A Owner Trust                                       | TAOT 2026-A A3                 | CUSIP: 89240KAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7264000 | PA      | $7215916.68     | 0.00%             | 2030-09-16      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    48045000 | PA      | $49293036.54    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8723000 | PA      | $9457342.75     | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5106154.99     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    12395000 | PA      | $11444146.18    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5               | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10125000 | PA      | $10002897.56    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772DC0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    18600000 | PA      | $18047185.43    | 0.00%             | 2056-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9037390.58     | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1172964.31     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    26500000 | PA      | $26214899.55    | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6889                      | CUSIP: 3138EPUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4540953 | PA      | $4510233.80     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-157 A2                  | CUSIP: 3137HAAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11400000 | PA      | $11211593.34    | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7417                      | CUSIP: 36179WG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    95971216 | PA      | $79128315.91    | 0.02%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    16540000 | PA      | $15038984.02    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2463105.37     | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97943                      | CUSIP: 312946ZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      271686 | PA      | $276228.63      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2018-4 A                 | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     8785000 | PA      | $8721533.65     | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    23417000 | PA      | $24753911.39    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $3723847.09     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555677                      | CUSIP: 31385XJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      782432 | PA      | $801839.71      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570009                      | CUSIP: 36200RGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16312 | PA      | $17018.06       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 AS              | CUSIP: 48128KAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2713014.36     | 0.00%             | 2050-07-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 AM              | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $941877.84      | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3903000 | PA      | $2808038.19     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4655                      | CUSIP: 31418EE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59798297 | PA      | $56493794.90    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $4527413.84     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255416                      | CUSIP: 31371LVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2524 | PA      | $2686.06        | 0.00%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8227                      | CUSIP: 3132DWD83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55805147 | PA      | $52721309.51    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $8622851.49     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8525000 | PA      | $9598350.11     | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14490215.32    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10075000 | PA      | $6492656.13     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5039513.47     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      730000 | PA      | $741686.02      | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     7359000 | PA      | $5592708.42     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4517939.21     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3406176.15     | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    12655000 | PA      | $12777508.48    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      129662 | PA      | $131941.53      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57004053 | PA      | $58105382.40    | 0.02%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $884953.48      | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5674                      | CUSIP: 31418FJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217273 | PA      | $221391.41      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    12585000 | PA      | $9234835.37     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2083                      | CUSIP: 3133L8J48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6890487 | PA      | $6349363.43     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91730                      | CUSIP: 3128P74P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      245601 | PA      | $241014.97      | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     4100000 | PA      | $4201093.29     | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08525                      | CUSIP: 3128MJSP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1926505 | PA      | $1767893.58     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5092                      | CUSIP: 3132DSUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2489273 | PA      | $2468744.76     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    19440000 | PA      | $19282519.48    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0892                      | CUSIP: 31416H7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34599 | PA      | $37391.59       | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $12155837.14    | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5620000 | PA      | $3795665.39     | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11732920.18    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $6077288.31     | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $3989492.04     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4695                      | CUSIP: 3132DSGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20843771 | PA      | $21862972.93    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    57468000 | PA      | $55979532.70    | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4423                        | CUSIP: 36202E4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      523519 | PA      | $520598.50      | 0.00%             | 2039-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    12739000 | PA      | $13074207.94    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7152                      | CUSIP: 3138WU5N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295796 | PA      | $291508.96      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6697465.40     | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    19627000 | PA      | $17962627.96    | 0.00%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5192179.71     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A4               | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10266068 | PA      | $10226006.72    | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    24768000 | PA      | $16263232.27    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    36830000 | PA      | $37250995.58    | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5177                      | CUSIP: 3133KYXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1055326 | PA      | $1045744.28     | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7150000 | PA      | $7300718.78     | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57320                      | CUSIP: 3132Y1D21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7822 | PA      | $7652.58        | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3124511.62     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888825                      | CUSIP: 31410GPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12505 | PA      | $12818.79       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2872                      | CUSIP: 3132DQFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12356977 | PA      | $12258935.53    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3590                      | CUSIP: 3132DQ7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18405147 | PA      | $18764667.17    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2419138.97     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3187835.57     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08751                      | CUSIP: 3128MJZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2696366 | PA      | $2512056.90     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46513                      | CUSIP: 3132WLGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98158 | PA      | $91448.39       | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1908136.83     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1762601 | PA      | $1781899.11     | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8635                      | CUSIP: 31416SSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3067365 | PA      | $3056144.52     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    49236000 | PA      | $46145507.49    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91568                      | CUSIP: 3128P7W58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2237999 | PA      | $2172887.03     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $5785862.36     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6123600.34     | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A63820                      | CUSIP: 3128KUG50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5080 | PA      | $5323.48        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16500000 | PA      | $9642109.04     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02346                      | CUSIP: 3128LXTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54106 | PA      | $56546.03       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV1252                      | CUSIP: 3140MEMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59580 | PA      | $52400.71       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $5698792.20     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     8500000 | PA      | $9005444.85     | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5746                      | CUSIP: 3140GUL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156490 | PA      | $145565.98      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                      | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67148598 | PA      | $51732650.01    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08757                      | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2911484 | PA      | $2712470.83     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1656                      | CUSIP: 31418NZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      894233 | PA      | $890650.01      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787172                      | CUSIP: 3622AC2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6196012 | PA      | $6531624.29     | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5833000 | PA      | $5938545.12     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     8460000 | PA      | $8540672.88     | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   992944000 | PA      | $984410887.50   | 0.27%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     5515000 | PA      | $5170929.21     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4365                      | CUSIP: 3140JLZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      532344 | PA      | $534674.81      | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782817                      | CUSIP: 31349UDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97745 | PA      | $100788.67      | 0.00%             | 2034-11-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    40307000 | PA      | $41716553.31    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | FIRST HORIZON                  | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4861776.52     | 0.00%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6471669.72     | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    36625000 | PA      | $36693046.14    | 0.01%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    13292000 | PA      | $13103457.66    | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    12937000 | PA      | $12693241.56    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | HOSPITAL SPE SUR               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $1949194.94     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3354                      | CUSIP: 3140QNWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      910884 | PA      | $766500.82      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786649                      | CUSIP: 3622ACH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17746619 | PA      | $18296068.80    | 0.00%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15480316.08    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    25888000 | PA      | $20851761.38    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741657                      | CUSIP: 31402X5S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13935 | PA      | $14287.86       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                   | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     3680000 | PA      | $3560281.92     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     3760769 | PA      | $4233016.39     | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8075                      | CUSIP: 3132D56L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3744938 | PA      | $3543707.98     | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   542644000 | PA      | $408212425.10   | 0.11%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    15984000 | PA      | $14883775.13    | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1089                      | CUSIP: 3138WAF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2493367 | PA      | $2420792.78     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3890                      | CUSIP: 3140XKKC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10736075 | PA      | $8817292.71     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42306                      | CUSIP: 3128K2R35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11104 | PA      | $11285.14       | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     2846019 | PA      | $2804443.85     | 0.00%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902174                      | CUSIP: 31411AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111081 | PA      | $116062.27      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8163972.32     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4598                        | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1352152 | PA      | $1344021.85     | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 A4               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1468212 | PA      | $1464186.18     | 0.00%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    17430000 | PA      | $17401047.12    | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2415                      | CUSIP: 31418BVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1259070 | PA      | $1209749.35     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5071                      | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28660972 | PA      | $25225240.55    | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9830                      | CUSIP: 3140QV4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17377871 | PA      | $18276475.48    | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $3375515.83     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7506                      | CUSIP: 3140XPKU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14035113 | PA      | $14274183.40    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 AS              | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3275000 | PA      | $3060665.66     | 0.00%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    12233000 | PA      | $7430421.56     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     7857000 | PA      | $7114646.62     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     9730000 | PA      | $9196491.53     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8525                      | CUSIP: 3132DWPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31916990 | PA      | $32521983.05    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4475414.69     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86719                      | CUSIP: 312933PC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13802 | PA      | $14273.77       | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES ARPTS-A            | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2800000 | PA      | $2402602.16     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2241                      | CUSIP: 3140X5P31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      837195 | PA      | $767934.46      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08210                      | CUSIP: 3128MJGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      132587 | PA      | $138833.15      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7365                      | CUSIP: 31417EFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2065639 | PA      | $1896373.37     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3529668.09     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10976975 | PA      | $10782954.79    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5927                      | CUSIP: 3138WFSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      835754 | PA      | $818683.36      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     8609000 | PA      | $8484145.90     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1856068 | PA      | $1781103.38     | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A4                | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5026306.00     | 0.00%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN               | CUSIP: 33767QAA4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3387822.93     | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1106665.43     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                   | WFCM 2018-C44 A5               | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     8200000 | PA      | $8132495.96     | 0.00%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    14320000 | PA      | $13756006.80    | 0.00%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    13100000 | PA      | $13319880.88    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     9600000 | PA      | $9536946.36     | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4772                        | CUSIP: 36202FJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1901060 | PA      | $1921922.42     | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4159808.39     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7557                      | CUSIP: 3133KPME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19455569 | PA      | $18859419.41    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC2387                      | CUSIP: 3140EWUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9827 | PA      | $9608.35        | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826424                      | CUSIP: 31407CD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294693 | PA      | $298937.86      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    13540000 | PA      | $13858501.79    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDR7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    13946000 | PA      | $13668116.48    | 0.00%             | 2032-05-12      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4053                      | CUSIP: 31418DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7787856 | PA      | $7379119.52     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3605142.03     | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    18375000 | PA      | $17849564.16    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3042                      | CUSIP: 3140W3LY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23366607 | PA      | $23655095.91    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    17254000 | PA      | $16333250.59    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     8300000 | PA      | $8423185.71     | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1431000 | PA      | $1596124.40     | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6904066.78     | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $15329296.31    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    11500000 | PA      | $11661995.69    | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    10120000 | PA      | $8327968.10     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5191                      | CUSIP: 31418EXV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59202614 | PA      | $60565321.75    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    17461000 | PA      | $11683121.59    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $6427310.46     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $2884946.83     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6110                      | CUSIP: 3140QRYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13363540 | PA      | $13931369.78    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5342                      | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27237078 | PA      | $27692515.02    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC9580                      | CUSIP: 31417WUE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1549535 | PA      | $1543329.59     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     9400000 | PA      | $8885622.60     | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4055                      | CUSIP: 31418DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38717885 | PA      | $32937695.45    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6791                      | CUSIP: 3138WGRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6623365 | PA      | $6383376.90     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91437                      | CUSIP: 3128P7S20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2200491 | PA      | $2166580.59     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4868000 | PA      | $5138700.74     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A3                  | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2234096 | PA      | $2253679.55     | 0.00%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0025                      | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   158839149 | PA      | $157489269.96   | 0.04%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91168                      | CUSIP: 3128P7JM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12429 | PA      | $12562.40       | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8397000 | PA      | $6984803.20     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7245834.61     | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1148                      | CUSIP: 3138EHH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17169 | PA      | $17108.32       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $8993306.95     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    37094000 | PA      | $30605880.57    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     7925000 | PA      | $7704088.27     | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563612                      | CUSIP: 36213TDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3023 | PA      | $3140.47        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25400000 | PA      | $25304712.97    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1028824000 | PA      | $917502022.98   | 0.25%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1580                      | CUSIP: 3140X4XJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1349889 | PA      | $1284995.09     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    17490000 | PA      | $14243289.44    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    16420000 | PA      | $16684609.22    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     6390000 | PA      | $5290423.49     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08754                      | CUSIP: 3128MJZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      383562 | PA      | $376703.37      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    20910000 | PA      | $22810587.50    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    29200000 | PA      | $30751152.15    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18990000 | PA      | $19206668.61    | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    22525000 | PA      | $22195662.09    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786371                      | CUSIP: 3622AB6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14951533 | PA      | $14917916.32    | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8435000 | PA      | $7994897.97     | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3859                      | CUSIP: 3132E0JC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10208860 | PA      | $10673750.38    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     3800000 | PA      | $3875247.93     | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3057                      | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14018469 | PA      | $13035534.83    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                                              | FORDL 2026-A A3                | CUSIP: 345276AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12922000 | PA      | $12884387.93    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    42991000 | PA      | $44006185.25    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9367000 | PA      | $8639237.34     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     6838000 | PA      | $7266502.79     | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    45055000 | PA      | $44918674.91    | 0.01%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4293                      | CUSIP: 3138X3XX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3626400 | PA      | $3511741.56     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82736                       | CUSIP: 36225FBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      545423 | PA      | $555663.57      | 0.00%             | 2041-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9427                      | CUSIP: 36179YPL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1051243 | PA      | $1084587.04     | 0.00%             | 2054-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64185                      | CUSIP: 3128KUUJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70576 | PA      | $73956.41       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08205                      | CUSIP: 3128MJGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8613 | PA      | $9020.17        | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10721000 | PA      | $10703530.37    | 0.00%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254793                      | CUSIP: 31371K7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      629226 | PA      | $636838.48      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6230                      | CUSIP: 31417C4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2127612 | PA      | $2006496.85     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     7383000 | PA      | $7453570.20     | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    18058000 | PA      | $11823528.32    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     5500000 | PA      | $5707339.00     | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0008                      | CUSIP: 3138W9AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      905567 | PA      | $895979.00      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1532653.10     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     4050000 | PA      | $4048085.08     | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2067                      | CUSIP: 31416XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      778669 | PA      | $741695.67      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A4               | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2197798 | PA      | $2159464.13     | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                               | BMO 2024-5C8 A3                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6700000 | PA      | $6893683.60     | 0.00%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9976                      | CUSIP: 3138ESCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364312 | PA      | $356895.08      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $10172749.40    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2531982.78     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN               | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    15893000 | PA      | $15329986.22    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6835                      | CUSIP: 31417DSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4061312 | PA      | $3828795.81     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M22 A2                | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12176074 | PA      | $11574773.43    | 0.00%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ5878                      | CUSIP: 3140H7Q83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      210641 | PA      | $195805.57      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4837015.48     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01921                      | CUSIP: 3128LXD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111526 | PA      | $113289.44      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C13 Mortgage Trust                                                     | BMO 2025-5C13 AS               | CUSIP: 09664JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3620000 | PA      | $3651690.20     | 0.00%             | 2058-12-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A2              | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2499857 | PA      | $2467041.64     | 0.00%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4033                      | CUSIP: 3132E0PS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10549748 | PA      | $11030161.34    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $784862.87      | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7991664.30     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-B                                            | MBALT 2025-B A4                | CUSIP: 58770XAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13750000 | PA      | $13676052.50    | 0.00%             | 2031-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2752                      | CUSIP: 3142GTBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28814758 | PA      | $29592816.63    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299CB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    23165000 | PA      | $22434373.73    | 0.01%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K552 A2                   | CUSIP: 3137HPEX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10130000 | PA      | $10046406.23    | 0.00%             | 2030-11-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7796949 | PA      | $7376429.30     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    58471000 | PA      | $59930014.99    | 0.02%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2712                      | CUSIP: 3140W3AN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35504380 | PA      | $37284824.84    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    13529000 | PA      | $12670535.75    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                 | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5650000 | PA      | $5568116.25     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5175                      | CUSIP: 31417BXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1287507 | PA      | $1219287.06     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     3605000 | PA      | $3659427.88     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    14020000 | PA      | $9913332.65     | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14366160 | PA      | $11330192.15    | 0.00%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4360                      | CUSIP: 31418DZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52410922 | PA      | $48294987.55    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03486                      | CUSIP: 31292K2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      637630 | PA      | $635655.57      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839196                      | CUSIP: 31407SKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10805 | PA      | $11138.08       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AVBC5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     5100000 | PA      | $5133552.90     | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4942752.40     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3567782.17     | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20371000 | PA      | $17481561.01    | 0.00%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS-B            | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2375000 | PA      | $1441716.91     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1382                      | CUSIP: 3140QLRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21151218 | PA      | $18099311.21    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8734275.60     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    23615000 | PA      | $18794732.16    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0734                      | CUSIP: 3140XFY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11020640 | PA      | $9002783.55     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4580                      | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40853503 | PA      | $37529371.96    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     1454000 | PA      | $1431738.58     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4135                      | CUSIP: 3140XKSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15003747 | PA      | $14898771.35    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | ID ENERGY RESOURCES            | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1900000 | PA      | $1321950.27     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC                            | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     3525000 | PA      | $3559911.95     | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     5755000 | PA      | $5795267.15     | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1376                      | CUSIP: 31427NQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20003802 | PA      | $20917857.42    | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    17810000 | PA      | $18030460.56    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4056                      | CUSIP: 31418DQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1567730 | PA      | $1491383.93     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10700000 | PA      | $10770935.67    | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89510                      | CUSIP: 312936R74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73020 | PA      | $74246.11       | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5391                      | CUSIP: 31418E7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16383147 | PA      | $17208892.54    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18627                      | CUSIP: 3128MMVV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      540104 | PA      | $527185.41      | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8928                      | CUSIP: 3140XQ4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13537096 | PA      | $13935664.54    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    35000000 | PA      | $35938002.74    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8290000 | PA      | $7813864.68     | 0.00%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    52350000 | PA      | $50410870.79    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8000000 | PA      | $8191845.07     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630ER5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     5000000 | PA      | $4963871.49     | 0.00%             | 2031-01-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7541705.11     | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   596149000 | PA      | $370660296.67   | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96413                      | CUSIP: 312945DS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3868592 | PA      | $3777149.42     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1521                      | CUSIP: 3140Q8VP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7072994 | PA      | $6355522.43     | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    10349000 | PA      | $10411413.94    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256638                      | CUSIP: 31371NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16888 | PA      | $17643.68       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BA2375                      | CUSIP: 3617AET89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40442 | PA      | $39666.10       | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10133593.30    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8890000 | PA      | $7602764.06     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |     9102208 | PA      | $7728613.21     | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      350000 | PA      | $310507.31      | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8946                      | CUSIP: 36179X5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41925911 | PA      | $40700094.09    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3274                      | CUSIP: 3140QNT85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8319187 | PA      | $7854262.67     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   342539300 | PA      | $335300482.06   | 0.09%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60715                      | CUSIP: 31335AYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2027651 | PA      | $2061739.98     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7722                      | CUSIP: 3140QFSL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13062083 | PA      | $11254912.40    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1208218100 | PA      | $1199014873.17  | 0.33%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    41879000 | PA      | $26405004.07    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7484                      | CUSIP: 3140XBJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23031020 | PA      | $19859017.13    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    79807000 | PA      | $77559685.25    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      377000 | PA      | $427441.47      | 0.00%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A4              | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6250000 | PA      | $5943066.88     | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K138 A2                   | CUSIP: 3137H5QM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8350000 | PA      | $7566151.27     | 0.00%             | 2055-01-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2675685.32     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                 | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    40384000 | PA      | $40245723.32    | 0.01%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887624                      | CUSIP: 31410FD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4586 | PA      | $4786.76        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47208                      | CUSIP: 3128K8AH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6953 | PA      | $7063.99        | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6137533.01     | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    29885000 | PA      | $26802578.16    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9014813.76     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4070                      | CUSIP: 36179SQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      416514 | PA      | $399077.59      | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    10854000 | PA      | $11020268.34    | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4352                      | CUSIP: 3133KKZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24444978 | PA      | $19961514.71    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781704                      | CUSIP: 36225B3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2840 | PA      | $2958.49        | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67706                      | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6726458 | PA      | $6291898.02     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   529518500 | PA      | $529870132.06   | 0.14%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    35710000 | PA      | $36659670.94    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     5309000 | PA      | $5068362.20     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2914566.68     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 B                 | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2472602.48     | 0.00%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4279                      | CUSIP: 31418DXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28282577 | PA      | $26070327.87    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192            | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     7385000 | PA      | $6613915.16     | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6172005.10     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5298                      | CUSIP: 3140J93G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1806797 | PA      | $1658485.42     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    13126000 | PA      | $11944604.78    | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9684253.99     | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $6007587.26     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49389                      | CUSIP: 3132WPNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1429099 | PA      | $1330966.88     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    18035000 | PA      | $19726548.87    | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1280000 | PA      | $1278995.95     | 0.00%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780497                      | CUSIP: 36225ARS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         276 | PA      | $277.11         | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5130                      | CUSIP: 3133KYVX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1068754 | PA      | $901258.23      | 0.00%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3060000 | PA      | $2835709.18     | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00690                      | CUSIP: 31292GXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2135 | PA      | $2175.76        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2026-A                                            | MBALT 2026-A A3                | CUSIP: 58770YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4585000 | PA      | $4558769.22     | 0.00%             | 2030-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698401                      | CUSIP: 36296Q3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105580 | PA      | $105020.02      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    17192000 | PA      | $10870450.58    | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     5500000 | PA      | $5140604.54     | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11120987 | PA      | $10431650.17    | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    64353000 | PA      | $68505992.26    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    17317000 | PA      | $14015985.25    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     8775000 | PA      | $8477691.49     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    18750000 | PA      | $19782457.76    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0890                      | CUSIP: 3132CW7B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15390742 | PA      | $14162838.13    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    48054000 | PA      | $44117953.16    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A3                | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2786378 | PA      | $2808194.63     | 0.00%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13185487.05    | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    10725000 | PA      | $9219130.63     | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41326                      | CUSIP: 3128K1PK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47856 | PA      | $49357.06       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC0409                      | CUSIP: 3140AMN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2982942 | PA      | $2945292.11     | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A2                   | CUSIP: 3137H13P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21275000 | PA      | $19079058.33    | 0.01%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4839                      | CUSIP: 31418ELV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10214273 | PA      | $9633864.07     | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4777                      | CUSIP: 3128JQFT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19357 | PA      | $20238.44       | 0.00%             | 2040-06-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8871443.65     | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4263                      | CUSIP: 3138ELWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31704 | PA      | $33007.97       | 0.00%             | 2043-09-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     7884000 | PA      | $7886249.80     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    40685000 | PA      | $38632818.56    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    29795000 | PA      | $29582263.23    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    16342000 | PA      | $16853469.81    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      981000 | PA      | $682869.21      | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7629                      | CUSIP: 3140XPPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9165945 | PA      | $9296295.74     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2073                      | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3356383 | PA      | $3160372.19     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07787                      | CUSIP: 3128M96Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1762231 | PA      | $1707016.31     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $9487389.45     | 0.00%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4535000 | PA      | $4817905.54     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5614                      | CUSIP: 31418FGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31591227 | PA      | $31748027.19    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    36998000 | PA      | $37600961.87    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299CC6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    19656000 | PA      | $18869688.95    | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920936                      | CUSIP: 31412CEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45959 | PA      | $47957.40       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2026-A                                         | WOART 2026-A A3                | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5125000 | PA      | $5081557.94     | 0.00%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1765144.26     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    20814000 | PA      | $18309287.80    | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      620000 | PA      | $462053.51      | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1704                      | CUSIP: 3132AD3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13563879 | PA      | $13326285.79    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    15213000 | PA      | $13810506.79    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5545                      | CUSIP: 3140QRET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6557877 | PA      | $6837039.63     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    89290253 | PA      | $91043262.10    | 0.02%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8097                      | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53779412 | PA      | $46217193.48    | 0.01%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR7043                      | CUSIP: 3138W4ZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      848630 | PA      | $779149.16      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $5305671.11     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4406                      | CUSIP: 3132E03P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17285274 | PA      | $18363100.68    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9319249.76     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1676                      | CUSIP: 36179N2H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      330942 | PA      | $303112.97      | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8507                      | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25917799 | PA      | $24003912.41    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2707                      | CUSIP: 31427QAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40258044 | PA      | $41536949.77    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8156                      | CUSIP: 3132DWBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   156931804 | PA      | $133013058.74   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2721                      | CUSIP: 3128JM4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3513 | PA      | $3614.87        | 0.00%             | 2035-01-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253355                      | CUSIP: 31371JMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1339 | PA      | $1396.15        | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6304                      | CUSIP: 3133C7AD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57679113 | PA      | $58210983.38    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4479442 | PA      | $4240845.15     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7987                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   129462033 | PA      | $111217207.71   | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |     5270000 | PA      | $3674551.77     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3375                      | CUSIP: 3132DQXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16880642 | PA      | $17058720.60    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743830                      | CUSIP: 31403BLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21661 | PA      | $21936.05       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $7659477.67     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      956414 | PA      | $922981.41      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01381                      | CUSIP: 31283HRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186990 | PA      | $196312.48      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6945                      | CUSIP: 31417TWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17236 | PA      | $17953.87       | 0.00%             | 2039-11-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    94348000 | PA      | $92605066.65    | 0.03%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8446                      | CUSIP: 3132DWL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21143604 | PA      | $21272499.21    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    13375000 | PA      | $12966867.36    | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     4673000 | PA      | $4542264.52     | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    16940000 | PA      | $14721355.66    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4438                      | CUSIP: 31418D4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43657919 | PA      | $36962872.49    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX-TXBL                | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     3270000 | PA      | $2761237.05     | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0885                      | CUSIP: 31427M6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18165476 | PA      | $18799318.85    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    19816000 | PA      | $19651343.30    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   908623000 | PA      | $901524382.81   | 0.25%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4494                        | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65388 | PA      | $63490.61       | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $20412598.98    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     7864000 | PA      | $7992874.32     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $3404186.65     | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5395                      | CUSIP: 3140XL7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15682008 | PA      | $16508847.75    | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC7907                      | CUSIP: 3133ASYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15234411 | PA      | $13021956.82    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0435                      | CUSIP: 3132DMPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16530037 | PA      | $14170747.38    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84281                      | CUSIP: 3132L9XJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      451917 | PA      | $431138.99      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA0601                      | CUSIP: 3140A0U31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1445709 | PA      | $1478986.03     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1989                      | CUSIP: 3140QMF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26478211 | PA      | $25038887.63    | 0.01%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8184                      | CUSIP: 3132D6CV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      391082 | PA      | $384083.67      | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    51784000 | PA      | $50178105.89    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16471                      | CUSIP: 31296RFL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4243 | PA      | $4348.43        | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                     | FEDEX FREIGHT HO               | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     5178000 | PA      | $5049636.39     | 0.00%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    13355000 | PA      | $10682593.07    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    12525000 | PA      | $12372298.80    | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51864                      | CUSIP: 3128KEB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3803 | PA      | $3980.13        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3598                      | CUSIP: 3138XE7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       92374 | PA      | $89078.05       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     5915000 | PA      | $5953036.38     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18312533.53    | 0.00%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7681607.45     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    82200000 | PA      | $82555300.69    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3053                      | CUSIP: 3138X2MB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1057 | PA      | $1044.78        | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     6630000 | PA      | $6637302.31     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $28137105.21    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    48000000 | PA      | $48776760.01    | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2228988.71     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01498                      | CUSIP: 31292HUX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10091 | PA      | $10600.80       | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7725000 | PA      | $7637603.43     | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    43750000 | PA      | $43444670.18    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2824                      | CUSIP: 3138EKD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1742961 | PA      | $1643827.25     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5111685.62     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2208000 | PA      | $2164370.25     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    24333000 | PA      | $19746365.60    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  2525946600 | PA      | $2543904488.98  | 0.69%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5668773.05     | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $8612891.56     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    37800000 | PA      | $38252505.01    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                       | AIRBNB INC                     | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    15216000 | PA      | $15202954.53    | 0.00%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $10995242.44    | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH              | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3600000 | PA      | $2628942.12     | 0.00%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737268                      | CUSIP: 3620ARCD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54261 | PA      | $52497.41       | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     8303000 | PA      | $7526282.81     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3238                      | CUSIP: 3140XJS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26240985 | PA      | $21132904.28    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0222                      | CUSIP: 3140XFG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1303220 | PA      | $1098066.87     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3046046 | PA      | $3036636.48     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6645872.16     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0747                      | CUSIP: 31427MZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19928677 | PA      | $20752111.84    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1504                      | CUSIP: 3132CXU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10541518 | PA      | $9961905.27     | 0.00%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   101925000 | PA      | $73039091.34    | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 AS              | CUSIP: 065403BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2125000 | PA      | $2038002.93     | 0.00%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57320                      | CUSIP: 3128KLDZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7031 | PA      | $7348.02        | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37968                      | CUSIP: 31297TZ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26590 | PA      | $27431.48       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    10125000 | PA      | $10130892.33    | 0.00%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ6902                      | CUSIP: 36183CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      468246 | PA      | $426548.97      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5781641.55     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2329695.56     | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A3                 | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2005984.20     | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2372778.04     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11052503.58    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    15073000 | PA      | $15150804.85    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1295258.65     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9218469.86     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721749                      | CUSIP: 3620A7ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      315018 | PA      | $313259.68      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3113000 | PA      | $2741373.07     | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     8315000 | PA      | $8091691.46     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4355000 | PA      | $3137829.13     | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    18471000 | PA      | $18402712.15    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8201                      | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23294048 | PA      | $20545333.91    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1629365.65     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595762                      | CUSIP: 36200AZ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4373 | PA      | $4543.19        | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5522                      | CUSIP: 3140JAD47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5720 | PA      | $5707.62        | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2524325.85     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4027541.94     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2034590.62     | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    32539000 | PA      | $33833168.11    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2609                      | CUSIP: 31418B3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2610426 | PA      | $2430653.14     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8982                      | CUSIP: 3138WJ6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      839248 | PA      | $823235.78      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     9373000 | PA      | $6697137.41     | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    32387000 | PA      | $27530021.58    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5529                      | CUSIP: 3138ENEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1822063 | PA      | $1764585.78     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   112675000 | PA      | $102205471.60   | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947698                      | CUSIP: 31413KKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101931 | PA      | $106736.70      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2985                      | CUSIP: 3138LTJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2324183 | PA      | $2256067.29     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3718393.98     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2714                      | CUSIP: 3140X6AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1777025 | PA      | $1580662.44     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7526                      | CUSIP: 3132DVLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42722478 | PA      | $36758317.49    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2269893.13     | 0.00%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51914853 | PA      | $44598596.37    | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4392000 | PA      | $4498897.98     | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5671520.93     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $18220260.88    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 AS              | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $962043.80      | 0.00%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8337                      | CUSIP: 3132D6HN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      904368 | PA      | $884228.52      | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                      | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20403450 | PA      | $21202569.63    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $12004631.74    | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    27400000 | PA      | $26037558.67    | 0.01%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15575000 | PA      | $16344111.34    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1513540.25     | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DQ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     4600000 | PA      | $4603903.17     | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2365851.69     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYER SQB               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    10865000 | PA      | $8179280.81     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    11695000 | PA      | $11662555.09    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA DC ARPTS-BABS           | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4625000 | PA      | $5440486.48     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $12065102.62    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1381                      | CUSIP: 31427NRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24359659 | PA      | $25233722.40    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    29730000 | PA      | $29368048.49    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00652                      | CUSIP: 31292GWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1105 | PA      | $1126.18        | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    13580000 | PA      | $15116000.58    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4241108.47     | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    10121000 | PA      | $10296465.97    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6706823.28     | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848666                      | CUSIP: 31300LTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38155 | PA      | $39344.15       | 0.00%             | 2036-10-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $2004688.34     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3125                      | CUSIP: 31418CPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1818666 | PA      | $1769910.29     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    12175000 | PA      | $10945267.42    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    46200000 | PA      | $39743670.94    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2670                      | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8900277 | PA      | $8016918.46     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08180                      | CUSIP: 3128MJFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7013 | PA      | $7334.77        | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     4700000 | PA      | $4716844.33     | 0.00%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    23300000 | PA      | $23299310.81    | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254093                      | CUSIP: 31371KGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5468 | PA      | $5740.24        | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0336                      | CUSIP: 31419ALS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123072 | PA      | $128450.48      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12147534.36    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0829                      | CUSIP: 3132CW4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12668934 | PA      | $12098689.99    | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4153                      | CUSIP: 31418DTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4899415 | PA      | $4430078.90     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1092799.83     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      795000 | PA      | $795661.68      | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13626305.42    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26699288 | PA      | $27005977.02    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5              | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4161056.25     | 0.00%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 A4              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7425000 | PA      | $7223400.11     | 0.00%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12904678.87    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    31318000 | PA      | $31808193.77    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2838973.14     | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    28296000 | PA      | $28081293.23    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $6103955.37     | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $14385988.53    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6577434.14     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $50574873.28    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    14334000 | PA      | $13803103.60    | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    23200000 | PA      | $17024839.24    | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18380000 | PA      | $16864351.43    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4505                      | CUSIP: 3138WEAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6912 | PA      | $6790.06        | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8449013.88     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434358                      | CUSIP: 36207KQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2078 | PA      | $2115.41        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 A5              | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6800000 | PA      | $6046277.80     | 0.00%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | CASE WESTERN RES               | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3399253.18     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5619411.85     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     8126000 | PA      | $8013598.72     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | RAYONIER LP                    | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1799520.81     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10967959.44    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    27193000 | PA      | $32870442.27    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    55046000 | PA      | $54788905.31    | 0.01%             | 2028-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    31065000 | PA      | $28393883.68    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1468                      | CUSIP: 3138EHT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1286527 | PA      | $1221389.67     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    12140000 | PA      | $11733099.57    | 0.00%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8802                      | CUSIP: 36179XX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27887552 | PA      | $28522208.23    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8346363.76     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 B               | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      908556 | PA      | $881299.04      | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    15168000 | PA      | $9354669.53     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 A5              | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3225000 | PA      | $3305199.95     | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5700000 | PA      | $5624803.89     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7513                      | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13926801 | PA      | $12954646.20    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0050                      | CUSIP: 3142J6BU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    73523509 | PA      | $74894185.98    | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9642                      | CUSIP: 3140MPWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      595368 | PA      | $563397.64      | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $3030149.47     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7507                      | CUSIP: 3140XBKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5705731 | PA      | $4893150.15     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4268                      | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41515523 | PA      | $36428269.23    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4752                      | CUSIP: 3140XLH68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      807938 | PA      | $742198.61      | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4220579.54     | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $3292159.75     | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3741373.86     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2962351.00     | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   313878000 | PA      | $215558167.89   | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 AS              | CUSIP: 08163QBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1271067.20     | 0.00%             | 2055-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4535                      | CUSIP: 3140X8BD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9374981 | PA      | $8353687.70     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3089                      | CUSIP: 31418CNF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      819342 | PA      | $793642.06      | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9873                      | CUSIP: 3138AB6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80573 | PA      | $80208.40       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-TXBL          | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     4250000 | PA      | $3077621.35     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ8227                      | CUSIP: 3133D0D81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23742305 | PA      | $23485301.47    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                   | WFCM 2019-C54 A4               | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4985000 | PA      | $4733548.13     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    10400000 | PA      | $10166217.81    | 0.00%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7865                      | CUSIP: 3128UGDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33539 | PA      | $35139.60       | 0.00%             | 2041-01-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    16314000 | PA      | $16732956.83    | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     9810000 | PA      | $7098965.87     | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723622                      | CUSIP: 3620A94F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1186738 | PA      | $1180310.51     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8494                      | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36773651 | PA      | $36971975.25    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574425                      | CUSIP: 36200WD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         129 | PA      | $129.09         | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $13372198.39    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4845937.71     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622080                      | CUSIP: 36291ACR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8325 | PA      | $8310.36        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    14405000 | PA      | $14334068.10    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744966                      | CUSIP: 31403CTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2937 | PA      | $3013.63        | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    10434000 | PA      | $10767969.76    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9327279.01     | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    11944000 | PA      | $12017510.83    | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357797                      | CUSIP: 31376KNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89190 | PA      | $91797.16       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0216                      | CUSIP: 3140XFG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10699945 | PA      | $9866344.68     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7605000 | PA      | $7558609.11     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11375000 | PA      | $10920953.75    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   562536000 | PA      | $358396956.56   | 0.10%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4458455.63     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1671306.03     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15650000 | PA      | $15492901.97    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2530885.60     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EC6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    11400000 | PA      | $11103677.41    | 0.00%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5011                      | CUSIP: 3140J9R94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    86542492 | PA      | $81015273.66    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10300000 | PA      | $9691415.33     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    21930000 | PA      | $15983875.97    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17965000 | PA      | $17124484.48    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9487                      | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2268137 | PA      | $2255240.81     | 0.00%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB2325                      | CUSIP: 3617ASSN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42744 | PA      | $41923.28       | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2726                      | CUSIP: 3140XJA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6987509 | PA      | $6436582.62     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    11590000 | PA      | $11392077.11    | 0.00%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0843                      | CUSIP: 3138EG5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66714 | PA      | $66500.72       | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21335000 | PA      | $21572829.62    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4655188.66     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2025-B Owner Trust                                       | NAROT 2025-B A3                | CUSIP: 65490DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25480000 | PA      | $25391441.71    | 0.01%             | 2030-04-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3871                      | CUSIP: 31418DJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32138354 | PA      | $28637259.38    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4292                      | CUSIP: 3138X3XW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1770367 | PA      | $1713808.28     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     6972000 | PA      | $4235311.58     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738711                      | CUSIP: 3620ASVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      517722 | PA      | $499277.11      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3243                      | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7664511 | PA      | $7091169.87     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 2024-5YR8 A3             | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5700000 | PA      | $5910008.52     | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    18975000 | PA      | $18950208.90    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0067                      | CUSIP: 3132DMCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2429869 | PA      | $2508465.55     | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8067                      | CUSIP: 3132DV6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60215999 | PA      | $51226358.62    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM4908                      | CUSIP: 3131XYNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2496323 | PA      | $2321288.24     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4977233.96     | 0.00%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                      | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1871376 | PA      | $1531070.01     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2178496.45     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56532                      | CUSIP: 3128KKHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31630 | PA      | $32998.08       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7856                      | CUSIP: 3138EQWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      268079 | PA      | $260120.89      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2464394.99     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4254711.77     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2766011.35     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                              | FORDO 2025-B A4                | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2920000 | PA      | $2892640.48     | 0.00%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4534                      | CUSIP: 3140X8BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8735533 | PA      | $7783899.94     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6603                      | CUSIP: 3140QEKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18937953 | PA      | $15939082.91    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5689                      | CUSIP: 3140XMKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6535758 | PA      | $6557430.19     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K158 A2                   | CUSIP: 3137FJY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9248000 | PA      | $9102005.52     | 0.00%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     4793000 | PA      | $4730608.96     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 4/26                  | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   194143633 | PA      | $200786995.15   | 0.05%             | 2026-04-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    16850000 | PA      | $12639120.21    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $8289977.27     | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    14995000 | PA      | $14894811.22    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    16812000 | PA      | $16222746.23    | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    16020000 | PA      | $15234305.32    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $4210194.90     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    16738000 | PA      | $16496390.90    | 0.00%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-161 A2                  | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18200000 | PA      | $18631203.50    | 0.01%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08610                      | CUSIP: 3128MJVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6997247 | PA      | $6748174.16     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 A3                | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4667000 | PA      | $4669350.77     | 0.00%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     4245000 | PA      | $4192125.74     | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0628                      | CUSIP: 31427MVW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28372108 | PA      | $28944308.40    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    17975000 | PA      | $17005484.23    | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $416648.90      | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9646                      | CUSIP: 3140XDWG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   105520717 | PA      | $84881086.23    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2650                      | CUSIP: 3140W25L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29419683 | PA      | $29773710.86    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4144                      | CUSIP: 31427RTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56007273 | PA      | $55580408.38    | 0.02%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1908                      | CUSIP: 3140J6DN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4497495 | PA      | $4366459.12     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4978                      | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54836046 | PA      | $54285777.53    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5382                      | CUSIP: 3132DS6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12778786 | PA      | $13172758.92    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5296                      | CUSIP: 3132DS3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9090234 | PA      | $9407417.16     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    47657000 | PA      | $54748954.42    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8151                      | CUSIP: 31419KBV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6760 | PA      | $6620.91        | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5369                      | CUSIP: 3133KY6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25055898 | PA      | $25279113.37    | 0.01%             | 2045-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2489                      | CUSIP: 3138EJXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28759 | PA      | $27994.17       | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    16358000 | PA      | $16458166.44    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8251                      | CUSIP: 3140QGEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20876749 | PA      | $17564341.87    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    16550000 | PA      | $10218026.21    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3182436.59     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782696                      | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1154714 | PA      | $1174375.34     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $4946859.00     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08998                      | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2145575 | PA      | $2032497.32     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256676                      | CUSIP: 31371NCM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2848 | PA      | $2857.25        | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $7074045.79     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0380                      | CUSIP: 3138W9M64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      796377 | PA      | $784015.89      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8282                      | CUSIP: 3132DWFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19674128 | PA      | $20500878.03    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3254                      | CUSIP: 3142GTTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30680763 | PA      | $31114684.08    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-PRERE          | CUSIP: 650036JW7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      585000 | PA      | $585222.36      | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850580                      | CUSIP: 31408F6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3187 | PA      | $3278.24        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    16199000 | PA      | $13457940.20    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    24365000 | PA      | $24770518.40    | 0.01%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 B                 | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      746829 | PA      | $748989.75      | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8408                      | CUSIP: 3132DWKV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110926 | PA      | $111429.36      | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7813000 | PA      | $7555496.91     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 AS              | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $745140.77      | 0.00%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952397                      | CUSIP: 31413QRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3589 | PA      | $3862.53        | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q41947                      | CUSIP: 3132WFEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2029 | PA      | $1999.27        | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4704856.84     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7607                      | CUSIP: 3140QFNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20976169 | PA      | $18776278.61    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4547                      | CUSIP: 3140H6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266015 | PA      | $253725.18      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5001542.53     | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10575000 | PA      | $10477626.46    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3222619.14     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5597                      | CUSIP: 3140XMGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24381039 | PA      | $22073895.54    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1026                      | CUSIP: 36179ND70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56404 | PA      | $57642.76       | 0.00%             | 2043-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46873                      | CUSIP: 3132WLT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      759192 | PA      | $745616.23      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18465                      | CUSIP: 3128MMQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1124765 | PA      | $1109625.19     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    12600000 | PA      | $11486222.51    | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3472                      | CUSIP: 31418C2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      739594 | PA      | $745282.29      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8123                      | CUSIP: 3132D6AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16090101 | PA      | $14806400.41    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4737994.87     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    17501000 | PA      | $17758664.79    | 0.00%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     4230000 | PA      | $4259689.33     | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    19543000 | PA      | $19375583.23    | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    12802000 | PA      | $12663250.37    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    25000000 | PA      | $24792222.39    | 0.01%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930770                      | CUSIP: 31412PCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41136 | PA      | $41174.89       | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8470                      | CUSIP: 3132DWMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30558838 | PA      | $31139043.52    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $16049490.88    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K509 A2                   | CUSIP: 3137HAST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7750000 | PA      | $7865842.35     | 0.00%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      375139 | PA      | $373004.46      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     9504000 | PA      | $9225907.26     | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0211                      | CUSIP: 3142GQGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7239943 | PA      | $7639353.55     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832414                      | CUSIP: 31407JYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68995 | PA      | $69993.33       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18673                      | CUSIP: 3128MMXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3767572 | PA      | $3666252.54     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    23570000 | PA      | $23741598.79    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1218                      | CUSIP: 3140Q8K87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5038488 | PA      | $4928187.83     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3356                      | CUSIP: 31418CWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3817275 | PA      | $3544846.90     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8179136.72     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4249735.95     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     4781000 | PA      | $3718720.06     | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8151                      | CUSIP: 36179XBU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35646479 | PA      | $34671095.33    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87634                      | CUSIP: 312934PT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22246 | PA      | $23027.39       | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7346                      | CUSIP: 3140XBEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6824551 | PA      | $6070433.09     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942987                      | CUSIP: 31413ECY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48298 | PA      | $50502.84       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A4                | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3575000 | PA      | $3585693.54     | 0.00%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3042188.35     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    10275000 | PA      | $12819400.31    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                      | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11201640 | PA      | $10089869.24    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08457                      | CUSIP: 3128MJQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      333357 | PA      | $332099.10      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97775                      | CUSIP: 312946T89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      492738 | PA      | $480819.72      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    16635000 | PA      | $16416137.96    | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2949976 | PA      | $2930219.58     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     4987000 | PA      | $5183664.82     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $16967228.00    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C A4                 | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380000 | PA      | $1385977.47     | 0.00%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     6375000 | PA      | $6534241.13     | 0.00%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    12000000 | PA      | $12480103.21    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9364                      | CUSIP: 36179YMM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34673474 | PA      | $36131718.93    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 A4                | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2527716.00     | 0.00%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6650000 | PA      | $5864500.43     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    23875000 | PA      | $23734927.90    | 0.01%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    19212000 | PA      | $17849218.92    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 609142                      | CUSIP: 31388MWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3619 | PA      | $3799.07        | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    13600000 | PA      | $12743830.99    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7244                      | CUSIP: 3138WHBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      910605 | PA      | $847893.93      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    14199000 | PA      | $13860299.75    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M6 A2                 | CUSIP: 3136BQDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7845300 | PA      | $7838090.17     | 0.00%             | 2028-07-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    24060000 | PA      | $24492236.36    | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7866                      | CUSIP: 3140QTW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7522326 | PA      | $7817368.38     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    49468000 | PA      | $47864360.35    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3149                      | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1650022 | PA      | $1574824.71     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8813711.82     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M7 A2                 | CUSIP: 3136AS4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      844846 | PA      | $840714.05      | 0.00%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      600000 | PA      | $526885.88      | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     8960000 | PA      | $6322577.67     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3520                      | CUSIP: 36179R4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4980870 | PA      | $4515754.21     | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6394                      | CUSIP: 3140XAC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13653085 | PA      | $11264165.46    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995112                      | CUSIP: 31416BN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1169813 | PA      | $1203609.08     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2466524.24     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10870000 | PA      | $11616386.48    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893294                      | CUSIP: 31410PNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3738 | PA      | $3886.19        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    24281000 | PA      | $24673461.75    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940469                      | CUSIP: 31413BJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82947 | PA      | $86744.71       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    17330000 | PA      | $17208028.32    | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154ES4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     6990000 | PA      | $6822327.49     | 0.00%             | 2036-01-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    14244000 | PA      | $14054243.73    | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A4              | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1816702 | PA      | $1758253.63     | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   661241900 | PA      | $469972516.13   | 0.13%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    24635000 | PA      | $24416757.23    | 0.01%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2128369 | PA      | $2110498.38     | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5000                      | CUSIP: 3140X8RW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7966988 | PA      | $7368531.36     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M3 A2                 | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2124500 | PA      | $2049391.88     | 0.00%             | 2030-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K110 A2                   | CUSIP: 3137FTZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4875000 | PA      | $4405811.48     | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8269                      | CUSIP: 3132DWFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6137363 | PA      | $6304523.38     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                   | BBCMS 2024-5C27 A3             | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1867271.76     | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1716732.37     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3020871.61     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2658479.09     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3576808.34     | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4123                      | CUSIP: 3140QPSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34745627 | PA      | $32792981.98    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    24150000 | PA      | $24021347.23    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     5265000 | PA      | $5163759.54     | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4703                      | CUSIP: 3140J9GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2666177 | PA      | $2478398.77     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6621                      | CUSIP: 3138WGLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4640863 | PA      | $4323667.41     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     4984000 | PA      | $2984576.65     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4265000 | PA      | $4048138.62     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     2899000 | PA      | $2761681.11     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2636213.81     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94713                      | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334839 | PA      | $326860.25      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc                                                                  | BARINGS BDC INC                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2198809.46     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920793                      | CUSIP: 31412B7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57882 | PA      | $60201.33       | 0.00%             | 2036-10-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     9915000 | PA      | $10920421.70    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    28235000 | PA      | $19712845.30    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C11                                           | UBSCM 2018-C11 A5              | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1537623.56     | 0.00%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 A4               | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2078024.55     | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS 5.625 3/10/2037            | CUSIP: 46590XBA3<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    13650000 | PA      | $13667607.44    | 0.00%             | 2037-03-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    39738000 | PA      | $34665126.36    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     4948000 | PA      | $4161964.30     | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      553235 | PA      | $542545.02      | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4098                      | CUSIP: 3133KKRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25064748 | PA      | $21495154.03    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3405000 | PA      | $3203233.14     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14826                      | CUSIP: 3128MDSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63742 | PA      | $63171.72       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9169093 | PA      | $8511855.70     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     6887000 | PA      | $6955297.55     | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02412                      | CUSIP: 3128M4AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5160 | PA      | $5376.30        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    10408000 | PA      | $10248978.70    | 0.00%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6341                      | CUSIP: 36179VBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3966580 | PA      | $3901428.06     | 0.00%             | 2049-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2393000 | PA      | $1837718.26     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     6500000 | PA      | $5791910.14     | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9668                      | CUSIP: 3138WKW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3963012 | PA      | $3786119.35     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5176                      | CUSIP: 31346YXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2027547 | PA      | $1729923.76     | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 AS               | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3520000 | PA      | $3671291.36     | 0.00%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                    | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4014150.55     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV FUND-B             | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      900000 | PA      | $739342.44      | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    19135000 | PA      | $17454225.29    | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4390096.67     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786699                      | CUSIP: 3622ACKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20813448 | PA      | $19747021.09    | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    17067000 | PA      | $20173620.68    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254903                      | CUSIP: 31371LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1061926 | PA      | $1075160.45     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    16425000 | PA      | $15945698.79    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     7314000 | PA      | $4647891.68     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    12206000 | PA      | $12148874.98    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40056                      | CUSIP: 3132FCBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260387 | PA      | $272186.59      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6623634 | PA      | $6215648.89     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    22537000 | PA      | $19937135.86    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAY8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11234427.65    | 0.00%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0031                      | CUSIP: 3142JCA91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25258968 | PA      | $25076103.06    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12675000 | PA      | $9398850.76     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18081872 | PA      | $16948368.57    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8146                      | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   159255484 | PA      | $129349628.98   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     9762000 | PA      | $7997898.71     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    25692000 | PA      | $21622773.86    | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     8645000 | PA      | $8282734.50     | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8961149.62     | 0.00%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3313                      | CUSIP: 31416YVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      732270 | PA      | $728641.61      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    25867000 | PA      | $26933953.08    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696467                      | CUSIP: 36296NW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4569 | PA      | $4823.15        | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2642                      | CUSIP: 31418B5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2283678 | PA      | $2126408.18     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2191                      | CUSIP: 3132DPNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26721699 | PA      | $25620810.47    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5885                      | CUSIP: 31418FRF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2105412 | PA      | $2089512.17     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $4154191.81     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    29820000 | PA      | $30791128.65    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5579991.76     | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     8900000 | PA      | $8956571.39     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     5715000 | PA      | $5995064.79     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    38300000 | PA      | $37469316.83    | 0.01%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4088090.25     | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 AS               | CUSIP: 95000XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3900000 | PA      | $3789471.27     | 0.00%             | 2050-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    14901000 | PA      | $14869139.52    | 0.00%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2463713.19     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1265632 | PA      | $1233843.33     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    19450000 | PA      | $19069223.63    | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    12380000 | PA      | $12800091.08    | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8961                      | CUSIP: 3617BC5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      386229 | PA      | $378816.92      | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K074 A2                   | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10205830 | PA      | $10110767.42    | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5256619.27     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     6390000 | PA      | $6326338.67     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   102335047 | PA      | $84375297.37    | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9880939.93     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    61012000 | PA      | $61887118.93    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55468                      | CUSIP: 3132XYCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      930407 | PA      | $909698.74      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4800440.87     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716783                      | CUSIP: 3620A2J49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      401662 | PA      | $408490.52      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1952                      | CUSIP: 3142GSE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11388605 | PA      | $11600389.81    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBK8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     2995000 | PA      | $2356594.65     | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4035                      | CUSIP: 3140XKPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5459092 | PA      | $5420896.62     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     8590000 | PA      | $8217408.78     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12797000 | PA      | $12773546.63    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1117                      | CUSIP: 31427NG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32953174 | PA      | $33729702.53    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    25350000 | PA      | $24674883.00    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                       | KIRBY CORP                     | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     9217000 | PA      | $9157463.21     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     6229000 | PA      | $6473334.16     | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6845888.68     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     7589000 | PA      | $7515132.80     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    14446000 | PA      | $15495331.83    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41738                      | CUSIP: 3128K14X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1522 | PA      | $1566.55        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2345668.61     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    19801000 | PA      | $20439602.50    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   573543400 | PA      | $571527033.62   | 0.16%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     6511000 | PA      | $6673256.58     | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     5935000 | PA      | $5720510.88     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $8418468.20     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5062888.21     | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 A5              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95415 | PA      | $93601.28       | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835292                      | CUSIP: 31407M7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9119 | PA      | $9376.88        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05812                      | CUSIP: 3128M7YH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      799236 | PA      | $823211.00      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    13229000 | PA      | $9988162.04     | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10136335 | PA      | $9715318.74     | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723354                      | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245135 | PA      | $249315.24      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3183                      | CUSIP: 3138WCRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      121668 | PA      | $120634.46      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10801307.50    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8177                      | CUSIP: 3132DWCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   137727015 | PA      | $111519574.89   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4417178.35     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2424                      | CUSIP: 31329KVR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30410088 | PA      | $28969388.99    | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5312836.82     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    31225000 | PA      | $31969838.68    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    10345000 | PA      | $9835638.58     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0089                      | CUSIP: 3142GQC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14259604 | PA      | $14861879.38    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    10376000 | PA      | $8452668.50     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3866                      | CUSIP: 3140QBJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3401108 | PA      | $3146689.83     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     9263000 | PA      | $9196555.04     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4181                      | CUSIP: 3140QBUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      896783 | PA      | $877992.00      | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3685095 | PA      | $3500071.35     | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     4172000 | PA      | $2414449.24     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     6690000 | PA      | $5863886.87     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3938                      | CUSIP: 36179SLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1773105 | PA      | $1697893.20     | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K097 A2                   | CUSIP: 3137FNX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43716000 | PA      | $41543052.50    | 0.01%             | 2029-07-25      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    14650000 | PA      | $14445267.87    | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    13525000 | PA      | $13764136.70    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6797                      | CUSIP: 3140XART1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4517982 | PA      | $4406240.79     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    10133000 | PA      | $8327830.01     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    40587000 | PA      | $40537997.71    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    20650000 | PA      | $21296507.19    | 0.01%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                  | BANK 2025-BNK51 A5             | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18900000 | PA      | $19183171.14    | 0.01%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     5714000 | PA      | $5600590.99     | 0.00%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    20040000 | PA      | $20381156.51    | 0.01%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 AM              | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |      330959 | PA      | $316270.88      | 0.00%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    13200000 | PA      | $13422731.50    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946923                      | CUSIP: 31413JPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1539 | PA      | $1608.75        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4651145.59     | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1172                      | CUSIP: 3140XGJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14157624 | PA      | $12544529.62    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    15470000 | PA      | $15721704.33    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13125000 | PA      | $11302396.84    | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    19595000 | PA      | $20512404.84    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   741281100 | PA      | $727700600.45   | 0.20%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    49555000 | PA      | $46028235.13    | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9970                      | CUSIP: 3140HCCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79683 | PA      | $75927.04       | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4085000 | PA      | $4035213.07     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     5497000 | PA      | $5632469.62     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    19371000 | PA      | $19520050.28    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    21495000 | PA      | $22486655.75    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     7213000 | PA      | $7275343.84     | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    14775000 | PA      | $16401523.63    | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $996129.45      | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $995922.71      | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | TD SYNNEX CORP                 | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    18750000 | PA      | $18162468.94    | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0595                      | CUSIP: 31427MUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12398963 | PA      | $12780257.60    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7530                      | CUSIP: 3132DVLK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5237214 | PA      | $4492993.20     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $7943511.30     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7076180.73     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4532                      | CUSIP: 3140X8BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7425567 | PA      | $6616639.22     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    12920000 | PA      | $10828153.65    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15000000 | PA      | $11982728.63    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9110                      | CUSIP: 3138ERDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5660639 | PA      | $5611368.48     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5217                      | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51068681 | PA      | $52891531.56    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14232655.79    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    43955000 | PA      | $43024812.00    | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745336                      | CUSIP: 31403DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1402024 | PA      | $1422290.93     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14400000 | PA      | $14481324.80    | 0.00%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725206                      | CUSIP: 31402CU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      366492 | PA      | $376049.63      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3810                      | CUSIP: 3138A5GU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128041 | PA      | $124919.54      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3334                      | CUSIP: 31418CV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9460623 | PA      | $9253515.14     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1G A2                | CUSIP: 3136BFRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2575000 | PA      | $2280634.24     | 0.00%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   132327000 | PA      | $100025772.87   | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940624                      | CUSIP: 31413BPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1154 | PA      | $1208.29        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5089                      | CUSIP: 3133KYUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91845 | PA      | $78175.17       | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     3100000 | PA      | $2693363.46     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    13680000 | PA      | $11108156.16    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     9613000 | PA      | $7388242.44     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33542                      | CUSIP: 31297N5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2617 | PA      | $2696.20        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3101                      | CUSIP: 3142GTNT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15881530 | PA      | $16450889.40    | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3414                      | CUSIP: 31418CYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2041301 | PA      | $1895619.00     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6263                      | CUSIP: 3132DT5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7811903 | PA      | $8133915.58     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   588041000 | PA      | $583722573.91   | 0.16%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $10130318.82    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    16251000 | PA      | $15286298.64    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3021552.23     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5265                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6973238 | PA      | $6865238.69     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0645                      | CUSIP: 3132CWWE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      280295 | PA      | $257581.96      | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8242920.39     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7606                      | CUSIP: 3140QFNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43705385 | PA      | $39176384.28    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | BROADSTONE NET L               | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2125713.92     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8381000 | PA      | $8381610.45     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                  | BANK5 2023-5YR4 AS             | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $631708.44      | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01622                      | CUSIP: 31292HYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78069 | PA      | $79139.10       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $11922201.93    | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8134000 | PA      | $6905263.08     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08774                      | CUSIP: 3128MJ2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3157750 | PA      | $2939929.21     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 A3             | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6575000 | PA      | $6825101.82     | 0.00%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     1100000 | PA      | $1244733.17     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4675991.50     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57433                      | CUSIP: 3132Y1HK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7380027 | PA      | $7011187.65     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1 A2                 | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9985000 | PA      | $8850147.84     | 0.00%             | 2030-11-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $29513850.89    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $691574.61      | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09012                      | CUSIP: 31294UAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      591804 | PA      | $585523.59      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    33180000 | PA      | $33299623.34    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18575                      | CUSIP: 3128MMT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4738818 | PA      | $4645612.49     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    37175000 | PA      | $37266568.10    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI8169                      | CUSIP: 3133WFCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349793 | PA      | $358445.88      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    49245000 | PA      | $45309357.82    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7830                      | CUSIP: 3138MBVY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321918 | PA      | $318482.54      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    22700000 | PA      | $22850918.31    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                  | BANK 2021-BN32 A5              | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3815930.16     | 0.00%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    15890000 | PA      | $15892775.41    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4656                      | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57609286 | PA      | $55844045.41    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0535                      | CUSIP: 3132ACSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14890166 | PA      | $13948480.68    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786577                      | CUSIP: 3622ACFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16139923 | PA      | $16093546.89    | 0.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     6985000 | PA      | $6816512.76     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    36000000 | PA      | $36328897.66    | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605631                      | CUSIP: 36200NY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7532 | PA      | $7961.81        | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A1                 | CUSIP: 3136B75L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3151515 | PA      | $3096267.66     | 0.00%             | 2029-10-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7397                      | CUSIP: 31417EGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1247338 | PA      | $1145689.20     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3236802.97     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    15905000 | PA      | $14670470.26    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A44897                      | CUSIP: 3128K5NN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241069 | PA      | $251689.14      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    27070000 | PA      | $27050548.81    | 0.01%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2022-L8                                           | MSC 2022-L8 A5                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8550000 | PA      | $7948045.80     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4975                      | CUSIP: 3140XLQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      397955 | PA      | $366081.27      | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    23250000 | PA      | $22511594.77    | 0.01%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALT GAS & ELEC                | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     3551000 | PA      | $3858832.69     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4531000 | PA      | $3370859.95     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 A5              | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2279817.10     | 0.00%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8145                      | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    91940590 | PA      | $70832905.85    | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A4              | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2407252.88     | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5738                      | CUSIP: 3140XMLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20959983 | PA      | $21687826.36    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737191                      | CUSIP: 3620AQ7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      568631 | PA      | $578446.98      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20985000 | PA      | $21362715.82    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893257                      | CUSIP: 31410PME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4444 | PA      | $4646.37        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    14971000 | PA      | $13843795.26    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35016000 | PA      | $27086308.34    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9309                      | CUSIP: 3140QVKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35724395 | PA      | $35519101.17    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     4275000 | PA      | $3564440.13     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12557010.11    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6592                      | CUSIP: 3132DUKD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140388 | PA      | $138616.31      | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4383                      | CUSIP: 3132E02Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15454240 | PA      | $15964503.92    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5858397.75     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4423                      | CUSIP: 31418D4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11161678 | PA      | $10017118.26    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4499                        | CUSIP: 36202E7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38115 | PA      | $39785.97       | 0.00%             | 2039-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2803                      | CUSIP: 31418CDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11250187 | PA      | $10851440.09    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91819                      | CUSIP: 3128P8AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      709040 | PA      | $680643.79      | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8468                      | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34389791 | PA      | $33934243.46    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    15631000 | PA      | $12586527.54    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9670                      | CUSIP: 36179YW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21001433 | PA      | $21869913.91    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5684892.53     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60080                      | CUSIP: 31335ACR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2619373 | PA      | $2459245.98     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4038                      | CUSIP: 3140XKPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13337362 | PA      | $13281556.78    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3489                      | CUSIP: 31418C2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2195035 | PA      | $2141545.51     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10936325.95    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    10090000 | PA      | $10043038.03    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     2765000 | PA      | $2516645.37     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $7709408.16     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8503                      | CUSIP: 3132D6NU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22593111 | PA      | $20952975.09    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     9262000 | PA      | $6033139.00     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    15312000 | PA      | $11796206.87    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323908                      | CUSIP: 31374TYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1839 | PA      | $1873.23        | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     5894000 | PA      | $5688481.33     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5912                      | CUSIP: 3140QRSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7296102 | PA      | $7498241.81     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    36110000 | PA      | $34668856.27    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     5920000 | PA      | $6144382.55     | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2635                      | CUSIP: 3132DP4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15674541 | PA      | $14011069.73    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF9986                      | CUSIP: 3133BYCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13512149 | PA      | $13417610.34    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7539                      | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3772098 | PA      | $3102653.11     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1069                      | CUSIP: 3132CXFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12744912 | PA      | $12234972.85    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    22073000 | PA      | $12925604.89    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6360                      | CUSIP: 3140QEB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41064566 | PA      | $35434515.80    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3842                      | CUSIP: 3132E0HT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12940176 | PA      | $13260270.93    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28622000 | PA      | $27681367.90    | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     7230000 | PA      | $7008567.34     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                      | GARTNER GROUP                  | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    10625000 | PA      | $10056957.36    | 0.00%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9426                      | CUSIP: 36179YPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4820951 | PA      | $5025451.57     | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4155                      | CUSIP: 31418DTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11676218 | PA      | $10813993.85    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5095890.41     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    32580000 | PA      | $32395367.91    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4700                      | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63244088 | PA      | $59689877.67    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3592321.88     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12787000 | PA      | $12049514.82    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2045                      | CUSIP: 31418BHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1879561 | PA      | $1758096.59     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3616                      | CUSIP: 3140XKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21127373 | PA      | $17775200.71    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4385                      | CUSIP: 31416M2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7853 | PA      | $7860.85        | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    38801000 | PA      | $38439497.05    | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1147                      | CUSIP: 3131XUHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1343255 | PA      | $1250748.99     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K124 A2                   | CUSIP: 3137F9CT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11675000 | PA      | $10407619.21    | 0.00%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     7000000 | PA      | $6556347.16     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7570000 | PA      | $5627909.13     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    14505000 | PA      | $14370799.89    | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534011                      | CUSIP: 36212HGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1387 | PA      | $1451.54        | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    22350000 | PA      | $22840685.49    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M33 A2                | CUSIP: 3136BBAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48378751 | PA      | $44556800.62    | 0.01%             | 2031-01-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9466000 | PA      | $9405864.99     | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    12330000 | PA      | $12034684.44    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    24813000 | PA      | $24422022.87    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD             | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12189000 | PA      | $9942552.67     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     8600000 | PA      | $8390470.61     | 0.00%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8213                      | CUSIP: 3133B6DS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11827944 | PA      | $10554214.08    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     7485000 | PA      | $5209270.11     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    31390000 | PA      | $31755587.21    | 0.01%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91958                      | CUSIP: 312940E70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      969426 | PA      | $966823.30      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5534000 | PA      | $4251095.50     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                         | WFRBS 2013-C14 AS              | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |      151506 | PA      | $148477.79      | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9532                      | CUSIP: 3138WKSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9152 | PA      | $8914.77        | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01120                      | CUSIP: 31292HG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1633 | PA      | $1714.66        | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M12 A2                | CUSIP: 3136AUKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7133922 | PA      | $7082550.85     | 0.00%             | 2026-09-25      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    21225000 | PA      | $20929088.40    | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2404                      | CUSIP: 3140QMU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      482013 | PA      | $405534.36      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   137446617 | PA      | $111979765.49   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22558                      | CUSIP: 31296YZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4228 | PA      | $4347.68        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82452                       | CUSIP: 36225EWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14105 | PA      | $14386.54       | 0.00%             | 2039-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      297589 | PA      | $291402.41      | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4309                      | CUSIP: 31419EYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161500 | PA      | $157481.22      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1074                      | CUSIP: 3132DNFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6057355 | PA      | $5606130.34     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3905                      | CUSIP: 31418DKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23677652 | PA      | $21098251.20    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06361                      | CUSIP: 3128M8MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      498653 | PA      | $487936.84      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM0057                      | CUSIP: 3140X3B31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1290448 | PA      | $1248742.16     | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     6060000 | PA      | $6295063.24     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     7887000 | PA      | $7441600.19     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7256                      | CUSIP: 31417UB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21244 | PA      | $21165.10       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $9616673.69     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16490000 | PA      | $13655422.23    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A4                | CUSIP: 38013KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7250000 | PA      | $7347962.73     | 0.00%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2301                      | CUSIP: 3138EJRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2831961 | PA      | $2678580.42     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5583                      | CUSIP: 31418FFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163542 | PA      | $154185.08      | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    12240000 | PA      | $11154789.81    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W               | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9852375.46     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0821                      | CUSIP: 31417Y4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      898383 | PA      | $893946.05      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $50831431.63    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95423                      | CUSIP: 312944AY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      243118 | PA      | $237269.14      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2686                      | CUSIP: 3132DP6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15325226 | PA      | $15196929.55    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     9925000 | PA      | $10212307.77    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    38767000 | PA      | $39364623.84    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9318                      | CUSIP: 3140XDK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11261122 | PA      | $10383802.15    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B26 Mortgage Trust                                                | BMARK 2021-B26 A5              | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7745000 | PA      | $6943814.60     | 0.00%             | 2054-06-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    24833000 | PA      | $22124794.33    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08804                      | CUSIP: 3128MJ3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      983900 | PA      | $915723.04      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10130000 | PA      | $9485195.99     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3985                      | CUSIP: 31418DNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      920629 | PA      | $885806.95      | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887634                      | CUSIP: 31410FEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11102 | PA      | $11602.30       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    40150000 | PA      | $39801220.81    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8636270.30     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0090                      | CUSIP: 3618N5C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51748692 | PA      | $49993107.40    | 0.01%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    10475000 | PA      | $8922206.95     | 0.00%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     8025000 | PA      | $7758350.57     | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0107                      | CUSIP: 3140W0DM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9562882 | PA      | $9753331.16     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-178 A2                  | CUSIP: 3137HQTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26840000 | PA      | $26353068.72    | 0.01%             | 2036-02-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2539                      | CUSIP: 31418BZD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3142861 | PA      | $3017893.49     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    44575000 | PA      | $42837985.37    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12113407.82    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   104135000 | PA      | $80482431.74    | 0.02%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    18716000 | PA      | $18179302.85    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $5616251.66     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    38350000 | PA      | $36912680.45    | 0.01%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6591847.32     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    40649000 | PA      | $37083120.25    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5148                      | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31036535 | PA      | $26975292.86    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $7767844.55     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4568                      | CUSIP: 31418ECE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4914984 | PA      | $4646275.65     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8252                      | CUSIP: 3140QGE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12001788 | PA      | $9886798.21     | 0.00%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8327265.47     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19806000 | PA      | $19610973.72    | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    23080000 | PA      | $26514804.84    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $26463029.87    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91359                      | CUSIP: 3128P7QL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198891 | PA      | $199370.40      | 0.00%             | 2031-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7723                      | CUSIP: 3138E0SM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58165 | PA      | $57950.82       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471313                      | CUSIP: 36209GSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3763 | PA      | $3909.42        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3125130.04     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12557038 | PA      | $12088960.64    | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    19042000 | PA      | $18889353.80    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829197                      | CUSIP: 31407FGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5456 | PA      | $5606.21        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                       | XILINX INC                     | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    10940000 | PA      | $10092115.73    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    38141000 | PA      | $36178884.71    | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851ED2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3594187.26     | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08505                      | CUSIP: 3128MJR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1037783 | PA      | $956554.70      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B A4                 | CUSIP: 44935XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1307326.41     | 0.00%             | 2030-06-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    19205000 | PA      | $17666769.05    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    27400000 | PA      | $27645069.04    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782559                      | CUSIP: 36241KZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      374035 | PA      | $393553.26      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   109201394 | PA      | $93581237.45    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15088                      | CUSIP: 31296PUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43802 | PA      | $45062.05       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1382                      | CUSIP: 3132DNRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      410443 | PA      | $388146.32      | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2978                      | CUSIP: 3140X6JY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8665110 | PA      | $8057537.75     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB8823                      | CUSIP: 3133AFYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12331718 | PA      | $10644863.54    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $14736402.33    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1974                      | CUSIP: 3142GSFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27668862 | PA      | $28299249.81    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     5922000 | PA      | $5894827.50     | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     8875000 | PA      | $8976386.22     | 0.00%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719256                      | CUSIP: 3620A5BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1082012 | PA      | $1075677.40     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    26955000 | PA      | $25882542.18    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     5282000 | PA      | $4706651.51     | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    11840000 | PA      | $12152292.17    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 AS              | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3429046.60     | 0.00%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $13808875.82    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8546                      | CUSIP: 3140XQP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4766327 | PA      | $5006560.20     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808319                      | CUSIP: 31406FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23357 | PA      | $24153.88       | 0.00%             | 2035-01-01      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | TORCHMARK CORP                 | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3194795.78     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    11449000 | PA      | $9245673.84     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $4336163.85     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7714894.93     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     8130000 | PA      | $6283843.26     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    14150000 | PA      | $14675226.00    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7111                      | CUSIP: 31418U3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85518 | PA      | $86834.98       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13855000 | PA      | $12827727.03    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     2145000 | PA      | $2091929.70     | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $40466212.44    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    14958000 | PA      | $14680587.91    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     3899000 | PA      | $3958579.25     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3910                      | CUSIP: 3142GUKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18876811 | PA      | $19557975.45    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2023-2 A                 | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $3223991.04     | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $4653698.22     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    11095000 | PA      | $9397336.82     | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    25753000 | PA      | $25642588.33    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | AM AIRLN 19-1AA                | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2175018 | PA      | $2025347.01     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13252726.09    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K076 A2                   | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28500000 | PA      | $28354923.60    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4498745.94     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    15420000 | PA      | $12508740.08    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2413                      | CUSIP: 3138E6VF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1960682 | PA      | $1908352.30     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16980595 | PA      | $15195713.70    | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   108876804 | PA      | $93652103.19    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2140                      | CUSIP: 3140XHLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18386690 | PA      | $16942330.85    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     3119000 | PA      | $2685153.60     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    16987000 | PA      | $16815196.54    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    31600000 | PA      | $31574642.48    | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   516023200 | PA      | $505400377.37   | 0.14%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2048                      | CUSIP: 3133USHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8976389 | PA      | $7678381.53     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9571                      | CUSIP: 31417GT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1617238 | PA      | $1521822.07     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT-TXB-B-BABS            | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3440000 | PA      | $3679369.65     | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1109                      | CUSIP: 36179NGS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      521212 | PA      | $531548.63      | 0.00%             | 2043-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4617                      | CUSIP: 3140X8DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11352289 | PA      | $10614849.93    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8152                      | CUSIP: 3132DWBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23074477 | PA      | $20445412.47    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    10000000 | PA      | $9619996.24     | 0.00%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425832                      | CUSIP: 36207AA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         593 | PA      | $597.75         | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    55728000 | PA      | $51684224.20    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838543                      | CUSIP: 31407RS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5203 | PA      | $5361.50        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6835000 | PA      | $7191008.44     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2374                      | CUSIP: 3140W2T84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62470226 | PA      | $62772969.34    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                       | EART 2024-4A B                 | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200155 | PA      | $2206631.03     | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    32100000 | PA      | $31775726.66    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    31750000 | PA      | $29127282.25    | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A4                | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2347530 | PA      | $2349691.48     | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    15870000 | PA      | $12832241.31    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3686                      | CUSIP: 31418DCY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4977115 | PA      | $4607914.22     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13742000 | PA      | $10718705.64    | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     2689000 | PA      | $2679732.44     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890517                      | CUSIP: 31410LK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      527307 | PA      | $551949.67      | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    10446000 | PA      | $10331393.80    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    25100000 | PA      | $24945578.74    | 0.01%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8599018.64     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    10000000 | PA      | $7321194.65     | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     3615000 | PA      | $3133406.41     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2445                      | CUSIP: 31418BWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4509044 | PA      | $4205032.36     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    21902000 | PA      | $19432479.76    | 0.01%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    63449000 | PA      | $62995639.92    | 0.02%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A4                 | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $882202.21      | 0.00%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7505                      | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10358947 | PA      | $10171019.17    | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10085000 | PA      | $10545370.17    | 0.00%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9302                      | CUSIP: 3138MRKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3014438 | PA      | $2840663.41     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                                               | DTRT 2024-1 A4                 | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6625000 | PA      | $6710410.83     | 0.00%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                                       | AMDOCS LTD                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     6100000 | PA      | $5513916.38     | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     6565000 | PA      | $3950967.57     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8817                      | CUSIP: 3140XCYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28767718 | PA      | $24544907.96    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     7512000 | PA      | $7409796.42     | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0892                      | CUSIP: 3140Y67E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27809753 | PA      | $29178262.83    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    41470000 | PA      | $39481023.17    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01598                      | CUSIP: 31292HX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146004 | PA      | $147986.61      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A4                | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $907509.33      | 0.00%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8010                      | CUSIP: 3132DV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25842881 | PA      | $23027604.47    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03505                      | CUSIP: 31292K3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      377288 | PA      | $390295.66      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18385                      | CUSIP: 3128MMNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         621 | PA      | $620.26         | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   135712967 | PA      | $131854091.35   | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5306131.79     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56073                      | CUSIP: 3128KJXA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4151 | PA      | $4474.46        | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7858240.74     | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15865000 | PA      | $15916391.03    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    30892000 | PA      | $27660718.82    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    17060000 | PA      | $17741868.05    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    11375000 | PA      | $12112104.05    | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6208                      | CUSIP: 3140XM3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9976063 | PA      | $10181063.66    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    16074000 | PA      | $13084493.65    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1971877.96     | 0.00%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $6032093.86     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3503                      | CUSIP: 3140QA3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      517714 | PA      | $492825.90      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1198322.99     | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4156                      | CUSIP: 31418DTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12641811 | PA      | $11962518.74    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5944                      | CUSIP: 31418FTA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46387026 | PA      | $45743563.27    | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   908962100 | PA      | $891244438.04   | 0.24%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM3968                      | CUSIP: 3617JUMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      605738 | PA      | $624274.62      | 0.00%             | 2049-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   503367300 | PA      | $501774615.66   | 0.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01376                      | CUSIP: 31292HQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3177 | PA      | $3335.76        | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5645                      | CUSIP: 31418FHX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364811 | PA      | $359978.72      | 0.00%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8519000 | PA      | $8786495.06     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $9983509.25     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5603                      | CUSIP: 3140X9GM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9338254 | PA      | $8446444.48     | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     4513000 | PA      | $2947792.50     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K131 A2                   | CUSIP: 3137H2AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36075000 | PA      | $32060548.75    | 0.01%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2458                      | CUSIP: 31418BWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      937797 | PA      | $900801.92      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     8930000 | PA      | $7840274.99     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    47250000 | PA      | $46335052.15    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    21818000 | PA      | $21333905.87    | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                       | EART 2022-3A D                 | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      794285 | PA      | $801658.72      | 0.00%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29381551 | PA      | $25332685.07    | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4751000 | PA      | $4216131.84     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13200000 | PA      | $11802565.75    | 0.00%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    17824000 | PA      | $17297296.03    | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   630335000 | PA      | $618220749.22   | 0.17%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8400000 | PA      | $5312853.18     | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00972                      | CUSIP: 31292HCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1413 | PA      | $1464.06        | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723538                      | CUSIP: 3620A9ZB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      293387 | PA      | $291782.23      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00801                      | CUSIP: 31283G3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          59 | PA      | $59.31          | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1071563.95     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    15650000 | PA      | $15631501.98    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    12550000 | PA      | $12618535.21    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1377                      | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1432138 | PA      | $1420124.74     | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6337                      | CUSIP: 36179VBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7893464 | PA      | $6813121.13     | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15259000 | PA      | $16632796.75    | 0.00%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    16930000 | PA      | $17404757.46    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     8009000 | PA      | $7038114.21     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    22700000 | PA      | $22937752.46    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    13880000 | PA      | $14833707.70    | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5262562.49     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A3                | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5659390 | PA      | $5676988.78     | 0.00%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8107                      | CUSIP: 3132D6AG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41011255 | PA      | $37790559.37    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    12640000 | PA      | $10459985.26    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3293358.39     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    23845000 | PA      | $14380064.21    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2784847 | PA      | $2645636.99     | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698091                      | CUSIP: 36296QRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      788055 | PA      | $784350.38      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $9059958.29     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $12416657.82    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $2820753.74     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    42947000 | PA      | $42729743.31    | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ5353                      | CUSIP: 3140H65P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4617502 | PA      | $4399851.92     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1307                      | CUSIP: 31418ANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6499264 | PA      | $6294541.31     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1632                      | CUSIP: 3138X0Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      493290 | PA      | $452311.27      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56514                      | CUSIP: 3128KKGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7028 | PA      | $7347.88        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8044                      | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      441527 | PA      | $418216.79      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    31850000 | PA      | $32314172.61    | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     9824000 | PA      | $8464115.03     | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8617                      | CUSIP: 3132A9SE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5270603 | PA      | $5095271.66     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3511                      | CUSIP: 3140X63V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14171646 | PA      | $12157820.94    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    19850000 | PA      | $13875310.83    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      318175 | PA      | $321662.12      | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                  | BANK 2020-BN28 A4              | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1732211.91     | 0.00%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH 2025-A A4                  | CUSIP: 12674BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2750000 | PA      | $2771825.93     | 0.00%             | 2032-09-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $13391881.39    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1677                      | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1347621 | PA      | $1271173.32     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887678                      | CUSIP: 31410FFT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7721 | PA      | $8062.13        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53159625 | PA      | $52907201.42    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $11156214.02    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4945                      | CUSIP: 3140XLP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17155061 | PA      | $17147613.96    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A3                   | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8900000 | PA      | $8498056.42     | 0.00%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16556520.22    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739355                      | CUSIP: 31402VMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1598 | PA      | $1637.35        | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     5577000 | PA      | $5441617.51     | 0.00%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04649                      | CUSIP: 3132GKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3466470 | PA      | $3289377.21     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950720                      | CUSIP: 31413NVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4567 | PA      | $4891.94        | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2299312.36     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2225000 | PA      | $2231368.75     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    12000000 | PA      | $11896872.00    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1412330.94     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   526879000 | PA      | $440211519.42   | 0.12%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05649                      | CUSIP: 3132GL5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1609617 | PA      | $1564173.56     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     5302000 | PA      | $5378879.22     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 008281BL0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    18564000 | PA      | $18264759.52    | 0.00%             | 2031-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                      | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3161564.46     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8110                      | CUSIP: 3132D6AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20183274 | PA      | $18159828.30    | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     3815000 | PA      | $3261743.78     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14955000 | PA      | $14439499.18    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1599                      | CUSIP: 3133L7X44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15223099 | PA      | $14098957.22    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7827                      | CUSIP: 3140XBVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20860017 | PA      | $18554970.09    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    10425000 | PA      | $10592799.68    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    33485000 | PA      | $30669907.84    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | MERCURY GEN CORP               | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1659440.46     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938757                      | CUSIP: 31412YME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193984 | PA      | $202694.11      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    11040000 | PA      | $10851092.62    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-7 A1A                | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2878297.37     | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK4523                      | CUSIP: 3138E9AZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1589806 | PA      | $1546729.34     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     7248000 | PA      | $7264615.08     | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4714                      | CUSIP: 3132A5GX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6939750 | PA      | $6638663.14     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    20582000 | PA      | $19791964.91    | 0.01%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7390                      | CUSIP: 3140QFF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8092961 | PA      | $7533092.99     | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 A5               | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1610000 | PA      | $1518403.88     | 0.00%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERNP2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1411000 | PA      | $1413641.39     | 0.00%             | 2027-08-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | SDART 2025-3 A3                | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10100000 | PA      | $10114811.65    | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15883962.51    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 A3               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6100000 | PA      | $6308216.79     | 0.00%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $8839968.78     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2594                      | CUSIP: 3140GQ3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5711613 | PA      | $5311131.34     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735500                      | CUSIP: 31402RDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      753200 | PA      | $774565.96      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579731                      | CUSIP: 36201DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2896 | PA      | $3031.75        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3180000 | PA      | $3280557.96     | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8133                      | CUSIP: 3140QUBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15925572 | PA      | $15744473.20    | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    16347000 | PA      | $11569357.27    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    23280000 | PA      | $23719911.22    | 0.01%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |     5342000 | PA      | $4849078.60     | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5104                      | CUSIP: 3133KYU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22891304 | PA      | $19438155.79    | 0.01%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18582                      | CUSIP: 3128MMUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      919640 | PA      | $900828.74      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5040564.40     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     6297000 | PA      | $5928435.58     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8475                      | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77133788 | PA      | $77517836.68    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2928363.43     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   806835000 | PA      | $443160425.13   | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0537                      | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7583243 | PA      | $7075225.61     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7198650.81     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826744                      | CUSIP: 31407CP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71462 | PA      | $74158.23       | 0.00%             | 2035-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    20500000 | PA      | $20490197.98    | 0.01%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4627335.01     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940054                      | CUSIP: 31413AZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18389 | PA      | $19170.79       | 0.00%             | 2037-07-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $1544157.80     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6897994.50     | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9889907.65     | 0.00%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9016                      | CUSIP: 3140QVAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19671319 | PA      | $20168675.30    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0287                      | CUSIP: 3140XFJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15196085 | PA      | $12413713.56    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3448                      | CUSIP: 31418CZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      962220 | PA      | $969620.43      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A3               | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4901122 | PA      | $4826970.60     | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     5823000 | PA      | $5838244.05     | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $3014485.88     | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8949                      | CUSIP: 36179X5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4267954 | PA      | $4363749.50     | 0.00%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3991                      | CUSIP: 31418DNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19782412 | PA      | $17596441.89    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1288248.66     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1587                      | CUSIP: 3138WAXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46271 | PA      | $45919.41       | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781797                      | CUSIP: 36225B7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3124 | PA      | $3251.53        | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2760691.42     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   452333000 | PA      | $453269469.53   | 0.12%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2959                      | CUSIP: 31418CJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2859105 | PA      | $2652556.81     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    45740000 | PA      | $46720900.96    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A3                | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1387602 | PA      | $1393748.48     | 0.00%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    11585000 | PA      | $11887946.42    | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7934057.37     | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08817                      | CUSIP: 3128MJ4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3469899 | PA      | $3310360.17     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6623000 | PA      | $5823445.29     | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54837                      | CUSIP: 3128KHLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           7 | PA      | $7.01           | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    53755000 | PA      | $47285112.11    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $10739437.37    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $15643445.97    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     4608000 | PA      | $4535689.92     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $474570.81      | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0933                      | CUSIP: 3138EHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3639347 | PA      | $3695800.55     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4715                      | CUSIP: 31418EGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3845280 | PA      | $3810368.29     | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    13060000 | PA      | $8709860.75     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | RADIAN GROUP INC               | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     8216000 | PA      | $8495015.11     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5110                      | CUSIP: 3133KYVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9335824 | PA      | $7910408.40     | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782932                      | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58319 | PA      | $59321.03       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-174 A2                  | CUSIP: 3137HNWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4325000 | PA      | $4294018.30     | 0.00%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      719383 | PA      | $728133.73      | 0.00%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                      | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1332370 | PA      | $1209801.70     | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    35564000 | PA      | $34526357.83    | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6016031.36     | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    11556000 | PA      | $9055807.39     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9461                      | CUSIP: 3138EEQP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102045 | PA      | $101222.39      | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7981                      | CUSIP: 3128UGHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51115 | PA      | $53399.21       | 0.00%             | 2041-02-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8258                      | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42986295 | PA      | $42712403.22    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6286                      | CUSIP: 36179U6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2787494 | PA      | $2740837.71     | 0.00%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7292                      | CUSIP: 3140XBC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1018959 | PA      | $944328.27      | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15250000 | PA      | $10805533.48    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8312                      | CUSIP: 3140XCGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11844032 | PA      | $10153564.05    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    12114000 | PA      | $12000809.30    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    11851000 | PA      | $11556837.86    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8573395.32     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4524851.91     | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class AA Pass Through Trust                               | UNTD AIR 16-2 AA               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2661784 | PA      | $2567572.48     | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08808                      | CUSIP: 3128MJ3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2386110 | PA      | $2220771.85     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $2416684.36     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     7600000 | PA      | $7326022.48     | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779565                      | CUSIP: 31404VCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3517 | PA      | $3617.53        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5122                      | CUSIP: 31418EVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4654697 | PA      | $4804119.66     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1432                      | CUSIP: 3142GRSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16387157 | PA      | $16809161.04    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04444                      | CUSIP: 31292L5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1368914 | PA      | $1259771.69     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    16640000 | PA      | $16808382.72    | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89870                      | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      804827 | PA      | $802886.65      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253907                      | CUSIP: 31371KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11127 | PA      | $11681.72       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9870                      | CUSIP: 3140XD6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12865237 | PA      | $10936546.49    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1196356 | PA      | $1185098.66     | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    15950000 | PA      | $13977913.94    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7323                      | CUSIP: 3132DVD44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32050614 | PA      | $31646083.58    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5421409.71     | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4473                      | CUSIP: 31418D6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      308240 | PA      | $259959.25      | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $9486764.05     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6909000 | PA      | $6574741.88     | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU0981                      | CUSIP: 3140M2CT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8614448 | PA      | $7444154.94     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3442432 | PA      | $3480199.25     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA9357                      | CUSIP: 31416TMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225717 | PA      | $224903.28      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78533                      | CUSIP: 31288HPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6663 | PA      | $6846.35        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AW9631                      | CUSIP: 36195YVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120042 | PA      | $118113.73      | 0.00%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8337276.20     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-167 A2                  | CUSIP: 3137HHUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8350000 | PA      | $8456812.37     | 0.00%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    15450000 | PA      | $11386731.01    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     6525000 | PA      | $6480307.85     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $10476290.98    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3870580.53     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5511                      | CUSIP: 3133A0DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13645934 | PA      | $11642849.05    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     8760000 | PA      | $9006062.68     | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS CP               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $1945399.39     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4061                        | CUSIP: 36202EQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79503 | PA      | $83523.18       | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7935                      | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   142143450 | PA      | $117197345.93   | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      300000 | PA      | $344755.80      | 0.00%             | 2038-08-06      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4065874.95     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 864410                      | CUSIP: 31408YKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11175 | PA      | $11527.61       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    11475000 | PA      | $11391811.30    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08624                      | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1991759 | PA      | $1919763.48     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $5927388.00     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5570000 | PA      | $5580644.35     | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01501                      | CUSIP: 31292HU28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34944 | PA      | $35827.50       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     7173000 | PA      | $6916492.28     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4501                      | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27157192 | PA      | $23649796.77    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     6670000 | PA      | $6649042.72     | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    11671000 | PA      | $8034691.19     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    24396000 | PA      | $18282110.87    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2514721.36     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     4730000 | PA      | $4152403.18     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     7617000 | PA      | $7284723.86     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $4985869.94     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0024                      | CUSIP: 3142JCA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4294808 | PA      | $4263714.94     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     8637000 | PA      | $8412277.73     | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    26100000 | PA      | $24825798.89    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     7870000 | PA      | $7857928.15     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6643                      | CUSIP: 3138ALLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      181801 | PA      | $180881.27      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3463290.43     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33573                      | CUSIP: 31297N6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26662 | PA      | $27466.62       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K1522 A2                  | CUSIP: 3137H4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7550000 | PA      | $6097749.95     | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    57970000 | PA      | $58327427.73    | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K060 A2                   | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7956462.40     | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1577                      | CUSIP: 3140X4XF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14248762 | PA      | $13883728.27    | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     5832000 | PA      | $5649202.37     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3897                      | CUSIP: 31418DKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1287862 | PA      | $1239954.95     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    11060000 | PA      | $11097665.55    | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     2339000 | PA      | $2316064.61     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    24319000 | PA      | $24031448.62    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    94425000 | PA      | $94364598.24    | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2427                      | CUSIP: 3140W2VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34826149 | PA      | $35560834.96    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    10182000 | PA      | $9865291.34     | 0.00%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2594                      | CUSIP: 3140XH3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19306297 | PA      | $16502493.69    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738488                      | CUSIP: 31402UND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1454 | PA      | $1490.82        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13848000 | PA      | $14532285.62    | 0.00%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily WI Certificates Series WI-K170                           | WI K170 A2                     | CUSIP: 3137HKQ49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $36013929.00    | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18607                      | CUSIP: 3128MMU92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3072526 | PA      | $2973669.62     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    48015000 | PA      | $48830166.59    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3624                      | CUSIP: 31427RA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43177567 | PA      | $45457088.11    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB7708                      | CUSIP: 3133AER55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66108604 | PA      | $53777009.33    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21522                      | CUSIP: 31296XVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12197 | PA      | $12542.37       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7779                      | CUSIP: 31418VUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      614959 | PA      | $624409.84      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9337000 | PA      | $8848764.23     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10392                      | CUSIP: 3132HLNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1233702 | PA      | $1166231.80     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     6042000 | PA      | $5994387.42     | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K758 A2                   | CUSIP: 3137HHJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16000000 | PA      | $16250011.20    | 0.00%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    18347000 | PA      | $17736540.60    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3554533.50     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    16095000 | PA      | $15975005.47    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     7010000 | PA      | $7062606.49     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    16038000 | PA      | $14884114.12    | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00678                      | CUSIP: 31292GXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1373 | PA      | $1441.77        | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787219                      | CUSIP: 31405ESG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3534 | PA      | $3635.95        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4319                      | CUSIP: 3132E0YQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7949697 | PA      | $8146344.45     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3410                      | CUSIP: 31418CYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110456 | PA      | $107902.75      | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K125 A2                   | CUSIP: 3137F9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85000 | PA      | $76332.41       | 0.00%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5435                      | CUSIP: 3140XMBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9145102 | PA      | $9098264.52     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8119                      | CUSIP: 3132D6AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20150264 | PA      | $18542635.72    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    10530000 | PA      | $7707103.24     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2560                      | CUSIP: 3140XHZ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11394605 | PA      | $10814781.34    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18164052.98    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |      477384 | PA      | $474545.07      | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 AS                 | CUSIP: 05602QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1518731.70     | 0.00%             | 2054-09-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     9890000 | PA      | $8937944.60     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8015000 | PA      | $7896306.38     | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87483                      | CUSIP: 312934J45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140699 | PA      | $145562.06      | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    39181000 | PA      | $33587123.92    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2299369.63     | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8205                      | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   106205376 | PA      | $89802370.18    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5307                        | CUSIP: 36202F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      273022 | PA      | $276014.64      | 0.00%             | 2042-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2821                      | CUSIP: 3140XJD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158661 | PA      | $154543.44      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     3695000 | PA      | $3424796.91     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                               | VZMT 2024-4 A1A                | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4512571.65     | 0.00%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8010                      | CUSIP: 3132D53T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1517782 | PA      | $1445237.57     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0241                      | CUSIP: 3140Q7HT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      785693 | PA      | $749886.74      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0146                      | CUSIP: 3618N5EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   151194717 | PA      | $149815307.59   | 0.04%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    11390000 | PA      | $10084112.97    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    36500000 | PA      | $34378742.25    | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI               | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     5000000 | PA      | $5118130.43     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     7188000 | PA      | $7099546.74     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $11385673.73    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     8510000 | PA      | $6707298.46     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552481                      | CUSIP: 36213EXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         829 | PA      | $860.93         | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    14242000 | PA      | $12714880.20    | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    15800000 | PA      | $10586986.41    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0005                      | CUSIP: 31417YAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23808 | PA      | $23829.51       | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    16303000 | PA      | $15854420.75    | 0.00%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50923                      | CUSIP: 3128KDAY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26596 | PA      | $27793.47       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $2991937.51     | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                       | JETBLUE 19-1 AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4317385 | PA      | $3826212.36     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35649                      | CUSIP: 31297RH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10834 | PA      | $10992.81       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0937                      | CUSIP: 36179NBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      146922 | PA      | $148526.04      | 0.00%             | 2043-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8418                      | CUSIP: 3132DWK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      421254 | PA      | $406687.38      | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2015-1 Class AA Pass Through Trust                               | UNTD AIR 15-1 AA               | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2257200 | PA      | $2212274.53     | 0.00%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3669                      | CUSIP: 31418DCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      830250 | PA      | $834819.04      | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1628974.67     | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04320                      | CUSIP: 3128M6DZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36808 | PA      | $38615.32       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7616                      | CUSIP: 3140XBPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19150619 | PA      | $17598806.35    | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01277                      | CUSIP: 31292HM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2168 | PA      | $2276.18        | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5333                      | CUSIP: 3133KY4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6522612 | PA      | $6517741.94     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12737301.75    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5504                      | CUSIP: 31417CDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2598670 | PA      | $2469380.17     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07021                      | CUSIP: 3128M9D25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1291493 | PA      | $1312891.57     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783188                      | CUSIP: 36241LRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56351 | PA      | $58630.05       | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     9878000 | PA      | $6382079.36     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    34500000 | PA      | $30884528.67    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1355                      | CUSIP: 31416WQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      338083 | PA      | $343282.95      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $2269814.81     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12025000 | PA      | $11364838.03    | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7497107.20     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    31500000 | PA      | $33095830.24    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4400                      | CUSIP: 3133BD3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4428631 | PA      | $4299158.48     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $6766966.05     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0210                      | CUSIP: 31419AGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1180592 | PA      | $1198711.79     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB1964                      | CUSIP: 3140ABFE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6285546 | PA      | $6231747.81     | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A4                | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1518844.65     | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     5520000 | PA      | $5530364.50     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    24264000 | PA      | $22130045.21    | 0.01%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    15800000 | PA      | $13684413.80    | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6566484.70     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA5003                      | CUSIP: 3140A5RZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      485209 | PA      | $494743.20      | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    15821000 | PA      | $10121630.57    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8342                      | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30976824 | PA      | $31262467.29    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     7920000 | PA      | $5098527.12     | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8876588.55     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13244244.14    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82713                       | CUSIP: 36225FAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117203 | PA      | $119403.29      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    21200000 | PA      | $21345149.77    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3987                      | CUSIP: 3133KKNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14384828 | PA      | $12255299.19    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     5457000 | PA      | $5540840.89     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10468366.11    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $784493.43      | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $10255156.60    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721085                      | CUSIP: 31401XCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11200 | PA      | $11500.20       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF8804                      | CUSIP: 3617GFX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      448506 | PA      | $416258.37      | 0.00%             | 2048-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4117                        | CUSIP: 36202ESE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8050 | PA      | $8356.65        | 0.00%             | 2038-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    17800000 | PA      | $20869936.72    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    18546000 | PA      | $17429582.76    | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50685                      | CUSIP: 3128KCXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4232 | PA      | $4431.60        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     5500000 | PA      | $6028771.34     | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    16168000 | PA      | $14265634.18    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01573                      | CUSIP: 31292HXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      322079 | PA      | $330552.53      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1733                      | CUSIP: 31419B4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4604205 | PA      | $4494105.72     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    19500000 | PA      | $17463304.52    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEV-B-UNREF           | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5415000 | PA      | $5396185.58     | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL            | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     5481000 | PA      | $4493664.72     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4588                      | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1400289 | PA      | $1381226.91     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    10059000 | PA      | $9978486.33     | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     8400000 | PA      | $8478704.69     | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727121                      | CUSIP: 31402EYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18681 | PA      | $19186.22       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    35239000 | PA      | $24029079.05    | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $4994398.68     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8301524.04     | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K551 A2                   | CUSIP: 3137HNWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8325000 | PA      | $8282534.18     | 0.00%             | 2030-11-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     7630000 | PA      | $7274326.02     | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4954                      | CUSIP: 3138EMQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364686 | PA      | $381065.20      | 0.00%             | 2042-02-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     7286000 | PA      | $7108764.10     | 0.00%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     9425000 | PA      | $8996435.67     | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15012                      | CUSIP: 3128PUR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1167 | PA      | $1165.41        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0778                      | CUSIP: 3132DM2K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2636788 | PA      | $2218422.41     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     5485000 | PA      | $5338917.79     | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     5139000 | PA      | $5094379.87     | 0.00%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     8219000 | PA      | $6712286.40     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    11700000 | PA      | $11955148.27    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31725                      | CUSIP: 31297L4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23239 | PA      | $23580.93       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7728                      | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4053370 | PA      | $3595761.02     | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8574000 | PA      | $7843674.63     | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2100                      | CUSIP: 3140QMKN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      660753 | PA      | $608847.41      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU9005                      | CUSIP: 3140MBAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3284475 | PA      | $2968538.07     | 0.00%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4888015.40     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C56                                   | WFCM 2020-C56 A5               | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1565000 | PA      | $1441101.61     | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8141                      | CUSIP: 3132D6BJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32658107 | PA      | $30016856.53    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2598320.72     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09008                      | CUSIP: 3132GUKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1962934 | PA      | $1914746.97     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    17497000 | PA      | $14129598.20    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12845000 | PA      | $12204009.14    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $7224717.95     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     8595000 | PA      | $6050861.12     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $14113756.36    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8721000 | PA      | $8304016.18     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0084                      | CUSIP: 3142J6CW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81340098 | PA      | $80211780.84    | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2296                      | CUSIP: 31427PRS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29641082 | PA      | $30898246.69    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $5556329.64     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS              | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     4285000 | PA      | $4739005.18     | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    27060000 | PA      | $28957429.56    | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                 | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5210000 | PA      | $3576612.25     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783368                      | CUSIP: 36241LW51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      486692 | PA      | $483274.06      | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    11020000 | PA      | $11445506.20    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4782256.57     | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | CLAREMONT                      | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2245681.54     | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    14970000 | PA      | $14879517.86    | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     4617000 | PA      | $4640335.85     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    54040000 | PA      | $50233900.33    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                      | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7394803 | PA      | $6272346.92     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D99020                      | CUSIP: 3128E6AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      595947 | PA      | $586999.74      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M5 A2                 | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      641443 | PA      | $623415.42      | 0.00%             | 2029-04-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1888                      | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2296052 | PA      | $2284964.66     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08768                      | CUSIP: 3128MJ2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2636936 | PA      | $2589780.68     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13423000 | PA      | $12540524.26    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    20203000 | PA      | $19295733.11    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $6574295.66     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $16172884.34    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2037                      | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7206362 | PA      | $6477141.97     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7535093.92     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1961                      | CUSIP: 31418BFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323219 | PA      | $318610.11      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    12240000 | PA      | $11808109.88    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8104                      | CUSIP: 3140XCAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13544737 | PA      | $11933750.59    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6459                      | CUSIP: 3140XNE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24022713 | PA      | $24830901.92    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     7793000 | PA      | $8075278.61     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5033                      | CUSIP: 3140GTSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44613 | PA      | $40129.02       | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3565000 | PA      | $2590094.07     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $9008909.00     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0201                      | CUSIP: 3142GQGK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6362797 | PA      | $6626697.01     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0538                      | CUSIP: 3142GQS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10275249 | PA      | $10834082.75    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08799                      | CUSIP: 3128MJ3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4053780 | PA      | $3647004.63     | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    12800000 | PA      | $12756919.96    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15395000 | PA      | $13365017.41    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3833                        | CUSIP: 36202EHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4202 | PA      | $4390.56        | 0.00%             | 2036-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6665896.12     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02609                      | CUSIP: 3128M4GS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1492 | PA      | $1559.54        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting Inc                                                       | ACUITY BRANDS                  | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3435169.43     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    21550000 | PA      | $17001934.39    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    18549000 | PA      | $19885143.83    | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1709                      | CUSIP: 3140Q83T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1331509 | PA      | $1301112.09     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21875000 | PA      | $20822191.65    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | UNITYPOINT HLTH                | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3708731.61     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5145                      | CUSIP: 31418EWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6135924 | PA      | $6332895.72     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-D Owner Trust                                       | TAOT 2025-D A3                 | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9880000 | PA      | $9808519.19     | 0.00%             | 2030-06-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5207                      | CUSIP: 31418EYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23910344 | PA      | $22544207.03    | 0.01%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    12584000 | PA      | $12649145.02    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $8010081.27     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K072 A2                   | CUSIP: 3137FEBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4525000 | PA      | $4475456.23     | 0.00%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $3726571.21     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82959                       | CUSIP: 36225FJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      238860 | PA      | $243900.87      | 0.00%             | 2041-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     1493000 | PA      | $1514387.61     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $4648557.26     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09018                      | CUSIP: 31294UAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128809 | PA      | $127379.75      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3183                      | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5192018 | PA      | $4955400.64     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1024421.90     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07786                      | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8156437 | PA      | $7924129.41     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     7575000 | PA      | $7046736.58     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    14756000 | PA      | $12337706.67    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6376576.06     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 A4                | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      632500 | PA      | $632481.97      | 0.00%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     3638000 | PA      | $3571057.52     | 0.00%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2764305.50     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     4609000 | PA      | $4560360.97     | 0.00%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    72545761 | PA      | $64761564.98    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                | CUSIP: 67403AAG4<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     9725000 | PA      | $9506041.99     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4437                      | CUSIP: 3140EY4X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1965294 | PA      | $1829949.56     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A2                   | CUSIP: 3137H74A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23377000 | PA      | $20947236.70    | 0.01%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6511000 | PA      | $4779674.63     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93936                      | CUSIP: 312942LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      820615 | PA      | $818318.92      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2564898 | PA      | $2473516.38     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $1832703.06     | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7379393.07     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A3                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1338131 | PA      | $1341968.76     | 0.00%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4957000 | PA      | $4887887.37     | 0.00%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2849                      | CUSIP: 31427QEX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67094056 | PA      | $68530452.83    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3R7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     4200000 | PA      | $4537335.60     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     8750000 | PA      | $8465259.85     | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                              | FORDO 2025-B A3                | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7200000 | PA      | $7176661.20     | 0.00%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82714                       | CUSIP: 36225FAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      569996 | PA      | $580702.69      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    13989000 | PA      | $11826309.39    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4369402.30     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255073                      | CUSIP: 31371LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84630 | PA      | $86878.05       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                                       | TAOT 2024-B A4                 | CUSIP: 89237NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8750000 | PA      | $8908391.63     | 0.00%             | 2029-07-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF9995                      | CUSIP: 3617GHC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59943 | PA      | $58220.94       | 0.00%             | 2048-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     7497000 | PA      | $7377899.85     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4228                      | CUSIP: 31418DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25973947 | PA      | $23475484.27    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07941                      | CUSIP: 3128MAEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1426418 | PA      | $1417705.46     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    26016000 | PA      | $28734380.44    | 0.01%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783386                      | CUSIP: 36241LXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      502288 | PA      | $510969.04      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7251088.02     | 0.00%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    16255000 | PA      | $16276610.35    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6334                      | CUSIP: 3140QEBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3574636 | PA      | $3066671.85     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $5632534.43     | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    41719000 | PA      | $41199444.11    | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    40028000 | PA      | $39340196.17    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    14900000 | PA      | $14323224.63    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 A5              | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2650000 | PA      | $2714031.16     | 0.00%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04715                      | CUSIP: 3128M6SC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      290022 | PA      | $303701.95      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    13819000 | PA      | $12136336.13    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1246541.63     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02803                      | CUSIP: 3128M4NU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46015 | PA      | $48090.77       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2323068.62     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0932                      | CUSIP: 3132DNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17934137 | PA      | $15360433.85    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     8858000 | PA      | $8474651.15     | 0.00%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $4037912.01     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2938                      | CUSIP: 31418CHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3053599 | PA      | $2995338.61     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4012                      | CUSIP: 3140W4N60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90693295 | PA      | $89973724.84    | 0.02%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TOTALENERGI CAP                | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    18620000 | PA      | $18454621.65    | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19501337 | PA      | $18297133.67    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10877171.64    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $5737901.65     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3540                      | CUSIP: 3140QN5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4145136 | PA      | $3839947.69     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K094 A2                   | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12750000 | PA      | $12286912.35    | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    20850000 | PA      | $20897669.10    | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1344346500 | PA      | $1339515254.77  | 0.36%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    26410000 | PA      | $26419956.38    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    62500000 | PA      | $59511745.28    | 0.02%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3698                      | CUSIP: 3140X7DC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1405524 | PA      | $1375633.71     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1109                      | CUSIP: 31416WGT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57818 | PA      | $58344.88       | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9595782.53     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     8993000 | PA      | $9708681.46     | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    49564000 | PA      | $49049408.24    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7672619.25     | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4564                      | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34375280 | PA      | $30318973.14    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91725                      | CUSIP: 3128P74J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      600099 | PA      | $588899.21      | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 A1A                | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1511139.75     | 0.00%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19806521.54    | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   751098000 | PA      | $704741170.31   | 0.19%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0232                      | CUSIP: 3138W9HJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81161 | PA      | $78306.25       | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5676762.07     | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462838                      | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1236 | PA      | $1284.26        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     5200000 | PA      | $5260859.59     | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   298961600 | PA      | $287540331.13   | 0.08%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   138115000 | PA      | $138983503.14   | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3809700.46     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85733                      | CUSIP: 312932LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164184 | PA      | $163777.10      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20277655.27    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8926168.56     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09069                      | CUSIP: 31292SCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      194942 | PA      | $187929.00      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    18215000 | PA      | $18071726.66    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48106                      | CUSIP: 3128K9AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4913 | PA      | $5070.15        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1015                      | CUSIP: 31418ADV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1328004 | PA      | $1225993.96     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5146                      | CUSIP: 3133KYWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11649112 | PA      | $10429928.86    | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3600000 | PA      | $3641323.03     | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6516                      | CUSIP: 3140QSG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24251043 | PA      | $24157152.75    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11902137.52    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2491818.94     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $8194253.75     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608228                      | CUSIP: 36202SVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14508 | PA      | $14482.41       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9200000 | PA      | $9186211.76     | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    53352000 | PA      | $54092479.00    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5              | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $4151063.03     | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                             | JACOBS SOLUTIONS               | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7010588.66     | 0.00%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $4872719.16     | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6317                      | CUSIP: 3140QSAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18894682 | PA      | $18750673.86    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A4                 | CUSIP: 89239FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2704189.59     | 0.00%             | 2029-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP               | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16499251.41    | 0.00%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8246                      | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34403352 | PA      | $34155334.55    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702435                      | CUSIP: 31401ALQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44894 | PA      | $46053.16       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     6879000 | PA      | $6700667.74     | 0.00%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4355                      | CUSIP: 31418DZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   154780431 | PA      | $125714925.92   | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    30000000 | PA      | $29721407.89    | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16795000 | PA      | $13216619.31    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2900820.12     | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    20050000 | PA      | $19840585.54    | 0.01%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   509371100 | PA      | $375422418.55   | 0.10%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   380842600 | PA      | $248142756.56   | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9987615.95     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $12258246.80    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    10950000 | PA      | $11110549.71    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A3                 | CUSIP: 3137FLYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10275000 | PA      | $9601113.10     | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6577982.80     | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8786                      | CUSIP: 3138WJXQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2457780 | PA      | $2351147.02     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60989                      | CUSIP: 31335BC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4106465 | PA      | $3708518.31     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    15165000 | PA      | $11637162.62    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     4071000 | PA      | $3203906.52     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93090                      | CUSIP: 312941NF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      512636 | PA      | $500653.99      | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14199466.38    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15340000 | PA      | $15978665.53    | 0.00%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9506                      | CUSIP: 3140XDR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1054178 | PA      | $947278.77      | 0.00%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4298                      | CUSIP: 31416MX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110617 | PA      | $110716.92      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7386                      | CUSIP: 3140XBF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5183872 | PA      | $4823634.06     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $16541045.11    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $9383028.96     | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    55470000 | PA      | $55446991.01    | 0.02%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03736                      | CUSIP: 31292LEH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1557338 | PA      | $1516059.39     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12015000 | PA      | $12302258.37    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    32787000 | PA      | $31198566.36    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7553                      | CUSIP: 3132DVMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39320328 | PA      | $35147431.04    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3896                      | CUSIP: 31418DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4327695 | PA      | $4114085.08     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   648490000 | PA      | $616521466.29   | 0.17%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 A4              | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2925000 | PA      | $2815415.75     | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12510000 | PA      | $11889925.31    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462737                      | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1074 | PA      | $1115.84        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     6353000 | PA      | $6201916.09     | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8228                      | CUSIP: 3132D6D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8162377 | PA      | $8001012.12     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     1000000 | PA      | $995597.99      | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EC2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4075084.39     | 0.00%             | 2030-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831544                      | CUSIP: 31407HZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80506 | PA      | $83948.78       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3471                      | CUSIP: 3138EK2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1221910 | PA      | $1188083.71     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $21289619.42    | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    12254000 | PA      | $7812201.15     | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8405                      | CUSIP: 3138WJKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2299068 | PA      | $2192798.47     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5405                      | CUSIP: 3140QRAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4360400 | PA      | $4224065.22     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     7485000 | PA      | $5839970.94     | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     8300000 | PA      | $7286129.69     | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95121                      | CUSIP: 312943VN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159339 | PA      | $158785.59      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    10896000 | PA      | $10519013.01    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890765                      | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9305396 | PA      | $8679109.33     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7557                      | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19096712 | PA      | $18618977.11    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1302727.12     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2747009.83     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5371                      | CUSIP: 3140X86H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3533748 | PA      | $3169769.55     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $27666774.86    | 0.01%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $854478.19      | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    10635000 | PA      | $10142317.71    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4112                      | CUSIP: 3140XKSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3636533 | PA      | $3267650.00     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6213000 | PA      | $6229436.89     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 A4             | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6600000 | PA      | $6865728.54     | 0.00%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0041                      | CUSIP: 3142J6BK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32942470 | PA      | $33556606.92    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    10295000 | PA      | $9725818.44     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4964                      | CUSIP: 36179TQR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1784924 | PA      | $1759510.32     | 0.00%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $3599834.96     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2272                      | CUSIP: 36179QQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110122 | PA      | $108370.90      | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4154                      | CUSIP: 3140X7TL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4050914 | PA      | $3328631.85     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    49886000 | PA      | $50414081.88    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 689325                      | CUSIP: 31400JYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13809 | PA      | $14172.92       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   613847000 | PA      | $616628494.22   | 0.17%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    24700000 | PA      | $24804249.54    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    16000000 | PA      | $15988080.00    | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $4832442.02     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0095                      | CUSIP: 31418MC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      394989 | PA      | $413452.96      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4668571.20     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    14875000 | PA      | $14742472.20    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6369168.55     | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $924444.59      | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    19300000 | PA      | $19578318.82    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     3823000 | PA      | $3751483.28     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    21760000 | PA      | $22081150.85    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0531                      | CUSIP: 3132ACSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23937680 | PA      | $22386408.12    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A3                | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1064769 | PA      | $1066606.97     | 0.00%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16863000 | PA      | $16578674.63    | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $2881739.59     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7280242 | PA      | $6952723.18     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5300000 | PA      | $3842989.19     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1651351.22     | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $25554112.38    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3516                      | CUSIP: 31418C4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1321732 | PA      | $1281227.19     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    15732000 | PA      | $15588861.01    | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08716                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1720018 | PA      | $1603522.06     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0900                      | CUSIP: 3140MEAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      605709 | PA      | $515471.66      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD          | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2575000 | PA      | $1909751.58     | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0538                      | CUSIP: 3132CWS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6282685 | PA      | $5956872.83     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10529075.02    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     7280000 | PA      | $7518565.93     | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   101135468 | PA      | $95408368.48    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      580000 | PA      | $617446.37      | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824421                      | CUSIP: 31406Y4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      656450 | PA      | $665673.53      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257050                      | CUSIP: 31371NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23223 | PA      | $24941.78       | 0.00%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $10168099.46    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0769                      | CUSIP: 3138EG2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      288907 | PA      | $287452.62      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1315048.47     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1120000 | PA      | $975588.65      | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $7278141.21     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97473                      | CUSIP: 312946JS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1029500 | PA      | $1026056.92     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781525                      | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4679 | PA      | $4864.62        | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4174                      | CUSIP: 3140QBT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8636748 | PA      | $8229647.67     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5751568.18     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   541288000 | PA      | $524034445.00   | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4179892.41     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3998                      | CUSIP: 3142GUNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20150940 | PA      | $20506779.68    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05881                      | CUSIP: 3132GMFW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      693649 | PA      | $675567.57      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5622                      | CUSIP: 31418FG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21994117 | PA      | $21977696.18    | 0.01%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918957                      | CUSIP: 31411Y5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           1 | PA      | $1.03           | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8648                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37085066 | PA      | $37669478.65    | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | CATHOLIC HEALTH                | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4018512.82     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9486                      | CUSIP: 36179YRF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14548570 | PA      | $14073192.83    | 0.00%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    30440000 | PA      | $31028426.90    | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3831                      | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6288571 | PA      | $5917934.32     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698402                      | CUSIP: 36296Q3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108209 | PA      | $107658.31      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23994000 | PA      | $19808485.04    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778794                      | CUSIP: 36176W7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2300058 | PA      | $2169127.15     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12875000 | PA      | $13054155.56    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3651                      | CUSIP: 3138WDBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      764580 | PA      | $758427.25      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    33525000 | PA      | $33956909.52    | 0.01%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4121525.16     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7912                      | CUSIP: 3138E0YJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130858 | PA      | $123794.30      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4709866.61     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $6611199.29     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 968610                      | CUSIP: 31414KR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11523 | PA      | $12065.28       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2315                      | CUSIP: 3140W2SD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48623728 | PA      | $49707230.42    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    19815000 | PA      | $19853742.29    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    24004000 | PA      | $20921698.64    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6693000 | PA      | $3943898.92     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K755 A2                   | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $8824868.30     | 0.00%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    45019000 | PA      | $39604091.66    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5185                      | CUSIP: 3138MLXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      281760 | PA      | $278338.87      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     3882000 | PA      | $3924925.33     | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     4328000 | PA      | $4254469.55     | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 AS              | CUSIP: 05554FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1479462.71     | 0.00%             | 2056-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M14 A2                | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2736176 | PA      | $2680973.61     | 0.00%             | 2027-11-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    23745000 | PA      | $22432995.03    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2884914.09     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7475                      | CUSIP: 36179WJU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2793735 | PA      | $2657575.22     | 0.00%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                   | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     7700000 | PA      | $7813482.60     | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6394                      | CUSIP: 3133BGC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4756050 | PA      | $4721956.47     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $5816464.85     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18496                      | CUSIP: 3128MMRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480114 | PA      | $471900.73      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82405                       | CUSIP: 36225EU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24258 | PA      | $24737.62       | 0.00%             | 2039-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5880                      | CUSIP: 31418FRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81124415 | PA      | $82636792.91    | 0.02%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7909                      | CUSIP: 3138EQYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7957388 | PA      | $7462172.01     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6061051 | PA      | $5834350.86     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6339                      | CUSIP: 3140XABH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8650008 | PA      | $8011252.40     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5613                      | CUSIP: 31418FGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38076868 | PA      | $37572479.25    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4182                      | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   169626729 | PA      | $138091355.84   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1216529 | PA      | $1209607.19     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03457                      | CUSIP: 3128M5E63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19935 | PA      | $20879.22       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3023164.24     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5355                      | CUSIP: 3138WE5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      626500 | PA      | $609286.46      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16806000 | PA      | $16954366.98    | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    25803000 | PA      | $21505012.71    | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    15188000 | PA      | $14936525.07    | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A3                | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3016587.60     | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1741916.42     | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5100000 | PA      | $5182844.83     | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6360000 | PA      | $5481646.33     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0308                      | CUSIP: 3618N5KW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    74608439 | PA      | $75108032.44    | 0.02%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4110522.87     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     6774000 | PA      | $6625626.60     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5401952.87     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 A3                | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304300 | PA      | $304493.97      | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995653                      | CUSIP: 31416CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309816 | PA      | $325261.71      | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $2033313.05     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    82443000 | PA      | $79364876.30    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9582115.83     | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    13250000 | PA      | $13063143.36    | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      550000 | PA      | $534178.70      | 0.00%             | 2042-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     9450000 | PA      | $9506511.36     | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3738                      | CUSIP: 36179SEK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2159440 | PA      | $2140493.91     | 0.00%             | 2046-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     3236000 | PA      | $3523658.20     | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4050000 | PA      | $3985433.69     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8820265.35     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    19585000 | PA      | $17625386.48    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27100000 | PA      | $28117472.12    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05447                      | CUSIP: 3128M7L46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      868199 | PA      | $867090.08      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    27825000 | PA      | $28151328.77    | 0.01%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3592                      | CUSIP: 3132DQ7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12720782 | PA      | $12876314.97    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8770745.86     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2204850.88     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    16123000 | PA      | $16387773.37    | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03633                      | CUSIP: 31292LBA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      324892 | PA      | $317324.73      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5480                      | CUSIP: 3140X9CS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4400938 | PA      | $3907754.91     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4079742.90     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1779                      | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      725054 | PA      | $744493.62      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $11027831.48    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    22290000 | PA      | $21483038.58    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    18204000 | PA      | $19948105.81    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $3546071.31     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8341                      | CUSIP: 3140QUHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13492008 | PA      | $14056592.00    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1190                      | CUSIP: 3138A2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      661013 | PA      | $644887.33      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19285000 | PA      | $20078772.53    | 0.01%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK0391                      | CUSIP: 3133D3NG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3379049 | PA      | $2977892.83     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12935000 | PA      | $12886767.83    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    74971000 | PA      | $75786427.73    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                         | WFRBS 2014-C22 B               | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1118224.20     | 0.00%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3068                        | CUSIP: 36202DMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107153 | PA      | $111315.96      | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     9540000 | PA      | $9700068.04     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4113951.45     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15746145.03    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ER4Q1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     9131000 | PA      | $9194752.64     | 0.00%             | 2028-02-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 795286                      | CUSIP: 31405PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11520 | PA      | $11834.41       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    20990000 | PA      | $21541477.61    | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3800                      | CUSIP: 31418DGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4715000 | PA      | $4437106.02     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1977                      | CUSIP: 3140QMFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24404674 | PA      | $22449993.38    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2839                      | CUSIP: 3140QNEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22629893 | PA      | $18500550.90    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2025-A1 A                | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    16247000 | PA      | $16148795.01    | 0.00%             | 2030-09-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4448231.27     | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5130000 | PA      | $4611822.08     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     7702000 | PA      | $7027461.34     | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2017703.88     | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6381253.91     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4920                      | CUSIP: 31418EPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24674890 | PA      | $25277549.01    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     8881000 | PA      | $8915362.67     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04247                      | CUSIP: 31292LWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2163908 | PA      | $1991818.71     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4544                      | CUSIP: 3142GVBN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52874482 | PA      | $54537658.94    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    11381000 | PA      | $9630982.32     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   123194000 | PA      | $111052653.52   | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2620                      | CUSIP: 3140XH4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12922089 | PA      | $12876098.33    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    16350000 | PA      | $16419802.27    | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K068 A2                   | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7823000 | PA      | $7734362.28     | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    40316000 | PA      | $40479466.70    | 0.01%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01327                      | CUSIP: 3132GEPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      329738 | PA      | $335314.25      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K543 A2                   | CUSIP: 3137HMC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3008483.10     | 0.00%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23775905.03    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9291276.32     | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    13290000 | PA      | $12119609.72    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     6720000 | PA      | $5601019.09     | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     7583000 | PA      | $7755751.27     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    41785000 | PA      | $42856549.72    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $8476601.51     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6254000 | PA      | $6192069.39     | 0.00%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5774183 | PA      | $5589851.76     | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1143228.21     | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K092 A2                   | CUSIP: 3137FLYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10450000 | PA      | $10203702.91    | 0.00%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4693                      | CUSIP: 3132DSGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22721320 | PA      | $23546537.84    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13345000 | PA      | $13698814.83    | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8309949.27     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    15643000 | PA      | $11942561.94    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1064672 | PA      | $1001121.36     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2282000 | PA      | $2326134.93     | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $9305775.59     | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     9640000 | PA      | $6880636.39     | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1873                      | CUSIP: 3140XHCK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5851220 | PA      | $5230255.41     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    33000000 | PA      | $32736141.47    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    24100000 | PA      | $24385829.68    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4902                      | CUSIP: 3138Y6NU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4132438 | PA      | $3873833.39     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    56508000 | PA      | $56853159.81    | 0.02%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14193226 | PA      | $13341682.13    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    50735000 | PA      | $47942212.03    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $10320850.68    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5114                      | CUSIP: 3133KYVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25190591 | PA      | $22037416.74    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     3088000 | PA      | $3028841.01     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3228                      | CUSIP: 3140X6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17822277 | PA      | $16829094.92    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1060045.70     | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7273                      | CUSIP: 31417ECK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1229959 | PA      | $1132938.73     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4032                      | CUSIP: 3140J8PS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3438713 | PA      | $3210495.60     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13266524 | PA      | $12017142.10    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3605379.02     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8056                      | CUSIP: 3138WH5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7073073 | PA      | $6371065.48     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $9233536.29     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     8200000 | PA      | $9251348.59     | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8298                      | CUSIP: 3132DWGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40590227 | PA      | $39321108.52    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03814                      | CUSIP: 31292LGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      556819 | PA      | $542175.41      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256598                      | CUSIP: 31371M7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123824 | PA      | $129366.47      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10608061.57    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1965199.09     | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     8786000 | PA      | $8691406.12     | 0.00%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09029                      | CUSIP: 31292SA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13503541 | PA      | $12413492.40    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDS5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    12585000 | PA      | $12352954.26    | 0.00%             | 2037-05-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3295000 | PA      | $3013364.82     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09049                      | CUSIP: 31292SBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1143091 | PA      | $1136259.44     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                         | WOART 2023-D A4                | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1022062.40     | 0.00%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    11500000 | PA      | $11393635.16    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    16710000 | PA      | $16741028.63    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4518                        | CUSIP: 36202FAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      558888 | PA      | $542494.27      | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2267872.09     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     9167000 | PA      | $8797892.01     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5621525.70     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TX ST TRANSN-1ST TIER          | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12620000 | PA      | $12839357.05    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4260757.32     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1038426.26     | 0.00%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    49968000 | PA      | $49401960.53    | 0.01%             | 2036-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 4651387N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    29730000 | PA      | $25084665.67    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5057016.61     | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1083                      | CUSIP: 3140XGFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34945071 | PA      | $29930152.94    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     9095000 | PA      | $9196610.62     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3517                      | CUSIP: 31418C4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      764279 | PA      | $745654.79      | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-1 A                 | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    11600000 | PA      | $11752652.52    | 0.00%             | 2029-04-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5125                      | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12970270 | PA      | $11317903.11    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $5217657.21     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91752                      | CUSIP: 3128P75M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      514041 | PA      | $503881.28      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5939115.33     | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    21895000 | PA      | $19579449.89    | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7675551.60     | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6308361.82     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $6411061.39     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     3025000 | PA      | $2480251.74     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06996                      | CUSIP: 3128M9C91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      229707 | PA      | $229035.18      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     2500000 | PA      | $2579939.01     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $16756483.17    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18438                      | CUSIP: 3128MMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      167035 | PA      | $165595.88      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    25569000 | PA      | $23729288.92    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24968                      | CUSIP: 31297CQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2870 | PA      | $2956.86        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6013746.37     | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   466952000 | PA      | $480759915.40   | 0.13%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    15104000 | PA      | $14942224.44    | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS CONV CTR                | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3085000 | PA      | $3422442.24     | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    12257000 | PA      | $9015327.37     | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51442                      | CUSIP: 3128KDS71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6682 | PA      | $6964.14        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6925                      | CUSIP: 3140XAVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2738706 | PA      | $2561363.27     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     6710000 | PA      | $6831667.68     | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3043001.13     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS             | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    10844668 | PA      | $11109516.64    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A3                | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3522161.30     | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | JPMDB 2019-COR6 A4             | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12525000 | PA      | $11399999.49    | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     9129000 | PA      | $8951342.55     | 0.00%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0525                      | CUSIP: 3138M3SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1869515 | PA      | $1761896.61     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780ED4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    15500000 | PA      | $14782603.22    | 0.00%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   358635000 | PA      | $353675748.60   | 0.10%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08739                      | CUSIP: 3128MJZD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      690797 | PA      | $662058.17      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64718                      | CUSIP: 3128KVG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4261 | PA      | $4472.63        | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7544540.40     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0206                      | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41700894 | PA      | $42438149.26    | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    54505000 | PA      | $56321240.69    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5451                      | CUSIP: 3140QRBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7575626 | PA      | $7764443.57     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $12059593.55    | 0.00%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555678                      | CUSIP: 31385XJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      491706 | PA      | $497714.27      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8178000 | PA      | $7165138.92     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5447750.51     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3441702.37     | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8382                      | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38724144 | PA      | $38320092.85    | 0.01%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8287025.83     | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2648399.71     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4146027.09     | 0.00%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49896                      | CUSIP: 3128KA7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17748 | PA      | $18556.53       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11670000 | PA      | $11924025.55    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    17822000 | PA      | $15288899.40    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4520                      | CUSIP: 31418EAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27106079 | PA      | $23585915.26    | 0.01%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS ST DEV EMPLOYEES-C          | CUSIP: 485428ZY5<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     2025000 | PA      | $2100695.31     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725774                      | CUSIP: 31402DJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11155 | PA      | $11736.27       | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6902                      | CUSIP: 31417DU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1363394 | PA      | $1259098.70     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    12800000 | PA      | $10947471.49    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8503                      | CUSIP: 3132DWNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22179240 | PA      | $20910278.74    | 0.01%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   130079600 | PA      | $110253531.14   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K505 A2                   | CUSIP: 3137HACX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8540000 | PA      | $8635363.62     | 0.00%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    21805000 | PA      | $22124238.41    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28354000 | PA      | $25640072.56    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54832                      | CUSIP: 3132XXLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4522741 | PA      | $4209350.40     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8085                      | CUSIP: 3132D56W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2683609 | PA      | $2538569.57     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2 4/26                    | CUSIP: 21H020642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   151905000 | PA      | $125144792.39   | 0.03%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0057                      | CUSIP: 3142J6B36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54018741 | PA      | $55025796.56    | 0.01%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1346                      | CUSIP: 3132ADP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      233559 | PA      | $232226.24      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    27354000 | PA      | $27504071.48    | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    23505000 | PA      | $22786976.89    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7665105.99     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5072                      | CUSIP: 3138WET66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2419326 | PA      | $2194917.16     | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848285                      | CUSIP: 31300LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42223 | PA      | $44293.88       | 0.00%             | 2040-06-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15637097.85    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4               | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15475000 | PA      | $15315341.33    | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5892012.98     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     9990000 | PA      | $7806763.68     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9907                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    44556525 | PA      | $45413885.81    | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    19268000 | PA      | $18185242.40    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 AM               | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1551827.20     | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    17050000 | PA      | $16860676.08    | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4823877.22     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7919                      | CUSIP: 3133KPYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3654061 | PA      | $3453276.96     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc                                                                 | GERDAU TRADE INC               | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     8600000 | PA      | $8708176.96     | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11132241.23    | 0.00%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4389000 | PA      | $4447585.74     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4442                      | CUSIP: 3138LU5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      236224 | PA      | $246640.76      | 0.00%             | 2042-09-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     4295000 | PA      | $3544455.98     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0644                      | CUSIP: 3140JGWE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      677646 | PA      | $660566.19      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    15845000 | PA      | $15994471.57    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 ATS2              | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8483962 | PA      | $8390334.53     | 0.00%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    14865000 | PA      | $14738249.41    | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7437                      | CUSIP: 3138WHHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      670320 | PA      | $648349.72      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K762 A2                   | CUSIP: 3137HNTK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77075000 | PA      | $76821585.11    | 0.02%             | 2032-09-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6981                      | CUSIP: 3132DUXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10793761 | PA      | $10899552.84    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3607677.87     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0565                      | CUSIP: 3140Y6TX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36539859 | PA      | $37075485.95    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18512                      | CUSIP: 3128MMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1895604 | PA      | $1871403.90     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    47470000 | PA      | $47580733.35    | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     6154000 | PA      | $6094061.55     | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725594                      | CUSIP: 31402DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      222751 | PA      | $228876.20      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18334271 | PA      | $17480812.07    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     4311000 | PA      | $4054658.97     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726323                      | CUSIP: 3620AC4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      359943 | PA      | $366081.42      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K757 A2                   | CUSIP: 3137HH5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $13071571.50    | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J30875                      | CUSIP: 31307L6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      613468 | PA      | $598654.45      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    19208000 | PA      | $19233179.97    | 0.01%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $3799319.21     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K526 A2                   | CUSIP: 3137HDXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8080487.20     | 0.00%             | 2029-07-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8002                      | CUSIP: 3132D53K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13833020 | PA      | $13322772.81    | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704055                      | CUSIP: 36296XE42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      210359 | PA      | $221704.22      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     2785000 | PA      | $2078980.83     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    14056000 | PA      | $14407325.48    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255190                      | CUSIP: 31371LNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219129 | PA      | $225110.62      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5551490.70     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    12600000 | PA      | $12490814.08    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      953159 | PA      | $949992.55      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615447                      | CUSIP: 36290RWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18607 | PA      | $18573.59       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    11580000 | PA      | $8776209.63     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9746901.74     | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    11268000 | PA      | $9943157.30     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10886394.39    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8777905.59     | 0.00%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    24285000 | PA      | $24144380.56    | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3383                      | CUSIP: 31418CXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3971700 | PA      | $3688251.39     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33544                      | CUSIP: 31297N5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12385 | PA      | $12768.97       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     6735000 | PA      | $6866955.12     | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   517554300 | PA      | $524306763.67   | 0.14%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824339                      | CUSIP: 31406YZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4139 | PA      | $4265.79        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4441879.87     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    23289000 | PA      | $23570837.05    | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    29940000 | PA      | $27311342.76    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735912                      | CUSIP: 31402RR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73581 | PA      | $75758.35       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5068084.95     | 0.00%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8135                      | CUSIP: 3140MNBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42925 | PA      | $37752.49       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7556                      | CUSIP: 3140XBME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8023542 | PA      | $7398270.64     | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92179                      | CUSIP: 312940M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1064167 | PA      | $1082073.33     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4403                      | CUSIP: 3140EY3M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      789413 | PA      | $735048.42      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 ASB             | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125317 | PA      | $124450.93      | 0.00%             | 2050-09-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0862                      | CUSIP: 3140Q75Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4169861 | PA      | $3877482.24     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    25760000 | PA      | $17140596.04    | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759137                      | CUSIP: 36230UEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1451941 | PA      | $1400672.57     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0418                      | CUSIP: 3132DMPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15308179 | PA      | $14363976.88    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    12120000 | PA      | $12306666.54    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A2 A                | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     6200000 | PA      | $6269661.34     | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5077                      | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30669415 | PA      | $26979274.33    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2218334.41     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     6000000 | PA      | $6070902.00     | 0.00%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11769000 | PA      | $11563951.13    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K763 A2                   | CUSIP: 3137HPET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40526000 | PA      | $39941104.45    | 0.01%             | 2032-10-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    16218000 | PA      | $16108917.50    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4588000 | PA      | $4636443.97     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | WFCM 2025-5C7 AS               | CUSIP: 95004XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5878623.06     | 0.00%             | 2058-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4072167.60     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    13040000 | PA      | $12540429.03    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    15645000 | PA      | $15130569.66    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    13416000 | PA      | $12085394.75    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B A3                | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6895019 | PA      | $6948569.01     | 0.00%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7375                      | CUSIP: 31417EFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326444 | PA      | $322480.81      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   164435000 | PA      | $178662481.86   | 0.05%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M4 A2                 | CUSIP: 3136BLP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8150000 | PA      | $7541264.28     | 0.00%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4681                      | CUSIP: 3132A5FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5697105 | PA      | $4914238.21     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    34517000 | PA      | $30712396.84    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6289635.53     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60138                      | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1734113 | PA      | $1631038.82     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2684149.57     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9541                      | CUSIP: 36179YS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13897601 | PA      | $14053636.01    | 0.00%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     6675000 | PA      | $6612268.27     | 0.00%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5993759.32     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    13380000 | PA      | $13917399.06    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $3933686.46     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     8640000 | PA      | $8990548.01     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16060000 | PA      | $16478388.72    | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    66998000 | PA      | $64944569.40    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0480                      | CUSIP: 3133BMQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7621650 | PA      | $7573207.15     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    12394000 | PA      | $13135096.31    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1770000 | PA      | $1780563.66     | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5779                      | CUSIP: 3138WFM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      152865 | PA      | $142828.78      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    11025000 | PA      | $11044461.13    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50642                      | CUSIP: 3132XSWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1632398 | PA      | $1519795.51     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8038                      | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9633406 | PA      | $8556866.52     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815464                      | CUSIP: 31406N5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18881 | PA      | $19407.55       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5761                      | CUSIP: 31418FMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46926312 | PA      | $47801144.80    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $6229643.56     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     3488000 | PA      | $3543281.97     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4507                      | CUSIP: 3138M8AH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      596092 | PA      | $549082.84      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6406633.06     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                      | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7733247 | PA      | $6998012.37     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     7184000 | PA      | $7173645.91     | 0.00%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6574                      | CUSIP: 3140XAJU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18775072 | PA      | $16030815.90    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9682                      | CUSIP: 31418XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41549 | PA      | $43356.84       | 0.00%             | 2040-08-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8097                      | CUSIP: 3132DV7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60191978 | PA      | $49001662.99    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1879218.65     | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    12703000 | PA      | $12062106.30    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1133                      | CUSIP: 3138WAHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178039 | PA      | $176661.44      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A4                  | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1012809.00     | 0.00%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0215                      | CUSIP: 3138EGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1905992 | PA      | $1897015.13     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    32798000 | PA      | $33672611.01    | 0.01%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7519                      | CUSIP: 3132DVK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16295535 | PA      | $15193677.73    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8030000 | PA      | $8294080.20     | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    11195000 | PA      | $10714865.35    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                           | STATE PUB SCH-A-QSCB           | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     3448000 | PA      | $3489579.09     | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    14290000 | PA      | $14763510.55    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2595                      | CUSIP: 31418B3D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      694658 | PA      | $666473.33      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $8475808.40     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-TXBL                   | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     9345000 | PA      | $9712677.16     | 0.00%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    24940000 | PA      | $17359397.36    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                          | HDMOT 2024-A A3                | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1752554 | PA      | $1769290.33     | 0.00%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4095652.01     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698375                      | CUSIP: 36296Q2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      818092 | PA      | $813976.29      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8198                      | CUSIP: 36179XDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14589488 | PA      | $13033147.00    | 0.00%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08619                      | CUSIP: 3128MJVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3364116 | PA      | $3061601.50     | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     9295000 | PA      | $7009417.00     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579730                      | CUSIP: 36201DA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6338 | PA      | $6637.71        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     9125000 | PA      | $8367829.21     | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22554000 | PA      | $22973953.70    | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1733                      | CUSIP: 3140XG4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6673633 | PA      | $5913250.86     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10672603.85    | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39795                      | CUSIP: 31297V3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18968 | PA      | $19571.43       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   465356000 | PA      | $473299771.18   | 0.13%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    40677000 | PA      | $41128027.71    | 0.01%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     6415000 | PA      | $4351221.61     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    33116000 | PA      | $32223263.03    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5109                      | CUSIP: 3133KYVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5136508 | PA      | $4625987.52     | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-B                                            | MBALT 2025-B A3                | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16000000 | PA      | $15913438.40    | 0.00%             | 2029-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15355369.84    | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931420                      | CUSIP: 31412PYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      380569 | PA      | $371971.20      | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    23847000 | PA      | $24099669.51    | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08708                      | CUSIP: 3128MJYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145879 | PA      | $1128968.27     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9016                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    67801606 | PA      | $67479656.82    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12328000 | PA      | $12413624.46    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14649                      | CUSIP: 31296PEW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32038 | PA      | $32466.23       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         953 | PA      | $990.20         | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7528                      | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21110819 | PA      | $17337831.80    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    17761000 | PA      | $17742471.95    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    32620000 | PA      | $29405192.34    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735578                      | CUSIP: 31402RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      847729 | PA      | $859641.01      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4333                      | CUSIP: 3140JLY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29687 | PA      | $28268.71       | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7920                      | CUSIP: 3140XBYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7095823 | PA      | $6384904.99     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 A4                | CUSIP: 14320AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $605441.94      | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826968                      | CUSIP: 31407CW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11683 | PA      | $12012.36       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $6491301.96     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     9611000 | PA      | $9680000.72     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5793000 | PA      | $5838478.58     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01882                      | CUSIP: 3128LXCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148192 | PA      | $150466.38      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3809206.92     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4868609.75     | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI6074                      | CUSIP: 3133WCXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1618976 | PA      | $1664057.61     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                 | BASIN ELEC POWER               | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4975434.24     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    11680000 | PA      | $11609134.68    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6614                      | CUSIP: 3132DUK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14160914 | PA      | $14925255.01    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    62452000 | PA      | $64155433.16    | 0.02%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0215                      | CUSIP: 31419AGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3158916 | PA      | $3086604.27     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90699                      | CUSIP: 312938X40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13151 | PA      | $13617.33       | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $10238054.70    | 0.00%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | CGCMT 2019-GC43 A4             | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12380000 | PA      | $11647766.33    | 0.00%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7626737.82     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9226                      | CUSIP: 3140XDHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4339375 | PA      | $3897840.70     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3429628.09     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    13586000 | PA      | $10189533.61    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $2479401.38     | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8092                      | CUSIP: 3132DV7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16551268 | PA      | $14696479.67    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53817                      | CUSIP: 3128KGG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3865 | PA      | $4036.31        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5669000 | PA      | $5722008.95     | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $3629643.20     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     5866000 | PA      | $5779803.96     | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DC48<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     4125000 | PA      | $3967986.83     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     8200000 | PA      | $8527141.18     | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8511                      | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10960768 | PA      | $10101366.81    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      661000 | PA      | $626745.76      | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-UNR          | CUSIP: 47770VCW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       55000 | PA      | $46064.29       | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    10130000 | PA      | $11182622.88    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     9996000 | PA      | $9675132.88     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6474                      | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    70761967 | PA      | $63323964.65    | 0.02%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    25282000 | PA      | $22552016.01    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    17760000 | PA      | $18038096.50    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A A3                 | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4108949 | PA      | $4122108.21     | 0.00%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    17200000 | PA      | $17231017.12    | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24885                      | CUSIP: 31297CNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8627 | PA      | $8880.74        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697930                      | CUSIP: 36296QLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      402422 | PA      | $389894.15      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A4                 | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1120846.98     | 0.00%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5735                      | CUSIP: 31418FLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43375622 | PA      | $43585829.25    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      572290 | PA      | $552729.37      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747493                      | CUSIP: 31403FNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40345 | PA      | $40842.53       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14043                      | CUSIP: 31296NP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39525 | PA      | $40040.58       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7080000 | PA      | $7290652.45     | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    13700000 | PA      | $13441267.40    | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1525                      | CUSIP: 31418AVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1578935 | PA      | $1484621.61     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    26135000 | PA      | $25813982.06    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3131159.90     | 0.00%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595156                      | CUSIP: 36200AE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2444 | PA      | $2538.93        | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4446                      | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11407424 | PA      | $9948794.74     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    11840000 | PA      | $9168514.37     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    18475000 | PA      | $15384019.04    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257016                      | CUSIP: 31371NN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37893 | PA      | $40700.27       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    63117564 | PA      | $56601432.64    | 0.02%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      750000 | PA      | $761909.89      | 0.00%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    45583000 | PA      | $44390652.29    | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     9914000 | PA      | $9193355.62     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08431                      | CUSIP: 3128MJPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      226402 | PA      | $221082.35      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3377                      | CUSIP: 3138WCXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1005384 | PA      | $942765.58      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5043149.84     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58012                      | CUSIP: 3132Y13W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17268 | PA      | $16883.73       | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3026                      | CUSIP: 31418CLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4483362 | PA      | $4171803.57     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     8838000 | PA      | $7862134.55     | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19696                      | CUSIP: 3132JBGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      586304 | PA      | $537706.48      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    21945000 | PA      | $18041671.68    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 990906                      | CUSIP: 31415VYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      674518 | PA      | $694112.72      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3382819 | PA      | $3369262.81     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2114000 | PA      | $2049844.36     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2356947.09     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA               | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     7726000 | PA      | $8610930.85     | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    17182000 | PA      | $16708446.93    | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A3                   | CUSIP: 3137BXHC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8100000 | PA      | $7607370.96     | 0.00%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794978                      | CUSIP: 31405PFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4215 | PA      | $4338.01        | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3773                      | CUSIP: 31427RFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59420711 | PA      | $58856415.86    | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    75317000 | PA      | $73681398.82    | 0.02%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 A4               | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3749212 | PA      | $3743783.42     | 0.00%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    15153000 | PA      | $16309104.76    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3807537.53     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2148721.64     | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    18315000 | PA      | $14081285.87    | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6048397.78     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87354                      | CUSIP: 312934E32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12692 | PA      | $13137.76       | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3160065.96     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5109                      | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8093671 | PA      | $7903498.77     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2211                      | CUSIP: 3132AEN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11141074 | PA      | $10615930.14    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    41175000 | PA      | $41348229.38    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11854000 | PA      | $10842708.47    | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64475                      | CUSIP: 3128KU6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2513 | PA      | $2633.48        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    11575000 | PA      | $11747628.11    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON FINANCING                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3482068.95     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1112                      | CUSIP: 31418AGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197127 | PA      | $191237.83      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A A4                 | CUSIP: 44935CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4014860.40     | 0.00%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    21310000 | PA      | $21380141.72    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8448                      | CUSIP: 3132DWL50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    91017366 | PA      | $94166603.08    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2327                      | CUSIP: 3132DPSQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11916776 | PA      | $11674518.83    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5915                      | CUSIP: 31418FSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9511435 | PA      | $9439603.61     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3946                      | CUSIP: 31427RL40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31296701 | PA      | $31019049.26    | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: 46115HBN6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $1618044.77     | 0.00%             | 2049-09-23      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82795                       | CUSIP: 36225FC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      346006 | PA      | $353357.40      | 0.00%             | 2041-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9361345.58     | 0.00%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5313945.54     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    43376000 | PA      | $24200305.73    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    25630000 | PA      | $22388450.71    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4157                      | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84450574 | PA      | $65273571.56    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9285                      | CUSIP: 3138ERJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1442882 | PA      | $1343063.68     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     3850000 | PA      | $3841115.43     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0262                      | CUSIP: 3140Y6JG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    89403266 | PA      | $92243402.52    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $9910127.87     | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5113                      | CUSIP: 3133KYVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11808300 | PA      | $9996879.94     | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M10 A2                | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35977763 | PA      | $31710393.39    | 0.01%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     4870000 | PA      | $4204709.93     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36970                      | CUSIP: 3132QTW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      236799 | PA      | $227922.38      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2466656.67     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    12917000 | PA      | $11036625.96    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K744 A2                   | CUSIP: 3137H1Z33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4512125 | PA      | $4287949.42     | 0.00%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889455                      | CUSIP: 31410KE42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145863 | PA      | $152573.09      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     6090000 | PA      | $6121878.81     | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7508                      | CUSIP: 3132DVKV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9811147 | PA      | $9132415.72     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     5495000 | PA      | $3675689.43     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0746                      | CUSIP: 3618N5ZL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    83137508 | PA      | $83752676.12    | 0.02%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    19740000 | PA      | $20489958.73    | 0.01%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4516                      | CUSIP: 3140X8AS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7064403 | PA      | $6542735.96     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3781                      | CUSIP: 3138X3FX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      875416 | PA      | $861828.96      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    14060000 | PA      | $10957840.49    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15537                      | CUSIP: 3128MELS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      261417 | PA      | $258771.09      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1787000 | PA      | $1993656.13     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83070                      | CUSIP: 3132L8MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      342677 | PA      | $328313.61      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    40800000 | PA      | $35759666.05    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    13553000 | PA      | $14774936.17    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    19415000 | PA      | $19456961.83    | 0.01%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6860529.12     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5079                      | CUSIP: 36179TUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      500838 | PA      | $493706.94      | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      750000 | PA      | $760341.49      | 0.00%             | 2032-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     8005000 | PA      | $6991023.61     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34710000 | PA      | $32261317.80    | 0.01%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4495852.73     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 AS                 | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5321000 | PA      | $5492476.67     | 0.00%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 AS               | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1905967.64     | 0.00%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1576                      | CUSIP: 3132CXXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34789211 | PA      | $33473966.18    | 0.01%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    10600000 | PA      | $9907960.26     | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2887125.24     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19251                      | CUSIP: 31296UH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         878 | PA      | $904.97         | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 AS               | CUSIP: 07335CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $973196.70      | 0.00%             | 2052-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $12975935.14    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    15000000 | PA      | $13280990.30    | 0.00%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $14314843.96    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2086                      | CUSIP: 3138EJJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45162 | PA      | $47163.14       | 0.00%             | 2042-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | HOWARD UNIV                    | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2582873.08     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1812470.98     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5935139.70     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 754287                      | CUSIP: 31403N6Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17096 | PA      | $17245.47       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5764                      | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      683388 | PA      | $671949.92      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0042                      | CUSIP: 3140XTBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27706500 | PA      | $22555573.18    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3069908.22     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4655                      | CUSIP: 3132DSE40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14281238 | PA      | $14161680.86    | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7039                      | CUSIP: 3138WGZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2475004 | PA      | $2435517.85     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2670116.06     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0977                      | CUSIP: 3140XGCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15492117 | PA      | $13843164.17    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     6905000 | PA      | $6302298.97     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4010000 | PA      | $3918893.86     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    30738000 | PA      | $28758872.79    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   611841300 | PA      | $607132991.53   | 0.17%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52279000 | PA      | $54225167.33    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4665                      | CUSIP: 3140XLFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10088878 | PA      | $10041777.82    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4563                      | CUSIP: 3140QQB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16166038 | PA      | $16073138.19    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96591                      | CUSIP: 312945KC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      699723 | PA      | $682924.45      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2681796.69     | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV           | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     3398000 | PA      | $3301160.40     | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4842896.53     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    16713000 | PA      | $16392250.85    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    30283000 | PA      | $26861714.18    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6286125.89     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    53605000 | PA      | $54365679.27    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 A5              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5300000 | PA      | $5567193.14     | 0.00%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01749                      | CUSIP: 31283H5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      640789 | PA      | $659761.17      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     5190000 | PA      | $3484147.69     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11014450.65    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    19406000 | PA      | $14746607.66    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    10450000 | PA      | $5722791.61     | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3654                      | CUSIP: 3142GUBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28330779 | PA      | $28976247.40    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89941                      | CUSIP: 312937BJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      863933 | PA      | $861803.21      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 A3                | CUSIP: 379957AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1705444.25     | 0.00%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1751                      | CUSIP: 3132DN5L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9169243 | PA      | $7863406.15     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3193477.64     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     4168000 | PA      | $2619988.46     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4365000 | PA      | $4290187.24     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64981                      | CUSIP: 3128KVRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85345 | PA      | $89403.56       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $9039340.52     | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4280                      | CUSIP: 3133GAXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138356 | PA      | $128138.87      | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12839000 | PA      | $13026537.92    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15515000 | PA      | $15546616.25    | 0.00%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19195000 | PA      | $18317800.21    | 0.00%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | HOAG MEMORIAL                  | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $5075861.96     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                | BMARK 2022-B34 A5              | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2675000 | PA      | $2470975.61     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 A5              | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13550000 | PA      | $12040749.51    | 0.00%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M7 A2                 | CUSIP: 3136B1K86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3434400 | PA      | $3372067.65     | 0.00%             | 2028-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40045                      | CUSIP: 3132WDBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59126 | PA      | $55121.74       | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     5307000 | PA      | $5368175.23     | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    13025000 | PA      | $11988920.66    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    19058000 | PA      | $17985080.65    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6733                      | CUSIP: 3140XAPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4150124 | PA      | $4004953.84     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $5648006.71     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    34687000 | PA      | $18598561.58    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5679509.53     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11462534.55    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41390                      | CUSIP: 3128K1RK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7374 | PA      | $7603.24        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4392                      | CUSIP: 3140QP3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13876583 | PA      | $13451382.57    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2722                      | CUSIP: 3138WQAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15859676 | PA      | $14543477.90    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    58000000 | PA      | $58955326.95    | 0.02%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01371                      | CUSIP: 31292HQY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35916 | PA      | $37730.87       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     6566000 | PA      | $6523360.81     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0824                      | CUSIP: 3132DM4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18252007 | PA      | $15652649.33    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $15705109.08    | 0.00%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7083000 | PA      | $6334311.30     | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3960                      | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10838369 | PA      | $9624463.85     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    26250000 | PA      | $26377025.26    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5228                        | CUSIP: 36202FYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16788 | PA      | $16731.85       | 0.00%             | 2026-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1273                      | CUSIP: 31418AMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      784899 | PA      | $740045.73      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     6071000 | PA      | $6074392.29     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8267                      | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37300441 | PA      | $37062777.36    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A5              | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2252856.66     | 0.00%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7037440.51     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3619896.22     | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2041419.92     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2521                      | CUSIP: 36179QYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4201816 | PA      | $3951440.08     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00530                      | CUSIP: 31292GST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         458 | PA      | $464.66         | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3735                      | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19934588 | PA      | $18057238.40    | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6983                      | CUSIP: 3140QEXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11094658 | PA      | $9073650.71     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2832                      | CUSIP: 31418CEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10848268 | PA      | $10317372.86    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    14213000 | PA      | $14034083.54    | 0.00%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5098                      | CUSIP: 3140J9UY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4239161 | PA      | $4267789.70     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3822                      | CUSIP: 3140XKG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15772936 | PA      | $16251924.13    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23705000 | PA      | $22314477.84    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831116                      | CUSIP: 31407HK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85378 | PA      | $86606.08       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    29910000 | PA      | $25070801.28    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8172                      | CUSIP: 3132DWCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   105373897 | PA      | $85322782.51    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2267444.07     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8882000 | PA      | $7621095.46     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    28148000 | PA      | $28430546.56    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1594                      | CUSIP: 31427NXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19277877 | PA      | $19467750.63    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 A4              | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9825000 | PA      | $9732776.66     | 0.00%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4479141.80     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $23312760.42    | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2102                      | CUSIP: 3140E6KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1016421 | PA      | $921982.88      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6850743.58     | 0.00%             | 2056-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    67875000 | PA      | $68084449.86    | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4723                      | CUSIP: 3140X8G92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7573382 | PA      | $5846521.75     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3630                      | CUSIP: 3140QPA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260773 | PA      | $246770.14      | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $3596818.76     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5897                      | CUSIP: 3138WTRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2817304 | PA      | $2581761.31     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08796                      | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7645653 | PA      | $7115869.96     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $4002538.67     | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9135                      | CUSIP: 3140QVEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17957082 | PA      | $18362563.97    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    12571000 | PA      | $11874114.44    | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5755369.01     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    31651000 | PA      | $30632605.37    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5694                      | CUSIP: 3132DTKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18838077 | PA      | $19626370.92    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0867                      | CUSIP: 3138EG6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8358 | PA      | $8331.75        | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15790                      | CUSIP: 3132J62Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      312213 | PA      | $286934.22      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2163796.04     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4303932.74     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 AS              | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2689894.71     | 0.00%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154ER6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     6758000 | PA      | $6670547.41     | 0.00%             | 2031-01-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7937                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   102320298 | PA      | $91341278.63    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR6885                      | CUSIP: 3138W4UK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      391725 | PA      | $386597.23      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9229                      | CUSIP: 3138ERHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      506432 | PA      | $500332.81      | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   468475000 | PA      | $471768964.84   | 0.13%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    13672000 | PA      | $13829389.94    | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4740                      | CUSIP: 3140HJHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2327505 | PA      | $2217796.64     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4203000 | PA      | $3037866.77     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08818                      | CUSIP: 3128MJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4480295 | PA      | $4383375.42     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7425861.56     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    32521000 | PA      | $28735313.28    | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3702910.73     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                 | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7227012.56     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    27145000 | PA      | $25349592.75    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     8951000 | PA      | $8685068.55     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    20600000 | PA      | $21634303.77    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3212000 | PA      | $3346121.43     | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    20375000 | PA      | $20137266.85    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    28700000 | PA      | $28910095.10    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5023                      | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16251990 | PA      | $15930699.71    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    54500000 | PA      | $55292153.29    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14937230.28    | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      392148 | PA      | $377301.63      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942537                      | CUSIP: 31413DS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11304 | PA      | $12173.04       | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9958652.57     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     2950000 | PA      | $2909230.30     | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310110                      | CUSIP: 31374CN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      285089 | PA      | $298566.15      | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10378                      | CUSIP: 3132HLM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      563133 | PA      | $519314.06      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2508834 | PA      | $2492421.78     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256939                      | CUSIP: 31371NLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17135 | PA      | $18435.68       | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879023                      | CUSIP: 31409USL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24300 | PA      | $25055.13       | 0.00%             | 2036-02-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2137737.95     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4742                      | CUSIP: 3138M8HU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      982075 | PA      | $972085.58      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83495                      | CUSIP: 3132L83C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3011940 | PA      | $2804177.53     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4206                      | CUSIP: 31418DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18737823 | PA      | $17354137.94    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2470                      | CUSIP: 3132AEW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24485384 | PA      | $24356610.70    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1869                      | CUSIP: 3140XHCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1922582 | PA      | $1785373.20     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5342                      | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175759 | PA      | $167309.70      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1374                      | CUSIP: 3140XGQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26351202 | PA      | $23241741.86    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    11900000 | PA      | $11859844.45    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A3                | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2508268.25     | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723540                      | CUSIP: 3620A9ZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      684061 | PA      | $695776.85      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $6830137.26     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $6023130.23     | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4654                      | CUSIP: 31418EE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56520074 | PA      | $51885874.84    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     9785000 | PA      | $11059112.42    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95083                      | CUSIP: 312943UG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1771014 | PA      | $1730315.02     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $12241490.36    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   727133600 | PA      | $721197237.66   | 0.20%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   859682000 | PA      | $753598582.30   | 0.21%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                   | GE VERNOVA INC                 | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     6493000 | PA      | $6412937.93     | 0.00%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 590080                      | CUSIP: 31387PQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2150 | PA      | $2256.74        | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    16340000 | PA      | $10207931.78    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     3006000 | PA      | $2626349.74     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16641                      | CUSIP: 31296RLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12767 | PA      | $13099.85       | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    11066000 | PA      | $8006823.25     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    14245000 | PA      | $12093280.73    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5480000 | PA      | $5390401.68     | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 B                 | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      523787 | PA      | $524786.87      | 0.00%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1669                      | CUSIP: 31427N2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34461009 | PA      | $35652677.54    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88026                      | CUSIP: 3129344K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      498599 | PA      | $497462.73      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    15331000 | PA      | $15325441.97    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9764008.46     | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9169143.43     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     6100000 | PA      | $5994190.44     | 0.00%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    45401000 | PA      | $50948684.39    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | MSC 2016-UB11 A4               | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $7247695.50     | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5090                      | CUSIP: 3133KYUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28989717 | PA      | $25468846.25    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K739 A2                   | CUSIP: 3137F64P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19894613 | PA      | $19259609.14    | 0.01%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4106105 | PA      | $3783255.29     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11450352.17    | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6684                      | CUSIP: 36179VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1016069 | PA      | $976685.03      | 0.00%             | 2035-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    11000000 | PA      | $9715907.04     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    15025000 | PA      | $14893436.30    | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02462                      | CUSIP: 3128M4B77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      125170 | PA      | $130996.32      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06061                      | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1976590 | PA      | $1930546.67     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $3284058.70     | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    11760000 | PA      | $9343924.83     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A3               | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775842 | PA      | $774835.64      | 0.00%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5817000 | PA      | $5970576.45     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05749                      | CUSIP: 3128M7WJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63026 | PA      | $66164.48       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     8638000 | PA      | $7673495.38     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1792554.30     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8048630.72     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    26715000 | PA      | $26588681.53    | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6566773 | PA      | $6029779.14     | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5756283 | PA      | $5493949.73     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21319                      | CUSIP: 3132JNPC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2280093 | PA      | $2146333.57     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1059                      | CUSIP: 31418AE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2713050 | PA      | $2668137.18     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6787                      | CUSIP: 3133BGRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2877451 | PA      | $2421349.90     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8073                      | CUSIP: 3132D56J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34520605 | PA      | $31200029.79    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K088 A2                   | CUSIP: 3137FKZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12725000 | PA      | $12574500.15    | 0.00%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787109                      | CUSIP: 3622ACYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10392510 | PA      | $10978163.50    | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp            | TRITON CONTAINER               | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     7473000 | PA      | $7316292.26     | 0.00%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8108                      | CUSIP: 3132DWAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5113092 | PA      | $4540102.76     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 AS              | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3062500 | PA      | $3128213.90     | 0.00%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     6643000 | PA      | $6569665.87     | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $5751867.49     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    18664000 | PA      | $18229178.68    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2497925.65     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4856                      | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2063251 | PA      | $1984051.02     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7795                      | CUSIP: 3133KPUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16976699 | PA      | $16879140.66    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5625000 | PA      | $5599297.72     | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $8802551.94     | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    25315000 | PA      | $25388737.44    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 A3                | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      319037 | PA      | $319431.53      | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677329                      | CUSIP: 36295QPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40906 | PA      | $43092.01       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     2427000 | PA      | $2705467.87     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    19900000 | PA      | $17547594.64    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    54450000 | PA      | $54411796.82    | 0.01%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   744671400 | PA      | $746736701.45   | 0.20%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1170000 | PA      | $953394.04      | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3489680.59     | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     5060000 | PA      | $4850488.55     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8332                      | CUSIP: 3132D6HH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19845 | PA      | $19402.85       | 0.00%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    13242000 | PA      | $10977012.52    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     3330000 | PA      | $3340094.10     | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN2000                      | CUSIP: 3140JJGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      678882 | PA      | $662535.20      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730885                      | CUSIP: 31402J6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30816 | PA      | $31195.16       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4066215.46     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                                                   | APTARGROUP INC                 | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     6012000 | PA      | $5967606.85     | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2226                      | CUSIP: 31334YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14051379 | PA      | $12728930.91    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    15386000 | PA      | $15063617.28    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10087                      | CUSIP: 31296JCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12858 | PA      | $13202.77       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    28200000 | PA      | $28090374.05    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0361                      | CUSIP: 3132CWMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8516553 | PA      | $8194425.27     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    41850000 | PA      | $39627970.07    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    70741000 | PA      | $69047071.85    | 0.02%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 AS              | CUSIP: 90353KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1702246.53     | 0.00%             | 2051-10-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7216                      | CUSIP: 3140QFAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9957309 | PA      | $8143481.98     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6760                      | CUSIP: 3132DUQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11953697 | PA      | $11888739.35    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48063                      | CUSIP: 3128K85Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17589 | PA      | $18149.15       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0009                      | CUSIP: 31418MAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18711 | PA      | $19582.62       | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3012132.87     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5004033.96     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0384                      | CUSIP: 3133B9M92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      926138 | PA      | $814610.16      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     6899000 | PA      | $6842636.44     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    26953000 | PA      | $29050618.45    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     6947000 | PA      | $6877382.97     | 0.00%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12233000 | PA      | $11582747.79    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     8480000 | PA      | $7442911.60     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3805                      | CUSIP: 36179SGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      263408 | PA      | $260849.04      | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0543                      | CUSIP: 3138EGS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2026015 | PA      | $2057489.71     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0291                      | CUSIP: 31427MKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14821616 | PA      | $15142402.01    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     4901000 | PA      | $4645338.03     | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4265000 | PA      | $4352552.94     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    25700000 | PA      | $26299155.00    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    35222000 | PA      | $35324035.96    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     8160000 | PA      | $8121109.28     | 0.00%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $8137988.18     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $982185.81      | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10010773.60    | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP-TXBL          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     2610000 | PA      | $2617852.97     | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4285086.40     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6310                      | CUSIP: 3138WGAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50223 | PA      | $46790.14       | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   828238000 | PA      | $833899785.27   | 0.23%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8257                      | CUSIP: 3132D6E63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7676970 | PA      | $7849053.38     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47414                      | CUSIP: 3128K8GX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43136 | PA      | $43813.12       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10479911.41    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38062                      | CUSIP: 31297T5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17301 | PA      | $17583.41       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3778000 | PA      | $3713310.75     | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7348000 | PA      | $7180183.69     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12960000 | PA      | $13758455.34    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA9577                      | CUSIP: 31416TUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      195350 | PA      | $194867.67      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10630948 | PA      | $10169300.16    | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    25835000 | PA      | $25528521.83    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    20500000 | PA      | $14856072.46    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5272                      | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48038778 | PA      | $49144520.09    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    16905000 | PA      | $16836253.46    | 0.00%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677142                      | CUSIP: 36295QHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      563834 | PA      | $560626.22      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     5120000 | PA      | $4335918.75     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    14380000 | PA      | $14506238.45    | 0.00%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    34680000 | PA      | $34691652.96    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    10932000 | PA      | $10766909.45    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2484143.58     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6061                      | CUSIP: 3140X9WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2119394 | PA      | $1739947.68     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10260061 | PA      | $8675434.84     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    21924000 | PA      | $19330451.21    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     8052000 | PA      | $4496799.90     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7253                      | CUSIP: 36179WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7409170 | PA      | $5843407.53     | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 490109                      | CUSIP: 31382RN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         878 | PA      | $894.66         | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 AS              | CUSIP: 46645UAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2950000 | PA      | $2909119.20     | 0.00%             | 2049-12-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1593                      | CUSIP: 3132ADXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1799872 | PA      | $1669733.15     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1701                      | CUSIP: 31427N3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39367717 | PA      | $39701822.61    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   910649000 | PA      | $609067658.65   | 0.17%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4321616 | PA      | $4250632.97     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    13298000 | PA      | $11565121.75    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    14340000 | PA      | $14531574.83    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $11082360.68    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3245                      | CUSIP: 3140XJTB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6955387 | PA      | $7041803.27     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1507                      | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    82431956 | PA      | $66952438.29    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8057                      | CUSIP: 3132DV5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2143622 | PA      | $1977910.20     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    12345000 | PA      | $11667944.58    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    39375000 | PA      | $39466063.51    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2784080.96     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     9877000 | PA      | $9865532.80     | 0.00%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5613608.99     | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $5875358.52     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2118000 | PA      | $2147073.52     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 587832                      | CUSIP: 31387MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1582 | PA      | $1661.25        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8238                      | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53631502 | PA      | $51988146.65    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51165                      | CUSIP: 3128KDJJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14457 | PA      | $15506.33       | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $817087.90      | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8328                      | CUSIP: 3132DWHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53954236 | PA      | $52140812.46    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     6900000 | PA      | $6805075.23     | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0405                      | CUSIP: 3132ACNW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2717491 | PA      | $2696773.35     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5116562.70     | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     2694000 | PA      | $2351465.19     | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6542                      | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11767782 | PA      | $10960220.61    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH8689                      | CUSIP: 3140GXUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4727139 | PA      | $4508752.90     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2940364.11     | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5841                      | CUSIP: 3133BTP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14217286 | PA      | $14367267.94    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    10135000 | PA      | $9055927.10     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3734                      | CUSIP: 3138ELEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110865 | PA      | $115828.87      | 0.00%             | 2043-06-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1235                      | CUSIP: 31427NLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27484361 | PA      | $27403719.21    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1697                      | CUSIP: 3132DN3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7469329 | PA      | $7266132.44     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08824                      | CUSIP: 3128MJ4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6659798 | PA      | $6353593.65     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    25475000 | PA      | $26025759.94    | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190396                      | CUSIP: 31368HNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1530800 | PA      | $1525366.32     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4                        | GMCAR 2022-4 A3                | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185622 | PA      | $185677.80      | 0.00%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    23591000 | PA      | $20801003.12    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $21866111.66    | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $5811358.54     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     3355000 | PA      | $3268427.90     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79056263 | PA      | $71271608.53    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A4                | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3550000 | PA      | $3647911.49     | 0.00%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2571478.05     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    23214000 | PA      | $24067912.23    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    17692000 | PA      | $15706340.36    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15213782.98    | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6973000 | PA      | $6232953.42     | 0.00%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp Pte Ltd                                              | EQUINIX ASIA FIN               | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |     9370000 | PA      | $9176362.25     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4660627.39     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22604720 | PA      | $20235774.29    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00581                      | CUSIP: 31292GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         507 | PA      | $532.61         | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $9310737.86     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03507                      | CUSIP: 3128M5GQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11764 | PA      | $12319.29       | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     5255000 | PA      | $4175344.46     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5908000 | PA      | $6349280.37     | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    26095000 | PA      | $23256093.77    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     9270000 | PA      | $9670849.74     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31800000 | PA      | $31217577.78    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    15100000 | PA      | $10476010.82    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6218                      | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4472470 | PA      | $4010741.14     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51963                      | CUSIP: 3128KEFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         692 | PA      | $722.69         | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    95000000 | PA      | $83635476.49    | 0.02%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54056                      | CUSIP: 3132XWQJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22938 | PA      | $22462.89       | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3308370.48     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3970                      | CUSIP: 3142GUMU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39569990 | PA      | $41027978.11    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5229                      | CUSIP: 3140XLY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11581928 | PA      | $11711347.76    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8375                      | CUSIP: 3138WJJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1552458 | PA      | $1491895.44     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     6845000 | PA      | $7311452.74     | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $5478390.77     | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8180000 | PA      | $8491949.32     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    31713000 | PA      | $28483007.47    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2923                      | CUSIP: 31418CG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4367008 | PA      | $4234122.17     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0691                      | CUSIP: 3138XBXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1319406 | PA      | $1280442.78     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00702                      | CUSIP: 31292GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8034 | PA      | $8185.55        | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    10060000 | PA      | $10049749.37    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782376                      | CUSIP: 36241KT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      211496 | PA      | $223197.05      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     8460000 | PA      | $5950132.87     | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2205208.52     | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    23057000 | PA      | $21629643.77    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    26900000 | PA      | $26606219.58    | 0.01%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     8738000 | PA      | $8046844.47     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7016491.99     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01345                      | CUSIP: 31292HP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43359 | PA      | $45520.18       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    72867000 | PA      | $71099053.00    | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18536                      | CUSIP: 3128MMS20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      335845 | PA      | $327913.12      | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1862000 | PA      | $1828088.39     | 0.00%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735989                      | CUSIP: 31402RUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      482633 | PA      | $494732.15      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     9775000 | PA      | $9508116.11     | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     5062000 | PA      | $5040076.05     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $8311778.05     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    10900000 | PA      | $9403001.93     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8351                      | CUSIP: 3132DWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10067857 | PA      | $10442164.72    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2485589.47     | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID -A           | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $3382335.00     | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    12750000 | PA      | $12655643.12    | 0.00%             | 2057-05-10      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      444295 | PA      | $446551.98      | 0.00%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4306                      | CUSIP: 31418DYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34830644 | PA      | $29543703.86    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 864459                      | CUSIP: 31408YMG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6884 | PA      | $7076.70        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01091                      | CUSIP: 31283HF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2116 | PA      | $2221.49        | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2681                      | CUSIP: 3140QM6T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8617693 | PA      | $8024217.91     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2472365.13     | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4541                      | CUSIP: 31418EBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7787545 | PA      | $6972856.09     | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      813084 | PA      | $806269.77      | 0.00%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4747                      | CUSIP: 3132A5HY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4577811 | PA      | $4255397.44     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    12072000 | PA      | $10563080.82    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      700000 | PA      | $689111.02      | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M7 A2                 | CUSIP: 3136B4QB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8265545 | PA      | $8034299.48     | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1022335800 | PA      | $955245013.13   | 0.26%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5136                      | CUSIP: 3138XUV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      788971 | PA      | $760185.20      | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0040                      | CUSIP: 3142J6BJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28972596 | PA      | $29103948.77    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     5561000 | PA      | $5299591.01     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11200000 | PA      | $11127599.23    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08484                      | CUSIP: 3128MJRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1237544 | PA      | $1142112.57     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   749222000 | PA      | $532767081.56   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2451                      | CUSIP: 3132DPWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12541552 | PA      | $13222406.22    | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    55040000 | PA      | $54491220.07    | 0.01%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-C                                                    | JDOT 2024-C A4                 | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2450826.63     | 0.00%             | 2031-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    36376003 | PA      | $33319121.57    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0874                      | CUSIP: 3140JG6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      303533 | PA      | $289036.34      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62770                      | CUSIP: 31287NCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4586 | PA      | $4818.11        | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8032991.49     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    24000000 | PA      | $24395150.07    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11329685.73    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6850000 | PA      | $7062724.63     | 0.00%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4216945.25     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5              | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4965000 | PA      | $4888343.38     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995515                      | CUSIP: 31416B3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128354 | PA      | $127895.03      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2462392.47     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5294090.17     | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0012                      | CUSIP: 3142J6AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3803128 | PA      | $3751561.09     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8574                      | CUSIP: 3132A9Q34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2846173 | PA      | $2791327.19     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11030787.14    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    12775000 | PA      | $12586773.33    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $7273379.61     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10830000 | PA      | $11016237.37    | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9251000 | PA      | $7521425.77     | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2086                      | CUSIP: 3132AEJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7454910 | PA      | $6901907.76     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545195                      | CUSIP: 31385HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1303 | PA      | $1368.32        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    21550000 | PA      | $16423703.80    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    10227000 | PA      | $9540796.60     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 A3               | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8250000 | PA      | $8514018.98     | 0.00%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6572000 | PA      | $6367166.86     | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                                   | FLOWSERVE CORP                 | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3688715.08     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95796                      | CUSIP: 312944NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      699560 | PA      | $683093.22      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    22075000 | PA      | $19380201.51    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     7660000 | PA      | $8833423.31     | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3404                      | CUSIP: 3133KJX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18720176 | PA      | $15409552.50    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     2368000 | PA      | $2335404.64     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6579                      | CUSIP: 3138EBJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      514841 | PA      | $499307.71      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8806                      | CUSIP: 3140XQYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26920861 | PA      | $27354184.37    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    49100000 | PA      | $49868962.12    | 0.01%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5944233.96     | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16305000 | PA      | $15226347.14    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8816                      | CUSIP: 3140HNYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1151345 | PA      | $1160200.28     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37992                      | CUSIP: 3132QU3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2097749 | PA      | $2017655.23     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1778272.58     | 0.00%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9711531.74     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    16000000 | PA      | $11843859.37    | 0.00%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30581598.03    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    27431000 | PA      | $27251700.17    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    30600000 | PA      | $31748704.79    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M4 A2                 | CUSIP: 3136B35Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8064907 | PA      | $7831324.34     | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    16500000 | PA      | $14870115.71    | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    15150000 | PA      | $14476579.92    | 0.00%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8563                      | CUSIP: 31417FQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      887354 | PA      | $813451.35      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15150160.76    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4343                      | CUSIP: 31418DZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26715635 | PA      | $20582270.15    | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K515 A2                   | CUSIP: 3137HBPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9950000 | PA      | $10245512.02    | 0.00%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    38947000 | PA      | $43195212.18    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     8000000 | PA      | $7929751.88     | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     7725000 | PA      | $7688257.58     | 0.00%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41048                      | CUSIP: 3128K1EV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10272 | PA      | $10583.83       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $8968219.20     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12679509.09    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 AS               | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2190448.93     | 0.00%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   428496000 | PA      | $379905222.05   | 0.10%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 B                 | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9080204.40     | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22375000 | PA      | $22576366.66    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5320000 | PA      | $3596085.77     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    19100000 | PA      | $14770563.30    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1369118.62     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61932                      | CUSIP: 31335CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1184063 | PA      | $1102387.00     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5796958.46     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   376279000 | PA      | $374809160.16   | 0.10%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      340815 | PA      | $339669.75      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5992460.73     | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6265000 | PA      | $6247867.69     | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4818                      | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8732406 | PA      | $8970245.95     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4122407.46     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5465                      | CUSIP: 36179UCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9037728 | PA      | $8459879.93     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $5217846.44     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4293                        | CUSIP: 36202EXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59036 | PA      | $62411.48       | 0.00%             | 2038-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $6620262.30     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6225459.20     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    16775000 | PA      | $16404326.81    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14783                      | CUSIP: 3128MDRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1775 | PA      | $1771.41        | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4500                      | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66243878 | PA      | $55825710.12    | 0.02%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190391                      | CUSIP: 31368HNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      401243 | PA      | $420204.82      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18717                      | CUSIP: 3128MMYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      487669 | PA      | $485425.46      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6052764.24     | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q39648                      | CUSIP: 3132QWWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      307281 | PA      | $296168.57      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   235905000 | PA      | $229786214.06   | 0.06%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3094170.44     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    15212000 | PA      | $13163351.65    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3600000 | PA      | $2859506.55     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     4226000 | PA      | $3900518.64     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    16400000 | PA      | $16553516.82    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   549215000 | PA      | $346048354.68   | 0.09%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24150000 | PA      | $23729041.64    | 0.01%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0898                      | CUSIP: 3140XF7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22089772 | PA      | $19552193.79    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A2                   | CUSIP: 3137FDES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3222360.57     | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2444                      | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4300982 | PA      | $3917783.26     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09000                      | CUSIP: 31292R7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1152747 | PA      | $1090961.05     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    28078000 | PA      | $21377875.82    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    15100000 | PA      | $15336701.80    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    22550000 | PA      | $19960829.46    | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5126                      | CUSIP: 3140QCVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3444413 | PA      | $3077795.57     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     5175000 | PA      | $3954012.05     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 4/26                  | CUSIP: 01F042442<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -20000000 | PA      | $-19842188.00   | -0.01%            | 2026-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    18263000 | PA      | $18619508.75    | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC5860                      | CUSIP: 3133AQQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21479999 | PA      | $19059456.53    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166209 | PA      | $165247.64      | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 984281                      | CUSIP: 31415MM69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      526121 | PA      | $550385.37      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3185                      | CUSIP: 3140AQRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4255652 | PA      | $4281741.66     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      466729 | PA      | $465608.87      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                           | UBSCM 2018-C14 A4              | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10250000 | PA      | $10197147.93    | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2790220.81     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24031315 | PA      | $20936321.78    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15290000 | PA      | $13171336.41    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9372                      | CUSIP: 3140XDMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1090119 | PA      | $890520.88      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    25952000 | PA      | $17878659.84    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $5810047.61     | 0.00%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9369                      | CUSIP: 3140QVMT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14959952 | PA      | $15291439.28    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740303                      | CUSIP: 31402WNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1823 | PA      | $1870.06        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8878                      | CUSIP: 3140QU2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35152333 | PA      | $36480296.42    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0091                      | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   167260192 | PA      | $165786478.87   | 0.05%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    18064908 | PA      | $18505965.90    | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9438444.26     | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4784                      | CUSIP: 3132A5J55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      409123 | PA      | $379924.84      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-BABS-SUB             | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7015000 | PA      | $7346770.22     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357854                      | CUSIP: 31376KQF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55834 | PA      | $57474.54       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY8224                      | CUSIP: 3138YND61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41602 | PA      | $40848.12       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12875000 | PA      | $13071542.53    | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2681000 | PA      | $3233115.45     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    28707000 | PA      | $29505527.38    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1742782.39     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5241010.96     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    34225000 | PA      | $32816064.43    | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    45000000 | PA      | $37902801.78    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   672733000 | PA      | $539342659.84   | 0.15%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0264                      | CUSIP: 3140Y6JJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26271396 | PA      | $27081348.28    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K549 A2                   | CUSIP: 3137HNNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50000000 | PA      | $50149385.00    | 0.01%             | 2030-09-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    27525000 | PA      | $19444337.48    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6684422.91     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                              | EAGLE MATERIALS                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4470594.39     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                      | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50795773 | PA      | $50329259.14    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1166480.27     | 0.00%             | 2046-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3581468.97     | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     2514000 | PA      | $2719241.55     | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7408                      | CUSIP: 31417EGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      394625 | PA      | $362300.26      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9615                      | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1950161 | PA      | $1912953.25     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                            | GSMS 2016-GS2 A4               | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1433666 | PA      | $1431641.40     | 0.00%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $7179230.83     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8164                      | CUSIP: 3140XQCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50466090 | PA      | $52179676.46    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    13865000 | PA      | $12481703.58    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86249                      | CUSIP: 3129325J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1420377 | PA      | $1418416.78     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Andrew W Mellon Foundation/The                                                   | MELLON FOUNDATIO               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2401403.24     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2322000 | PA      | $1928131.25     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    19751000 | PA      | $18149736.08    | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     3891500 | PA      | $3610975.59     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07942                      | CUSIP: 3128MAEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31054 | PA      | $30859.98       | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    24000000 | PA      | $24077087.92    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1585                      | CUSIP: 3138EHXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4569789 | PA      | $4336465.10     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3934458.31     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6039                      | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8010500 | PA      | $7470794.16     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01589                      | CUSIP: 31283HXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      344455 | PA      | $349133.79      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15648503.42    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    12300000 | PA      | $12452279.19    | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937875                      | CUSIP: 31412XMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68436 | PA      | $71647.95       | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU2650                      | CUSIP: 3138X15L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2372679 | PA      | $2233919.50     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2281213.30     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6294                      | CUSIP: 3138EN7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      347487 | PA      | $344571.14      | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8787                      | CUSIP: 3140XCXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9474679 | PA      | $8083892.22     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      555489 | PA      | $565078.08      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     5695000 | PA      | $6058336.17     | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5942000 | PA      | $6054566.31     | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 B              | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1731335.10     | 0.00%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3278                      | CUSIP: 31418CUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      821346 | PA      | $803365.27      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9174                      | CUSIP: 36179YFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1316705 | PA      | $1372764.45     | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725205                      | CUSIP: 31402CU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1801203 | PA      | $1823900.49     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4414                      | CUSIP: 3138WD3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      751988 | PA      | $701838.64      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO1248                      | CUSIP: 3133WKL53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      453321 | PA      | $445209.59      | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0499                      | CUSIP: 3133KTRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20935941 | PA      | $18346896.07    | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                  | COPAR 2022-2 A4                | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1175000 | PA      | $1174066.11     | 0.00%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $6598850.14     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10286296.06    | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31687006 | PA      | $30211979.30    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3032                      | CUSIP: 3132DQLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16116641 | PA      | $16427680.82    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     9580000 | PA      | $8302460.67     | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9698693.92     | 0.00%             | 2036-06-10      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04334                      | CUSIP: 3128M6EF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      227087 | PA      | $230833.66      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     8300000 | PA      | $8436304.73     | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $8969669.86     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5140                      | CUSIP: 3133KYV97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1478620 | PA      | $1244081.07     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   572598000 | PA      | $546070605.42   | 0.15%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357962                      | CUSIP: 31376KTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29196 | PA      | $30062.79       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2359643.89     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01940                      | CUSIP: 3128LXEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15011 | PA      | $15249.50       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9487                      | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721379 | PA      | $684670.91      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3515124.69     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6116408.00     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6886066.37     | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    27930000 | PA      | $26242414.42    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $11908611.92    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6008                      | CUSIP: 3140QDVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5219815 | PA      | $4821192.72     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A4                | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1775190.90     | 0.00%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8244                      | CUSIP: 3132D6ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5979448 | PA      | $6113480.63     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7928                      | CUSIP: 3140MMY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      538228 | PA      | $521735.43      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    46284000 | PA      | $46170862.02    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2549                      | CUSIP: 31418BZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4086285 | PA      | $3804578.51     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0570                      | CUSIP: 31419AT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262671 | PA      | $265945.79      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9240                      | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    99258617 | PA      | $98725260.29    | 0.03%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF1229                      | CUSIP: 3617G7LJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      919280 | PA      | $853758.62      | 0.00%             | 2048-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    38078000 | PA      | $37878153.45    | 0.01%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8580000 | PA      | $7277006.14     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1104                      | CUSIP: 3133KGGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6491237 | PA      | $5814521.08     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     7970000 | PA      | $8000908.43     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07972                      | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      653490 | PA      | $649170.49      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7317433.42     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3478173.53     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0264                      | CUSIP: 31417YJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      315781 | PA      | $316139.70      | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9842000 | PA      | $9973989.87     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    17969000 | PA      | $14313956.06    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4923548.90     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    13387000 | PA      | $13450756.74    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    15749000 | PA      | $12694264.92    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11000000 | PA      | $10936664.29    | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03475                      | CUSIP: 31292K2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172088 | PA      | $180578.49      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3984                      | CUSIP: 3138WDNA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10823 | PA      | $10643.81       | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A3               | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1456435 | PA      | $1435585.94     | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0696                      | CUSIP: 3140XFX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19009402 | PA      | $16932611.48    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                      | GARTNER GROUP                  | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9264476.93     | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888637                      | CUSIP: 31410GHN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      983559 | PA      | $1028545.99     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6678286 | PA      | $6559458.96     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    92268000 | PA      | $92677123.43    | 0.03%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2165244.10     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0695                      | CUSIP: 3138XBXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      743366 | PA      | $738529.09      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3920272.75     | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $7685502.77     | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO ARPT-BABS-B            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8525000 | PA      | $9338660.95     | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    30555000 | PA      | $19439280.07    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   799213800 | PA      | $798433319.77   | 0.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 498551                      | CUSIP: 31383BZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17298 | PA      | $17506.58       | 0.00%             | 2029-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K742 A2                   | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9950000 | PA      | $9541480.86     | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AZ2123                      | CUSIP: 36197ELC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27615 | PA      | $26226.62       | 0.00%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A4              | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8720418.60     | 0.00%             | 2062-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    29337000 | PA      | $28854775.44    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A3                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1798153 | PA      | $1798751.48     | 0.00%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 628887                      | CUSIP: 31389LUL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1789 | PA      | $1889.58        | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      581182 | PA      | $578162.30      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4921034.23     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3058021.56     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     9678000 | PA      | $9891426.72     | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    10200000 | PA      | $10139794.83    | 0.00%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784307                      | CUSIP: 3622A2YC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1024394 | PA      | $977724.00      | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3956859.95     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08857                      | CUSIP: 3128MJ5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4500746 | PA      | $4290997.83     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    17600000 | PA      | $17478872.69    | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    21700000 | PA      | $22027900.53    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701603                      | CUSIP: 36296UNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39801 | PA      | $40475.72       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A4                | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1790534.38     | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0868                      | CUSIP: 3618N56E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30394990 | PA      | $27862713.33    | 0.01%             | 2056-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     9717000 | PA      | $9567818.69     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8400000 | PA      | $7159740.00     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    17400000 | PA      | $17513974.18    | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    50226000 | PA      | $48119836.43    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08115                      | CUSIP: 3128MJDV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32664 | PA      | $33185.00       | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE REDEV-A-T             | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3600000 | PA      | $3373519.32     | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $4636691.88     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8492                      | CUSIP: 3132DWNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36669388 | PA      | $36183643.43    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3622                      | CUSIP: 3140W4AY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15062428 | PA      | $12702546.05    | 0.00%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A4                  | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $920782.17      | 0.00%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4917                      | CUSIP: 31418EPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5359188 | PA      | $5191624.62     | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2921186.70     | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $7442644.76     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5268449.60     | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $8258125.69     | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5524000 | PA      | $4479852.97     | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    29017000 | PA      | $27374764.08    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9763580.67     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     5512000 | PA      | $5716036.83     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3386                      | CUSIP: 31418CXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97375 | PA      | $97704.41       | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6505000 | PA      | $6633521.50     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4458616 | PA      | $4283206.63     | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $9311508.07     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8341000 | PA      | $8074917.89     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M19 A2                | CUSIP: 3136BJRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14425000 | PA      | $12657752.86    | 0.00%             | 2031-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7559                      | CUSIP: 3140XBMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5417556 | PA      | $4768204.91     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3996                      | CUSIP: 3132E0NM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7731855 | PA      | $7999622.66     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8341361 | PA      | $7675718.48     | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3105160.32     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE7993                      | CUSIP: 3133BH3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3223337 | PA      | $3048234.53     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    28381000 | PA      | $27645461.17    | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0028                      | CUSIP: 3142J6A60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32494889 | PA      | $33100681.28    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5723935.08     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92004                      | CUSIP: 3128P8GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4622835 | PA      | $4545926.63     | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $9614435.83     | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 AS              | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $463850.96      | 0.00%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4409642.03     | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3752                      | CUSIP: 3140QPE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30371189 | PA      | $27928446.12    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     6875000 | PA      | $6869251.55     | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4095                      | CUSIP: 31418DRR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14078318 | PA      | $13056309.23    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0568                      | CUSIP: 3132DMTZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11991682 | PA      | $9807272.70     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5648                      | CUSIP: 36178DHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3321003 | PA      | $3057554.13     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.46.V1)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -2750000000 | NC      | $47379428.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17444406 | PA      | $16363031.10    | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27365 | PA      | $27314.20       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    16114000 | PA      | $16485157.27    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $16875079.69    | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    10645000 | PA      | $11641333.83    | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1838724.99     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     7010000 | PA      | $5763700.54     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-E                   | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1550000 | PA      | $1067595.98     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    17738000 | PA      | $13053397.12    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590132                      | CUSIP: 36201QSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7542 | PA      | $7876.07        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                   | SYNCHRONY BANK                 | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5055338.48     | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1679                      | CUSIP: 36179N2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2366269 | PA      | $2346195.31     | 0.00%             | 2044-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    10695000 | PA      | $11190120.13    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    64000000 | PA      | $64267802.31    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3427678 | PA      | $3403444.02     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO3659                      | CUSIP: 3138LUB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2458783 | PA      | $2321431.84     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | DUKE ENERGY FL                 | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1697155 | PA      | $1631676.67     | 0.00%             | 2029-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15336000 | PA      | $15217742.72    | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9190                      | CUSIP: 3140KVF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5438674 | PA      | $4466658.40     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5010000 | PA      | $5088815.03     | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1385141.93     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2625901.05     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1598642.97     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A4                | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $653104.27      | 0.00%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3150415.69     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13426000 | PA      | $12618606.85    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20826866.84    | 0.01%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2959                      | CUSIP: 3138LTJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      858676 | PA      | $833338.44      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8800                      | CUSIP: 3140XCX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6792696 | PA      | $6039975.73     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A3                  | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3113278 | PA      | $3152931.96     | 0.00%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3915                      | CUSIP: 3132E0K43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25424795 | PA      | $26311934.51    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6820                      | CUSIP: 3133KNSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20516346 | PA      | $16721378.19    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $4170059.24     | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3400000 | PA      | $2981871.38     | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     8785000 | PA      | $8676018.14     | 0.00%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    14130000 | PA      | $13603648.10    | 0.00%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8471000 | PA      | $7784125.26     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8585                      | CUSIP: 3140XCRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2265302 | PA      | $2095139.36     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10870926.79    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $3816540.77     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14791000 | PA      | $11649516.04    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5066939.60     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5667                      | CUSIP: 3140X9JM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6573742 | PA      | $6199896.15     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4492238.19     | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4225                      | CUSIP: 31417AVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4387930 | PA      | $4161012.61     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3604970.38     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    24625000 | PA      | $18707650.61    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08688                      | CUSIP: 3128MJXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3403170 | PA      | $3273351.09     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9425391.63     | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8518                      | CUSIP: 31417VPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      875292 | PA      | $888695.82      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    19625000 | PA      | $19472221.66    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35836                      | CUSIP: 31307SPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      835928 | PA      | $806845.09      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48147                      | CUSIP: 3132WNBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98035 | PA      | $96281.96       | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1098                      | CUSIP: 3140W1GG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29039694 | PA      | $25794488.26    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586149                      | CUSIP: 36201LEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3355 | PA      | $3547.68        | 0.00%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4092                      | CUSIP: 3140GSRN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      760006 | PA      | $744555.55      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4097374.10     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04598                      | CUSIP: 3132GKX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1535000 | PA      | $1495399.71     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH ST TURNPIKE-A-REF           | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4075000 | PA      | $2993083.02     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93337                      | CUSIP: 312941V61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      695645 | PA      | $693602.79      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3956                      | CUSIP: 3140QBME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500090 | PA      | $2313071.87     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 AS              | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3225000 | PA      | $2688182.63     | 0.00%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                         | PVH CORP                       | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    15575000 | PA      | $15720563.66    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11168000 | PA      | $11024267.27    | 0.00%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8431                      | CUSIP: 3132DWLL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9856082 | PA      | $9916166.16     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5408194.51     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5764                      | CUSIP: 3133KMMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49723474 | PA      | $40525979.05    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    13760000 | PA      | $12469515.09    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3471337.62     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7163798.93     | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18317762.81    | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888301                      | CUSIP: 31410F3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61941 | PA      | $63587.16       | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     6300000 | PA      | $6343776.92     | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00730                      | CUSIP: 31292GY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14776 | PA      | $15054.43       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90983                      | CUSIP: 3128P7CU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         115 | PA      | $115.18         | 0.00%             | 2026-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21932                      | CUSIP: 31296YED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22281 | PA      | $22861.19       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5111                      | CUSIP: 3140XLVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14034692 | PA      | $14274850.97    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01644                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      322475 | PA      | $331291.53      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18571                      | CUSIP: 3128MMT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1655729 | PA      | $1609359.11     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8183                      | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   106326372 | PA      | $90020967.58    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5784664.86     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553580                      | CUSIP: 36213F6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6110 | PA      | $6347.70        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3798                      | CUSIP: 31418DGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      498648 | PA      | $480255.12      | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535185                      | CUSIP: 31384VRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1356 | PA      | $1423.11        | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8951515.93     | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     9940000 | PA      | $8140090.94     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                         | CSAIL 2019-C16 A3              | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12500000 | PA      | $12024621.25    | 0.00%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4996                      | CUSIP: 3140X8RS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23169629 | PA      | $18999723.29    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     9325000 | PA      | $7632477.29     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3789                      | CUSIP: 3138X3F72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      720340 | PA      | $709159.26      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53751                      | CUSIP: 3132XWEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18832038 | PA      | $17527126.64    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K075 A2                   | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6975000 | PA      | $6911399.16     | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     5708000 | PA      | $5763359.20     | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8178                      | CUSIP: 3132DWCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   128837777 | PA      | $109080194.47   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8462                      | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52052815 | PA      | $52366074.25    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03464                      | CUSIP: 31292KZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530009 | PA      | $528483.55      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERPV7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1388000 | PA      | $1386056.80     | 0.00%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     3720000 | PA      | $3685562.93     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1836                      | CUSIP: 3140XHBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11050495 | PA      | $9445660.64     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30198665 | PA      | $28267843.79    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08473                      | CUSIP: 3128MJQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5812380 | PA      | $5509476.95     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 A4               | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10625000 | PA      | $10531629.63    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5002414.71     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    16650000 | PA      | $16597354.03    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2360421 | PA      | $2273325.32     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8067552.44     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A4                | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1325000 | PA      | $1330474.37     | 0.00%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    14710000 | PA      | $14600945.80    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3333                      | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3743772 | PA      | $3570816.11     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A1                   | CUSIP: 3137FHPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1119378 | PA      | $1114350.25     | 0.00%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697713                      | CUSIP: 36296QDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33067 | PA      | $34882.13       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2683                      | CUSIP: 3138EJ6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4793 | PA      | $4781.18        | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     7100000 | PA      | $6683684.61     | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    14475000 | PA      | $11379540.45    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4181                      | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    76366294 | PA      | $58953472.93    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M2 A2                 | CUSIP: 3136B3J50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10110058 | PA      | $9991556.17     | 0.00%             | 2028-11-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5664                      | CUSIP: 3140X9JJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6495940 | PA      | $6071807.37     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-UNREFUNDED          | CUSIP: 13063EMK9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    10800000 | PA      | $10680795.00    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5873                      | CUSIP: 3140XMQ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49916758 | PA      | $40543119.37    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0026                      | CUSIP: 3142J6A45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10852546 | PA      | $10702004.05    | 0.00%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    13600000 | PA      | $12307257.48    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    39680000 | PA      | $35806132.03    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    13933000 | PA      | $13998149.23    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     6380000 | PA      | $6705084.75     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2532855.67     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                 | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    63900000 | PA      | $63899608.16    | 0.02%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   216854000 | PA      | $206739792.82   | 0.06%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA4210                      | CUSIP: 31329MVB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22896963 | PA      | $21012210.96    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     2876000 | PA      | $2882494.19     | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1106                      | CUSIP: 31418AGQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3518333 | PA      | $3415556.09     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     9779000 | PA      | $10066206.44    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    14980000 | PA      | $14936234.67    | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 AS               | CUSIP: 08160BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1710925.30     | 0.00%             | 2051-07-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20198237.03    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850281                      | CUSIP: 31408FUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1985 | PA      | $2045.48        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B A4                | CUSIP: 34531QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1013292.80     | 0.00%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2511641.28     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     3990000 | PA      | $4100192.35     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    10165000 | PA      | $9746163.18     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corp                                                           | CAPITAL SOUTHWES               | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     2711000 | PA      | $2660465.08     | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A4                | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $655942.37      | 0.00%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    49425000 | PA      | $49104611.46    | 0.01%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1891                      | CUSIP: 3138WPC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33789 | PA      | $32026.17       | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    30516000 | PA      | $30555205.52    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1282                      | CUSIP: 3140XGM89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2087645 | PA      | $1994982.81     | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8062                      | CUSIP: 3132DV5X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17366299 | PA      | $15441884.03    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    20477000 | PA      | $19875946.79    | 0.01%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8169056.32     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9328                      | CUSIP: 3138MRLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1922344 | PA      | $1814322.73     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8140                      | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18049758 | PA      | $16223283.15    | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745412                      | CUSIP: 31403DDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      330579 | PA      | $340000.86      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3415                      | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8292204 | PA      | $7901344.34     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     9892000 | PA      | $6101023.85     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2176763.99     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3666                      | CUSIP: 3140QPCC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8140890 | PA      | $6883561.14     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4364790 | PA      | $4087178.69     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47040                      | CUSIP: 3128K7ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14060 | PA      | $14285.09       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      940255 | PA      | $934801.79      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    20000000 | PA      | $20836806.27    | 0.01%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    20051000 | PA      | $20838465.05    | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8698000 | PA      | $7282339.29     | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1821626.37     | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25100000 | PA      | $24465689.10    | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826597                      | CUSIP: 31407CKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22454 | PA      | $22769.67       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5585                      | CUSIP: 31418FF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41989543 | PA      | $41459568.08    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    18000000 | PA      | $17390059.50    | 0.00%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     5138000 | PA      | $5388902.06     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11572890.80    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    12540000 | PA      | $10244186.83    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4847                      | CUSIP: 31418EL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5769226 | PA      | $5926359.88     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2211673 | PA      | $2090930.90     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    20400000 | PA      | $16187924.99    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    10340000 | PA      | $10454954.38    | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2007529 | PA      | $1926735.31     | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    22595000 | PA      | $22407638.65    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5126597.09     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $9081028.23     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0997                      | CUSIP: 3618N6DB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36680000 | PA      | $36977199.70    | 0.01%             | 2056-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3497468.70     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4951621.03     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4657                      | CUSIP: 3140W5E75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23183814 | PA      | $22970892.01    | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $20909982.39    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                      | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38661322 | PA      | $39653912.33    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3970000 | PA      | $3997409.99     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A4                | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2238290.34     | 0.00%             | 2030-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736637                      | CUSIP: 3620AQLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116991 | PA      | $120437.58      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q59130                      | CUSIP: 3132Y3EC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82527 | PA      | $78681.15       | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5847294.10     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00834                      | CUSIP: 31292G4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3756 | PA      | $3826.39        | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    24815000 | PA      | $24270076.86    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5388                      | CUSIP: 31418E7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35992685 | PA      | $36212103.20    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C28296                      | CUSIP: 31293SGD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         422 | PA      | $430.77         | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    46020000 | PA      | $38692526.39    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91026                      | CUSIP: 3128P7D75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7851 | PA      | $7883.90        | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5757313.67     | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4202922 | PA      | $4027184.40     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    12810000 | PA      | $12122750.81    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10462000 | PA      | $8400150.33     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9228857 | PA      | $8359725.19     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     8150000 | PA      | $8078565.88     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-REV-A            | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5000000 | PA      | $5056464.00     | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    25775000 | PA      | $25980275.29    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18663                      | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1629690 | PA      | $1586780.94     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5588                      | CUSIP: 31418FF69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18099658 | PA      | $17696591.74    | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6223                      | CUSIP: 3138EN4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2647536 | PA      | $2627733.88     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4416                      | CUSIP: 31418D4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1826547 | PA      | $1684204.86     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   646875000 | PA      | $643716432.28   | 0.18%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9289                      | CUSIP: 3140QHKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12619821 | PA      | $10617498.45    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $8164931.35     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 C                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1267585.38     | 0.00%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4325                      | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   231557137 | PA      | $187748448.82   | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8474                      | CUSIP: 3132DWMX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62168081 | PA      | $61383420.13    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     7461000 | PA      | $7327461.31     | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14592950.98    | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8082                      | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17202574 | PA      | $13296220.67    | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   333295000 | PA      | $296176872.41   | 0.08%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV4539                      | CUSIP: 3140MJBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147723 | PA      | $129922.24      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    28033000 | PA      | $20707463.71    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     4960000 | PA      | $4144479.18     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5945342.20     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51611                      | CUSIP: 3128KDYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4401 | PA      | $4705.08        | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4394                      | CUSIP: 3133BD3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5003377 | PA      | $4847719.64     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8125000 | PA      | $8280179.60     | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27245000 | PA      | $27061537.63    | 0.01%             | 2045-03-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    23250000 | PA      | $23469065.22    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8268                      | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4356572 | PA      | $4406615.28     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7222796.62     | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     5305000 | PA      | $5277620.36     | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A3              | CUSIP: 06427DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      327360 | PA      | $325012.73      | 0.00%             | 2050-02-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8533                      | CUSIP: 3132DWPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35370 | PA      | $35533.60       | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                  | BANK5 2023-5YR4 A3             | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1082017 | PA      | $1123692.28     | 0.00%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD6528                      | CUSIP: 3133B4HD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1012224 | PA      | $855889.95      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885530                      | CUSIP: 31410CY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43740 | PA      | $45725.61       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7439                      | CUSIP: 3140HMHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113140 | PA      | $105065.86      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4571                      | CUSIP: 31418ECH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16757412 | PA      | $14999594.85    | 0.00%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    49300000 | PA      | $50220641.61    | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731217                      | CUSIP: 31402KK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9180 | PA      | $9291.54        | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    30299000 | PA      | $29317307.72    | 0.01%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     6738000 | PA      | $4133921.25     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     3405000 | PA      | $2698611.29     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890236                      | CUSIP: 31410LBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1258359 | PA      | $1252730.98     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    15919000 | PA      | $15718552.94    | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4975671.83     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $6139774.23     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2613786.19     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938805                      | CUSIP: 31412YNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8564 | PA      | $8918.91        | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11127000 | PA      | $11031225.43    | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9308                      | CUSIP: 3140QVKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17604987 | PA      | $17520322.62    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     5851000 | PA      | $5803504.79     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   833402000 | PA      | $840336162.99   | 0.23%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     7000000 | PA      | $7158250.40     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07860                      | CUSIP: 3128MAB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      267440 | PA      | $271860.40      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    12000000 | PA      | $10734193.07    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1989                      | CUSIP: 3140HFF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1052221 | PA      | $977126.97      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5346                      | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148598 | PA      | $141593.50      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8173                      | CUSIP: 3132DWCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   101527119 | PA      | $85957691.87    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8130                      | CUSIP: 3140XQA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14551215 | PA      | $14799075.90    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4433161.20     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4444759.29     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4609                      | CUSIP: 31417BDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      616286 | PA      | $598224.60      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11275000 | PA      | $11531013.18    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7280                      | CUSIP: 3617BBCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66270 | PA      | $64998.22       | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    23200000 | PA      | $23020497.70    | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $17172352.94    | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    11407000 | PA      | $12668583.41    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6075                      | CUSIP: 3138WFXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      502563 | PA      | $482905.89      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35672                      | CUSIP: 31297RJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20003 | PA      | $20320.38       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0903                      | CUSIP: 3131XUAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2863300 | PA      | $2760603.87     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8929                      | CUSIP: 3138W64P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      920760 | PA      | $846135.50      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2177858.18     | 0.00%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    14979000 | PA      | $14862226.68    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37328                      | CUSIP: 31297TD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56782 | PA      | $57691.04       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10175000 | PA      | $9839675.82     | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6202281.38     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3124                      | CUSIP: 31418CPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4274148 | PA      | $4102905.22     | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1263758100 | PA      | $1096606338.74  | 0.30%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     6539000 | PA      | $5735707.63     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794486                      | CUSIP: 31405NUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36995 | PA      | $38038.75       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      160000 | PA      | $189480.18      | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    16404000 | PA      | $16893403.55    | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12699103.15    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN0927                      | CUSIP: 3133G7A45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3510570 | PA      | $3272658.57     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    26075000 | PA      | $23378647.71    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    21558000 | PA      | $20019064.58    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EP6K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    17580000 | PA      | $17698893.54    | 0.00%             | 2027-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5072                      | CUSIP: 31418ET67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49242330 | PA      | $49657162.63    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4831                      | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9109626 | PA      | $8836186.06     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    14240000 | PA      | $14392388.04    | 0.00%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4075                      | CUSIP: 3140W4Q59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63719481 | PA      | $64227401.63    | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0421                      | CUSIP: 3618N5PF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1767086 | PA      | $1654042.30     | 0.00%             | 2055-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1710                      | CUSIP: 3132AD3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98235 | PA      | $93543.58       | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0654                      | CUSIP: 3140XFWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25925781 | PA      | $22330785.42    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     4730000 | PA      | $3887226.45     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     5723000 | PA      | $6020616.25     | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786757                      | CUSIP: 3622ACME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7291919 | PA      | $7421642.17     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2542                      | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      999354 | PA      | $904235.35      | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $4693816.77     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4030                      | CUSIP: 3140QPPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25105871 | PA      | $24383660.25    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    45010000 | PA      | $44758020.87    | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RVR PROJ AGRIC            | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     3235000 | PA      | $3110406.56     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4657                        | CUSIP: 36202FE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      425127 | PA      | $422500.18      | 0.00%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7563                      | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36455491 | PA      | $35646029.95    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    18650000 | PA      | $18007195.70    | 0.00%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M1S A2                | CUSIP: 3136BQCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8600000 | PA      | $8618599.22     | 0.00%             | 2033-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    24443000 | PA      | $25276463.75    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 A4               | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $5691747.33     | 0.00%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4755                      | CUSIP: 3140XLH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19845076 | PA      | $18822136.13    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                      | JDOT 2024-A A4                 | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $8096046.40     | 0.00%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4457000 | PA      | $4580296.75     | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    31475000 | PA      | $23632749.33    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3422                      | CUSIP: 31418CYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      935486 | PA      | $938646.59      | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5902516.07     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   259806000 | PA      | $225229474.27   | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 AM               | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1987135.93     | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     6781000 | PA      | $7028811.73     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10911000.94    | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $9576992.71     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1937                      | CUSIP: 3138AFEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209814 | PA      | $213066.22      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    28805000 | PA      | $28758689.05    | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738374                      | CUSIP: 3620ASJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2960 | PA      | $2955.70        | 0.00%             | 2026-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    40500000 | PA      | $41363487.53    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8455                      | CUSIP: 3132DWMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32296024 | PA      | $33378153.58    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14197                      | CUSIP: 3128MC3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23677 | PA      | $23630.58       | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190338                      | CUSIP: 31368HLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133190 | PA      | $136527.59      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5240                      | CUSIP: 31417BZE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      182437 | PA      | $181619.81      | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    13025000 | PA      | $12525275.97    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM3456                      | CUSIP: 3131XWZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2302250 | PA      | $2213875.89     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1648                      | CUSIP: 3140XGZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19776788 | PA      | $16743970.32    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   301553004 | PA      | $245679635.23   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7512                      | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19721843 | PA      | $17678153.13    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8099                      | CUSIP: 3132DV7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46978370 | PA      | $39935612.55    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7100000 | PA      | $7170973.90     | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0409                      | CUSIP: 3138EGN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374738 | PA      | $365335.50      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53591                      | CUSIP: 3128KF7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1051 | PA      | $1098.76        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6108233.62     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $9971579.29     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251730                      | CUSIP: 31371GST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         145 | PA      | $147.43         | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12034474.82    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     9574000 | PA      | $9094340.52     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    14194000 | PA      | $10789404.36    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $5229382.80     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0036                      | CUSIP: 3138W9BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2588575 | PA      | $2432491.30     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ2245                      | CUSIP: 3138ATP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2023 | PA      | $2016.14        | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1831518 | PA      | $1800862.62     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02488                      | CUSIP: 3128M4CZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8548 | PA      | $8941.91        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0558                      | CUSIP: 3618N5TQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37120007 | PA      | $38472344.89    | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40269                      | CUSIP: 3128K0JN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17003 | PA      | $17524.47       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726415                      | CUSIP: 31402EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7439 | PA      | $7523.07        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     9105000 | PA      | $9626451.49     | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4420575.26     | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3876                      | CUSIP: 36179SJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2033346 | PA      | $2015767.32     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6832                      | CUSIP: 31419HSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147588 | PA      | $154534.74      | 0.00%             | 2040-11-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5778525.84     | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6020                      | CUSIP: 3132DTVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21432878 | PA      | $22160635.51    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1815151.72     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10219642.02    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | WFCM 2025-5C7 A3               | CUSIP: 95004XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58000000 | PA      | $58925500.20    | 0.02%             | 2058-12-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $31546825.91    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    42710000 | PA      | $44150716.22    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A4                | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $753550.50      | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $15993643.66    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                           | GSMS 2019-GSA1 A4              | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5535000 | PA      | $5247047.71     | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 AS               | CUSIP: 08162UBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3890584.40     | 0.00%             | 2052-01-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3452408.43     | 0.00%             | 2056-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5308000 | PA      | $5148316.41     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7918000 | PA      | $7884238.48     | 0.00%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      714000 | PA      | $710938.73      | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9280066.33     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3087                      | CUSIP: 31418CND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6177384 | PA      | $5744243.91     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     9550000 | PA      | $8651594.26     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4427                        | CUSIP: 36202E4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      123319 | PA      | $129760.67      | 0.00%             | 2039-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7944000 | PA      | $5808647.24     | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9816                      | CUSIP: 3140XD4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5317509 | PA      | $5031779.05     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733583                      | CUSIP: 3620AL6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      199348 | PA      | $198235.80      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3726                      | CUSIP: 3133KKD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21840464 | PA      | $17595815.71    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4635                      | CUSIP: 3140X8EH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2560458 | PA      | $2094044.03     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 A5              | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4725000 | PA      | $4172670.65     | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A2                 | CUSIP: 3137FLYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4150000 | PA      | $3999985.80     | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1863                      | CUSIP: 3132AEB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6964575 | PA      | $6454474.73     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1365                      | CUSIP: 3132CXQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3901289 | PA      | $3977766.35     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 AS              | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3057370.80     | 0.00%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2497393.79     | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $2891269.26     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8089000 | PA      | $5213728.71     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC FIN 2014                 | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |     5300000 | PA      | $5177115.51     | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9905                      | CUSIP: 36180AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19084942 | PA      | $18922750.78    | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10919300.11    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                        | GMCAR 2022-2 A4                | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336827 | PA      | $336454.16      | 0.00%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8372                      | CUSIP: 3132D6JR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21810861 | PA      | $22238419.79    | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457782                      | CUSIP: 36208QRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         752 | PA      | $760.24         | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    17000000 | PA      | $15904559.44    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3526879.44     | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5131                      | CUSIP: 3133KYVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19198860 | PA      | $16733791.42    | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57957                      | CUSIP: 3132Y1ZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      205246 | PA      | $200556.19      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                              | MSD INVESTMENT                 | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     4920000 | PA      | $4768565.54     | 0.00%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    30919000 | PA      | $30557010.43    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00665                      | CUSIP: 31292GW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         576 | PA      | $587.20         | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     6455000 | PA      | $6430004.08     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2026353.84     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    10542000 | PA      | $7748101.65     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    35500000 | PA      | $22140907.63    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 B               | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      302583 | PA      | $292164.71      | 0.00%             | 2047-02-10      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    19825000 | PA      | $14812679.11    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10167735.45    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15236                      | CUSIP: 3128PUY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3149 | PA      | $3144.17        | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4238                      | CUSIP: 31418DV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53649823 | PA      | $45539852.81    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01800                      | CUSIP: 3132GE7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      501483 | PA      | $509984.04      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $15523321.33    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7354329.84     | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | WFCM 2024-C63 A5               | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4593215.70     | 0.00%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4380033.32     | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   525486000 | PA      | $513662565.00   | 0.14%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 AS                 | CUSIP: 61692CBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $667855.20      | 0.00%             | 2054-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6400                      | CUSIP: 3132DUDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8531442 | PA      | $9011259.06     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908803                      | CUSIP: 31411HU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68605 | PA      | $71786.17       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $9291996.53     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234D39<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    60781000 | PA      | $60565962.50    | 0.02%             | 2029-01-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8025                      | CUSIP: 3140QF4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7381445 | PA      | $6210268.76     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    30152000 | PA      | $30542540.91    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    29906000 | PA      | $28028010.51    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3749                      | CUSIP: 31417AEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73064 | PA      | $72667.91       | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K745 A2                   | CUSIP: 3137H2NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2849642 | PA      | $2694727.13     | 0.00%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10130888.87    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   594411000 | PA      | $282020153.51   | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816872                      | CUSIP: 31406QQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34837 | PA      | $35836.50       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2097                      | CUSIP: 3132DPKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16620622 | PA      | $14188674.25    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $5223105.25     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1267956.01     | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | BMARK 2019-B15 A5              | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1055000 | PA      | $983824.11      | 0.00%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                  | BANK 2022-BNK39 AS             | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $387790.86      | 0.00%             | 2055-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | WILLIAMSBURG ECON DEV          | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1380000 | PA      | $1386142.93     | 0.00%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931997                      | CUSIP: 31412QNN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      258570 | PA      | $262514.86      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     2094000 | PA      | $2064548.99     | 0.00%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6830000 | PA      | $6836745.93     | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    25575000 | PA      | $22066501.86    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19629040 | PA      | $17541236.61    | 0.00%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    15696000 | PA      | $14768506.52    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    17650000 | PA      | $16656369.76    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    17900000 | PA      | $9985129.84     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8064                      | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7487283 | PA      | $7125004.70     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6418                      | CUSIP: 3133ARDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7349788 | PA      | $6270913.49     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-TXB-C-BABS          | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     7000000 | PA      | $7441886.90     | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1825                      | CUSIP: 3140Y8A30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83319325 | PA      | $82866559.14    | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     8224000 | PA      | $8338706.95     | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6846                      | CUSIP: 3132DUTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38406093 | PA      | $39971994.02    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5479000 | PA      | $5397283.71     | 0.00%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    19575000 | PA      | $17585884.34    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3309                      | CUSIP: 36179RVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      965878 | PA      | $875957.56      | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3867424.46     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4652                      | CUSIP: 3142GVE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49006223 | PA      | $50042347.11    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    17401000 | PA      | $19108066.93    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     7749000 | PA      | $8386820.02     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745944                      | CUSIP: 31403DWD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      545417 | PA      | $552144.79      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12660631.10    | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K759 A2                   | CUSIP: 3137HJZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14300000 | PA      | $14603609.02    | 0.00%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10371049.04    | 0.00%             | 2034-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4594049.34     | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11768884.97    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    11575000 | PA      | $11093896.22    | 0.00%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                  | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4452259.00     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7958                      | CUSIP: 3138WHZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145542 | PA      | $143401.60      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10753103.54    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12740479.43    | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                 | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    40500000 | PA      | $40355264.81    | 0.01%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16823                      | CUSIP: 3128MFYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2797 | PA      | $2793.42        | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    16533000 | PA      | $13393418.75    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2509                      | CUSIP: 31427PYF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46619008 | PA      | $47910597.10    | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5414615.94     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A4                 | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2125000 | PA      | $2127612.26     | 0.00%             | 2029-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4344                      | CUSIP: 3132E0ZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13096398 | PA      | $13572047.78    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    11815000 | PA      | $9725641.14     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4427316.22     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5342                      | CUSIP: 3138AW5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9456 | PA      | $9422.61        | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     8365000 | PA      | $9701878.29     | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     9355000 | PA      | $7770940.80     | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10670000 | PA      | $9590655.20     | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    15425000 | PA      | $15195284.38    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    91933000 | PA      | $93521925.05    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $9636533.88     | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782573                      | CUSIP: 36241K2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      169442 | PA      | $179041.10      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     7390000 | PA      | $8302875.62     | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    43000000 | PA      | $45952121.63    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5185                      | CUSIP: 3138E9XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216559 | PA      | $227003.78      | 0.00%             | 2042-03-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1441                      | CUSIP: 3138ASS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54984 | PA      | $54808.28       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    14817000 | PA      | $14779269.36    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    22600000 | PA      | $23248835.71    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19566                      | CUSIP: 31293FTX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         905 | PA      | $922.08         | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00850                      | CUSIP: 3132GD5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186766 | PA      | $186254.29      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-168 A2                  | CUSIP: 3137HJ6C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13700000 | PA      | $13266238.82    | 0.00%             | 2034-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    21100000 | PA      | $19850615.93    | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2899659.03     | 0.00%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3547614.44     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    35600000 | PA      | $33325682.56    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47221                      | CUSIP: 3128K8AW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4721 | PA      | $4788.86        | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3651788.36     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     5641000 | PA      | $5744680.90     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7622                      | CUSIP: 3138WVPG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2852959 | PA      | $2616613.52     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35687                      | CUSIP: 31297RJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9902 | PA      | $10054.97       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8222153.70     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    13450000 | PA      | $13354874.59    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35652                      | CUSIP: 31297RH59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39896 | PA      | $40518.44       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    47574000 | PA      | $47446483.99    | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3182                      | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6152520 | PA      | $5721123.59     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     6842000 | PA      | $6805272.76     | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7450000 | PA      | $6401292.56     | 0.00%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A1                   | CUSIP: 3137H13N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2486644 | PA      | $2297772.83     | 0.00%             | 2030-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    12400000 | PA      | $8744659.18     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    15275000 | PA      | $8920109.50     | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      541000 | PA      | $428132.37      | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9279                      | CUSIP: 3140GYJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1031375 | PA      | $1011697.64     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8393016.31     | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $10713217.48    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7337                      | CUSIP: 3617BBEJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49361 | PA      | $48413.53       | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A3 A                | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9070000 | PA      | $9035377.09     | 0.00%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2607576.77     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK ARPT-TXB-C-BABS          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     3375000 | PA      | $3734612.33     | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      800000 | PA      | $814536.51      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5782000 | PA      | $5015198.73     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5159209 | PA      | $4746649.24     | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    55344000 | PA      | $44519392.02    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4202                      | CUSIP: 31418DU42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1033910 | PA      | $880050.64      | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     6050000 | PA      | $6274836.11     | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9851                      | CUSIP: 3138AP5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1606298 | PA      | $1597394.58     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    13834000 | PA      | $13800067.01    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                | UNTD AIR 24-1 A                | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5168599 | PA      | $5310490.68     | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2752431.05     | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1724                      | CUSIP: 3140X44J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8892437 | PA      | $7923711.20     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3 4/26                    | CUSIP: 21H030641<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   211460000 | PA      | $188574318.58   | 0.05%             | 2026-04-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    34442000 | PA      | $31082049.47    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   521747100 | PA      | $511842054.79   | 0.14%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    16361000 | PA      | $14441076.65    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6871721.26     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08637                      | CUSIP: 3128MJV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      836508 | PA      | $805868.81      | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4665537.90     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    16333000 | PA      | $16676149.52    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    31700000 | PA      | $29998054.98    | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3568000 | PA      | $3611651.80     | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2307768 | PA      | $2175366.41     | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-3                                  | AMCAR 2021-3 C                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      220460 | PA      | $219677.51      | 0.00%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    32317000 | PA      | $31483005.67    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO               | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     5790000 | PA      | $5905992.87     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252980                      | CUSIP: 31371H6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2671 | PA      | $2804.14        | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2841886.42     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2269                      | CUSIP: 3132DPQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45217 | PA      | $39768.37       | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    93710000 | PA      | $92676005.53    | 0.03%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562865                      | CUSIP: 31386GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8008 | PA      | $8334.47        | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $10032705.76    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI DADE-REV-TXBL            | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5500000 | PA      | $5647748.15     | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753167                      | CUSIP: 31403MW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14736 | PA      | $14920.00       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0208                      | CUSIP: 3138EGGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1356648 | PA      | $1349854.76     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4493                      | CUSIP: 3132E07E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33366538 | PA      | $34530786.52    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50937                      | CUSIP: 3128KDBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4276 | PA      | $4389.64        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18537                      | CUSIP: 3128MMS38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      203834 | PA      | $200610.78      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                              | MSD INVESTMENT                 | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4013435.87     | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2025-A1 A                | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9046746.90     | 0.00%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7047393.37     | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52319                      | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10287084 | PA      | $9577485.06     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     6815000 | PA      | $4236587.12     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3394                      | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      933789 | PA      | $910485.55      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4786362.45     | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04477                      | CUSIP: 3128M6JW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50724 | PA      | $53238.03       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06224                      | CUSIP: 3128M8G99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      571395 | PA      | $543888.78      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     7027000 | PA      | $6925656.39     | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0024                      | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   133258512 | PA      | $128820976.46   | 0.04%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    23193000 | PA      | $23090680.94    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9375000 | PA      | $9102035.63     | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    34440000 | PA      | $35296717.38    | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7683                      | CUSIP: 3140XPRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23253780 | PA      | $23433545.83    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     6345000 | PA      | $5210293.33     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995676                      | CUSIP: 31416CCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346618 | PA      | $345755.32      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2393259 | PA      | $2304067.37     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12575000 | PA      | $12753982.88    | 0.00%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI DADE CO-B-REF            | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6415000 | PA      | $4975620.90     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256712                      | CUSIP: 31371NDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29218 | PA      | $30543.61       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      446780 | PA      | $454216.47      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    10500000 | PA      | $9499660.09     | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08823                      | CUSIP: 3128MJ4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5247415 | PA      | $4878891.56     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     5657000 | PA      | $5763353.89     | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BayCare Health System Inc                                                        | BAYCARE HEALTH                 | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1137959.02     | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5243498.98     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0657                      | CUSIP: 3132ACWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2215957 | PA      | $2317342.53     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     9255000 | PA      | $9576028.28     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU1104                      | CUSIP: 3140M2GN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11948586 | PA      | $9801897.98     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893885                      | CUSIP: 31410QCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3803 | PA      | $3953.58        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3182980.79     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $5438584.57     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3505                      | CUSIP: 3140QN3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16607918 | PA      | $15256580.07    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1554427.67     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40452                      | CUSIP: 3128K0QD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16218 | PA      | $16712.99       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2572315.78     | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711072                      | CUSIP: 36297F6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      495372 | PA      | $492607.52      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4794871.25     | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    13944000 | PA      | $12673112.25    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     3679000 | PA      | $2587426.18     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    17789000 | PA      | $13935891.32    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     4485000 | PA      | $4095894.86     | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ5687                      | CUSIP: 3142GWJ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46827532 | PA      | $46602334.02    | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     5288000 | PA      | $5248447.14     | 0.00%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3020096.69     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37483                      | CUSIP: 31297TJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19749 | PA      | $20338.33       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1080654 | PA      | $1098524.23     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    13300000 | PA      | $13976602.29    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4386                      | CUSIP: 31418D2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22664689 | PA      | $19172033.12    | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4202                      | CUSIP: 3138AVU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      411167 | PA      | $389033.89      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11267727 | PA      | $11094072.29    | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $3123707.04     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    16125000 | PA      | $15444521.26    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      176522 | PA      | $183376.26      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2025-2                                       | VALET 2025-2 A4                | CUSIP: 92869QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10660000 | PA      | $10575937.37    | 0.00%             | 2032-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995930                      | CUSIP: 31416CLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      423892 | PA      | $430379.02      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3870                      | CUSIP: 31418DJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18974598 | PA      | $16189318.71    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18569                      | CUSIP: 3128MMT37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      458847 | PA      | $450177.90      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    10475000 | PA      | $10344492.43    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY6069                      | CUSIP: 3138YKW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          80 | PA      | $77.83          | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K069 A2                   | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13400282 | PA      | $13231260.10    | 0.00%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    13848000 | PA      | $11611633.28    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9021000 | PA      | $8794843.19     | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709698                      | CUSIP: 31401JNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6136 | PA      | $6291.11        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5014                      | CUSIP: 3138X4SC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2552729 | PA      | $2395287.67     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    16285000 | PA      | $16420728.98    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5216                      | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12411021 | PA      | $12696694.55    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17974868.00    | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A2                 | CUSIP: 3137FL2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3219405.09     | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725232                      | CUSIP: 31402CVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2012702 | PA      | $2037806.23     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    11823000 | PA      | $11461871.03    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    12043000 | PA      | $10277598.50    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2310                      | CUSIP: 3132DPR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15594038 | PA      | $16177141.29    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     8525000 | PA      | $5630979.05     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5215                      | CUSIP: 31418EYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37259772 | PA      | $37545133.77    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2679                      | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5743790 | PA      | $5517785.84     | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     4001000 | PA      | $3871855.85     | 0.00%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3344                      | CUSIP: 3140QNWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37340 | PA      | $30187.88       | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                                                   | NEWMARKET CORP                 | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4506075.97     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1971000 | PA      | $1609766.84     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6268000 | PA      | $5855409.66     | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2848655.20     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2297                      | CUSIP: 3140QMRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16153572 | PA      | $13767246.91    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256349                      | CUSIP: 31371MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60409 | PA      | $63061.10       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    16775000 | PA      | $17134601.53    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                  | SIRIUSPOINT LTD                | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     1821000 | PA      | $1898335.10     | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783382                      | CUSIP: 36241LXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      184474 | PA      | $183404.51      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1227165.66     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $13725596.01    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $8621042.24     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4867                      | CUSIP: 31418EMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2856092 | PA      | $2766791.76     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1825000 | PA      | $1467818.91     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $5910584.82     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33171                      | CUSIP: 31297NQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4333 | PA      | $4464.27        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    18730000 | PA      | $17842910.84    | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE5069                      | CUSIP: 3140FQT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2775510 | PA      | $2516325.57     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4039                      | CUSIP: 3140J8PZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128005 | PA      | $127374.37      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5942247.10     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08615                      | CUSIP: 3128MJVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3310890 | PA      | $3103493.92     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10658720 | PA      | $10836778.08    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8570                      | CUSIP: 3132A9QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      739579 | PA      | $725618.62      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4292                        | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49341 | PA      | $51918.02       | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    11175000 | PA      | $10568708.57    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9489                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16508680 | PA      | $16849555.70    | 0.00%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DUKE ENERGY FIEL               | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3880966.14     | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2789409.99     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7535                      | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    82839008 | PA      | $71274483.48    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    13776000 | PA      | $12290359.22    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698096                      | CUSIP: 36296QRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128725 | PA      | $128105.45      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    31205000 | PA      | $32482171.29    | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00765                      | CUSIP: 31292GZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1326 | PA      | $1392.39        | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8115                      | CUSIP: 3132DWAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1556927 | PA      | $1382453.19     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18561                      | CUSIP: 3128MMTT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      336146 | PA      | $330055.62      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14650393 | PA      | $13224901.99    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     5046000 | PA      | $5077014.66     | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    13572000 | PA      | $12649831.64    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    17200000 | PA      | $17131984.86    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2758995.85     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC & -A          | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $3993706.40     | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6529                      | CUSIP: 3140QSHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23175684 | PA      | $23505269.69    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    10196000 | PA      | $10233646.43    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    16553000 | PA      | $14948995.76    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DE3965                      | CUSIP: 3140BGMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260463 | PA      | $265318.54      | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1130                      | CUSIP: 3138WAHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122055 | PA      | $121146.58      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720893                      | CUSIP: 3620A63A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      827434 | PA      | $842852.08      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7631                      | CUSIP: 3140QTPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28050291 | PA      | $29584611.56    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8302                      | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4627942 | PA      | $4405461.46     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15182000 | PA      | $12067635.83    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45752                      | CUSIP: 3132WKMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      214470 | PA      | $210635.13      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    11105000 | PA      | $10390839.45    | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $15329957.38    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   200918460 | NS      | $20089836779.30 | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    13280000 | PA      | $8590040.87     | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26275000 | PA      | $23074453.88    | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    18864000 | PA      | $20313157.35    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 A2                | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9896559 | PA      | $9406520.60     | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2314                      | CUSIP: 3132DPSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7928863 | PA      | $8017462.34     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    12533000 | PA      | $12345859.55    | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5118                      | CUSIP: 3133KYVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24911275 | PA      | $21776134.11    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3425974.91     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    37400000 | PA      | $38006429.49    | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9800000 | PA      | $9676874.00     | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7550                      | CUSIP: 3132DVL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22636706 | PA      | $20290961.23    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9171                      | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    61863423 | PA      | $62698151.95    | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-2 A1                | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    16710000 | PA      | $16665080.18    | 0.00%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4780250.49     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     4471000 | PA      | $4289576.66     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17200000 | PA      | $11069515.27    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4020                      | CUSIP: 3140QPPE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2598795 | PA      | $2455183.90     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9232                      | CUSIP: 3140E2HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1722384 | PA      | $1687829.03     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5504                      | CUSIP: 3140JADJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5255 | PA      | $5242.68        | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    26235000 | PA      | $24834963.94    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03830                      | CUSIP: 31292LHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116659 | PA      | $113748.78      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2475195.43     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH           | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      800000 | PA      | $726070.72      | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      137820 | PA      | $144763.50      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9923087.73     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $5121280.12     | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    16875000 | PA      | $15727982.53    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 AS                 | CUSIP: 05593MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6700000 | PA      | $6997033.11     | 0.00%             | 2057-07-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   566972500 | PA      | $556164586.72   | 0.15%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     6350000 | PA      | $6403912.54     | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                        | SPIRE INC                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     6121000 | PA      | $6040607.02     | 0.00%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5273000 | PA      | $5254148.17     | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6115359.98     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7662000 | PA      | $7607733.35     | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01883                      | CUSIP: 3128LXCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      205242 | PA      | $208420.95      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    15489000 | PA      | $13057799.06    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1921                      | CUSIP: 31419CD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11714 | PA      | $11424.10       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15111000 | PA      | $15417114.02    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3093000 | PA      | $2890928.74     | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3676960.19     | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    13825000 | PA      | $14240087.99    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5305000 | PA      | $5150414.68     | 0.00%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12478                      | CUSIP: 31296LXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3433 | PA      | $3532.62        | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    76776000 | PA      | $76474280.54    | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    10466000 | PA      | $11501251.49    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    20817000 | PA      | $20649409.75    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892457                      | CUSIP: 31410NQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9147 | PA      | $9558.03        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     6200000 | PA      | $6204451.19     | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16616                      | CUSIP: 3132J7YN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20804009 | PA      | $19175654.32    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3737                      | CUSIP: 3138WREK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5109640 | PA      | $4691691.45     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    34186000 | PA      | $26669032.86    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6750                      | CUSIP: 3140QSQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10331874 | PA      | $10433603.65    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2841                      | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3043031 | PA      | $2826725.97     | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     7462000 | PA      | $6747687.49     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4107674.45     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5264                      | CUSIP: 3133KYZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5793344 | PA      | $5868490.45     | 0.00%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   483626000 | PA      | $482681415.55   | 0.13%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     1930000 | PA      | $1921294.90     | 0.00%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2232074.24     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $14320225.34    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8133                      | CUSIP: 3132DWBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49406763 | PA      | $38063977.82    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13129000 | PA      | $14540551.31    | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15787606 | PA      | $14881970.51    | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4714                      | CUSIP: 3140X8GY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9679664 | PA      | $8304160.13     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRNSP DIST-BABS           | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2050000 | PA      | $2049222.23     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9856000 | PA      | $10403346.19    | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4600                      | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71847081 | PA      | $66001092.09    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0578                      | CUSIP: 3138EGUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2835 | PA      | $2826.81        | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08792                      | CUSIP: 3128MJ3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11181826 | PA      | $10407014.19    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K126 A2                   | CUSIP: 3137FXYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17640000 | PA      | $16023361.03    | 0.00%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7446339 | PA      | $7058137.81     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6997                      | CUSIP: 3138EPX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9732180 | PA      | $9687436.34     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11504109.75    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    28635000 | PA      | $34074236.19    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     1637000 | PA      | $1494799.73     | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1351844.60     | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    34594000 | PA      | $34463499.31    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24235                      | CUSIP: 31297BV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2164 | PA      | $2223.04        | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | BMARK 2019-B14 A5              | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4215000 | PA      | $3980883.30     | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3058                      | CUSIP: 3140M4MG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2215324 | PA      | $1863829.59     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 AS               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1175447.75     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    12032000 | PA      | $8436687.39     | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    12452000 | PA      | $10511941.09    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    13905000 | PA      | $15080499.30    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2025-A3 A                | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    37599000 | PA      | $37120861.04    | 0.01%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41731                      | CUSIP: 3128K14Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6360 | PA      | $6540.09        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8301                      | CUSIP: 3132DWGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14637845 | PA      | $14995359.50    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9909                      | CUSIP: 36180AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12126775 | PA      | $12624129.25    | 0.00%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     4000000 | PA      | $4098120.12     | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4741                      | CUSIP: 3140XLHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4088931 | PA      | $4255326.37     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8439192.79     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5266986.38     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11585000 | PA      | $10073746.41    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3250970.99     | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5309506.84     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2126378.72     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8205                      | CUSIP: 3132D6DJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13776708 | PA      | $13720022.63    | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    13359000 | PA      | $7755471.50     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5129                      | CUSIP: 3140XLVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   132085237 | PA      | $112531351.34   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4761                      | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41179468 | PA      | $40942826.30    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAZ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    12900000 | PA      | $12874678.45    | 0.00%             | 2031-02-12      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | ALAMEDA JT PWRS-A-TXB          | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2105000 | PA      | $2356907.67     | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3523                      | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      635969 | PA      | $630353.72      | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $893843.33      | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                                               | ALLYA 2025-1 A4                | CUSIP: 02008KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6380000 | PA      | $6354185.88     | 0.00%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7766                      | CUSIP: 3138ECTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      633140 | PA      | $628036.23      | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18485                      | CUSIP: 3128MMRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      715724 | PA      | $705010.89      | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     8443000 | PA      | $9005241.14     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   744330000 | PA      | $479511342.19   | 0.13%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3978                      | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4512756 | PA      | $4291581.78     | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7645                      | CUSIP: 3140QFP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41470326 | PA      | $37172934.81    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4588671.51     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41047                      | CUSIP: 3128K1EU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3779 | PA      | $3902.78        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     9952000 | PA      | $7788581.56     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     9055000 | PA      | $8008793.89     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     3628000 | PA      | $3425107.91     | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2716991.42     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    34849000 | PA      | $35375570.15    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 A4                 | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11660000 | PA      | $11236176.49    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     4128000 | PA      | $4216062.14     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2361804.12     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1016                      | CUSIP: 31418ADW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172745 | PA      | $167989.75      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4965                      | CUSIP: 3140XLQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5723863 | PA      | $6012687.78     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738904                      | CUSIP: 3620AS3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134921 | PA      | $130050.80      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16646                      | CUSIP: 3128MFTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          73 | PA      | $72.95          | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3810698 | PA      | $3660211.92     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    19049000 | PA      | $15311903.07    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-3 A                 | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     6800000 | PA      | $6839381.52     | 0.00%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3215                      | CUSIP: 3140W3SD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18149868 | PA      | $13971685.06    | 0.00%             | 2052-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     6610000 | PA      | $3901878.17     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735496                      | CUSIP: 31402RC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11133 | PA      | $11732.72       | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7135622.59     | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A2                   | CUSIP: 3137H4CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9600000 | PA      | $8632205.76     | 0.00%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4955                      | CUSIP: 3140XLQH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23551586 | PA      | $23357365.59    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A3                 | CUSIP: 47787CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3878077 | PA      | $3901888.68     | 0.00%             | 2028-05-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR               | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5695520.93     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4324000 | PA      | $3036312.45     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 A3                | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      905985 | PA      | $906921.77      | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2086                      | CUSIP: 3140XHJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      942320 | PA      | $828769.55      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 AS              | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3425000 | PA      | $2995986.90     | 0.00%             | 2055-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17833413.33    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    27060000 | PA      | $28417009.42    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   470184000 | PA      | $472094122.50   | 0.13%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1078646500 | PA      | $936779201.78   | 0.25%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   496756000 | PA      | $498851689.38   | 0.14%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    37821000 | PA      | $34569480.91    | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | PLAINS ALL AMER                | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    16860000 | PA      | $17389412.29    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  2194998000 | PA      | $2140808986.88  | 0.58%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37737863 | PA      | $34037057.71    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737031                      | CUSIP: 3620AQY49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      176957 | PA      | $175998.61      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    12169000 | PA      | $11915834.40    | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    28400000 | PA      | $28499110.85    | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     3809000 | PA      | $3800074.07     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2016                      | CUSIP: 3138EJG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      183262 | PA      | $190966.73      | 0.00%             | 2042-06-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 A5               | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2725000 | PA      | $2694832.62     | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4325788.06     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562395                      | CUSIP: 36213RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14066 | PA      | $14852.41       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0051                      | CUSIP: 3140XTBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7111327 | PA      | $5813702.33     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0934                      | CUSIP: 3618N6BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42899980 | PA      | $40155591.01    | 0.01%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8107                      | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53606801 | PA      | $45503334.07    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     7000000 | PA      | $6668234.19     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12860000 | PA      | $11055591.54    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14785                      | CUSIP: 31296PJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16451 | PA      | $16876.50       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0205                      | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    61412531 | PA      | $61886138.07    | 0.02%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616010                      | CUSIP: 36290SKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8184 | PA      | $8169.19        | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18470                      | CUSIP: 3128MMQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1094289 | PA      | $1079562.36     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    25256000 | PA      | $28936818.81    | 0.01%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $22705871.45    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7107                      | CUSIP: 3140HL3R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      716017 | PA      | $682267.05      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 AS               | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1519543.59     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    33169000 | PA      | $38777784.19    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 AS               | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2834864.55     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    24105000 | PA      | $24287975.00    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                      | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60401564 | PA      | $57018423.98    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8712                      | CUSIP: 3138WJVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10458608 | PA      | $10068553.47    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4904102.29     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4837                      | CUSIP: 3138A6LT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76433 | PA      | $80123.95       | 0.00%             | 2041-02-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    49368000 | PA      | $29903690.12    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0053                      | CUSIP: 3142JCBX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      240550 | PA      | $238733.27      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 897490                      | CUSIP: 31410UC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7948 | PA      | $8301.71        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5876                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1425281 | PA      | $1355816.29     | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8570                      | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    47138653 | PA      | $47910958.57    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3360                      | CUSIP: 3140XJWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16263788 | PA      | $16537007.84    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $5348105.10     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     4766000 | PA      | $3532054.99     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $10382104.45    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 AS              | CUSIP: 05493MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $947651.63      | 0.00%             | 2054-09-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5232                        | CUSIP: 36202FY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6546701 | PA      | $6223650.50     | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2858600.18     | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    21503000 | PA      | $21702859.89    | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734023                      | CUSIP: 3620AMPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      502071 | PA      | $484183.39      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 872819                      | CUSIP: 31409JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26102 | PA      | $27270.16       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                                       | EART 2024-3A B                 | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1737523 | PA      | $1742302.37     | 0.00%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254766                      | CUSIP: 31371K6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      574125 | PA      | $580913.81      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $2461690.39     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 B                  | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $386942.45      | 0.00%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8433                      | CUSIP: 3132DWLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45929561 | PA      | $47518741.91    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     6840000 | PA      | $4574250.40     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 A5                 | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2690688.52     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    10540000 | PA      | $9744192.76     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0425                      | CUSIP: 3618N5PK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    84516981 | PA      | $85879149.97    | 0.02%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                  | YAMANA GOLD INC                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     4611000 | PA      | $4091189.69     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5806                      | CUSIP: 31416PNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      494134 | PA      | $483799.28      | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4769                      | CUSIP: 3132A5JN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1649941 | PA      | $1572169.49     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0075                      | CUSIP: 3142JCCM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30000000 | PA      | $29773437.00    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5632000 | PA      | $5555810.37     | 0.00%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    44050000 | PA      | $40936890.29    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1724120.95     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6038                      | CUSIP: 3140X9V85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15469467 | PA      | $14672506.04    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5636000 | PA      | $5630160.54     | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8425000 | PA      | $7143932.12     | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5133                      | CUSIP: 3140X8V38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24875724 | PA      | $23896533.65    | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   811161000 | PA      | $562616199.84   | 0.15%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $5989505.54     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      715576 | PA      | $690873.74      | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1331751500 | PA      | $1328266053.29  | 0.36%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3597                      | CUSIP: 31418C7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2523887 | PA      | $2341398.69     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0056                      | CUSIP: 3142J6B28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37680189 | PA      | $37851019.66    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08650                      | CUSIP: 3128MJWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4846819 | PA      | $4531905.52     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2387114.83     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5775                      | CUSIP: 3140XMMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9886945 | PA      | $10213388.67    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18145000 | PA      | $20067104.17    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 A                  | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9088577.10     | 0.00%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $16651328.23    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C            | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5270000 | PA      | $4239127.92     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $12950750.32    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3938                      | CUSIP: 31418DLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2137316 | PA      | $2033900.48     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $7191160.55     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0651                      | CUSIP: 3140QKWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123015 | PA      | $117785.56      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4776                      | CUSIP: 31418EJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49934 | PA      | $49040.37       | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4493468.00     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   510702000 | PA      | $517325166.56   | 0.14%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     7279000 | PA      | $7850940.60     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12154541.67    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $15728944.74    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7706                      | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    64139233 | PA      | $57257061.35    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     3720000 | PA      | $3706096.99     | 0.00%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832649                      | CUSIP: 31407KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9483 | PA      | $9752.02        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03805                      | CUSIP: 31292LGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6316410 | PA      | $5994785.65     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    52100000 | PA      | $52192613.15    | 0.01%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     5835000 | PA      | $6093900.98     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | WFCM 2026-5C8 AS               | CUSIP: 95005BAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16390000 | PA      | $16429709.69    | 0.00%             | 2059-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1527                      | CUSIP: 3142GRVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59353439 | PA      | $60705706.14    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     9975000 | PA      | $8587720.30     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    10345000 | PA      | $10447705.16    | 0.00%             | 2027-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555880                      | CUSIP: 31385XQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1345934 | PA      | $1379664.05     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    23215000 | PA      | $27433438.90    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4937                      | CUSIP: 31417BPX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2065166 | PA      | $1954965.84     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    10850000 | PA      | $11040443.56    | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $897691.25      | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9333996.71     | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5780000 | PA      | $6587531.19     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26650000 | PA      | $23022156.52    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01665                      | CUSIP: 31283HZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      818640 | PA      | $841422.71      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7226                      | CUSIP: 3140XBA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17390017 | PA      | $16597496.17    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    14455000 | PA      | $14412640.19    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    11800000 | PA      | $10958414.91    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $1796062.91     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41068                      | CUSIP: 3128K1FH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78281 | PA      | $79512.74       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BV2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6819686.76     | 0.00%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 A3                | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1205683.44     | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10199158.22    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     8195000 | PA      | $6507577.33     | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2787727.74     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786642                      | CUSIP: 3622ACHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13477294 | PA      | $13865080.70    | 0.00%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2222999.85     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    25825000 | PA      | $17679169.00    | 0.00%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $12060100.57    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1213266000 | PA      | $1197199701.11  | 0.33%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     4570000 | PA      | $4539841.98     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13561950.15    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      650000 | PA      | $511071.08      | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8776                      | CUSIP: 3138ETXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274830 | PA      | $255903.37      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    12076000 | PA      | $10600253.60    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    11482000 | PA      | $11018027.39    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $13219774.29    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     5040000 | PA      | $5139064.32     | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $5304801.59     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    57447000 | PA      | $50115950.05    | 0.01%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9071                      | CUSIP: 3133KRCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8409490 | PA      | $8687151.98     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6284                      | CUSIP: 36179U6V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      129781 | PA      | $120874.65      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00078                      | CUSIP: 3132GDCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2108038 | PA      | $2101231.67     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3801557.43     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $7731700.04     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9492                      | CUSIP: 3140XRRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230935 | PA      | $218526.43      | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $3532013.57     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $7499618.94     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14690000 | PA      | $14552014.49    | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8329                      | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24110753 | PA      | $23889317.83    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    22220000 | PA      | $19828738.51    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8512                      | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11184955 | PA      | $10320559.63    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7569                      | CUSIP: 3132DVMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39096896 | PA      | $40558834.23    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0833                      | CUSIP: 3138Y14T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2360291 | PA      | $2214119.63     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01315                      | CUSIP: 31283HN84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1843 | PA      | $1934.89        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    50028000 | PA      | $49840776.94    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8805                      | CUSIP: 3138ETYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2068164 | PA      | $1939630.86     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1228417.98     | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8136                      | CUSIP: 3132D6BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35295696 | PA      | $31724085.76    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6820                      | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32824054 | PA      | $29363561.45    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8188                      | CUSIP: 3132DWCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   154906000 | PA      | $125429649.66   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     7473000 | PA      | $6801378.37     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08702                      | CUSIP: 3128MJX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3343047 | PA      | $3116623.68     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4369982.39     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2306034.51     | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12038000 | PA      | $10884407.72    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1326                      | CUSIP: 3140XGPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8593030 | PA      | $7723492.24     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8364771 | PA      | $7566558.36     | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07239                      | CUSIP: 3128M9LU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1600062 | PA      | $1478914.23     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $9014339.92     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    21695000 | PA      | $17522009.03    | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    25737000 | PA      | $22414700.04    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745311                      | CUSIP: 3620C1AL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1547413 | PA      | $1494777.98     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   651667400 | PA      | $653780229.53   | 0.18%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1390                      | CUSIP: 3128NHRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34410 | PA      | $35617.04       | 0.00%             | 2036-12-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898103                      | CUSIP: 31410UX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4362 | PA      | $4677.89        | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                              | DENTSPLY SIRONA                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5980946.48     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 C                 | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4522606.44     | 0.00%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890755                      | CUSIP: 31410LTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      834285 | PA      | $798322.61      | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                | BMARK 2020-B22 A5              | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14350000 | PA      | $12613974.31    | 0.00%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6130084.19     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1859                      | CUSIP: 3132AEB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16122955 | PA      | $16231839.95    | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10470469.34    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    43175000 | PA      | $43618159.21    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3429                      | CUSIP: 3138EKY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2094728 | PA      | $2084614.14     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0909                      | CUSIP: 3140HEAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3723418 | PA      | $3547911.70     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class AA Pass Through Trust                             | AM AIRLN 17-1 AA               | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1589000 | PA      | $1544908.11     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2134                      | CUSIP: 3140XHLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7289783 | PA      | $6719414.86     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     3791000 | PA      | $3880991.94     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   640670000 | PA      | $607735557.81   | 0.17%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                             | JACOBS SOLUTIONS               | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7097986.35     | 0.00%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6913                      | CUSIP: 3140XAVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2535456 | PA      | $2360846.27     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10222327.59    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC               | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3399874.56     | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    16885000 | PA      | $17714143.35    | 0.00%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4398                      | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   138413862 | PA      | $112421759.69   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    46115000 | PA      | $45183551.76    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8982                      | CUSIP: 3138W66U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4070998 | PA      | $3735684.60     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3775                      | CUSIP: 3132E0FQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47764773 | PA      | $48190294.84    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18041000 | PA      | $16129618.39    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08715                      | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2830783 | PA      | $2552920.88     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3321486.51     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   169674700 | PA      | $123988461.87   | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0564                      | CUSIP: 3132D9TV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42322545 | PA      | $36891931.96    | 0.01%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1515 A2                 | CUSIP: 3137FTZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $10561385.90    | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7948                      | CUSIP: 3133KPZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18361947 | PA      | $18607295.66    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95257                      | CUSIP: 312943ZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      844979 | PA      | $805208.99      | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9869                      | CUSIP: 3138ER6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1658374 | PA      | $1617370.23     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17275000 | PA      | $15636036.24    | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4718                      | CUSIP: 3132A5G33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7306057 | PA      | $6979945.19     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    11683000 | PA      | $12331031.30    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5201294.53     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 770325                      | CUSIP: 31404JYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9395 | PA      | $9649.09        | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3616302.89     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257132                      | CUSIP: 31371NSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5078 | PA      | $5094.21        | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1441258.47     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1223                      | CUSIP: 36179NLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15467824 | PA      | $14178545.50    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1056                      | CUSIP: 3140JHE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      628099 | PA      | $612793.08      | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    31877000 | PA      | $29589804.96    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15204                      | CUSIP: 3128PUX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3411 | PA      | $3406.32        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23738870.89    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4244000 | PA      | $4337343.75     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6631                      | CUSIP: 3140KELM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17432380 | PA      | $14295023.64    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1762                      | CUSIP: 36179N5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4025729 | PA      | $3991579.55     | 0.00%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $4496901.26     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    45225000 | PA      | $47326985.09    | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class AA Pass Through Trust                               | UNTD AIR 16-1 AA               | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13028954 | PA      | $12686451.51    | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     4653000 | PA      | $4474339.74     | 0.00%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564458                      | CUSIP: 36213UB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1771 | PA      | $1840.18        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     8500000 | PA      | $7161250.49     | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0018                      | CUSIP: 3142JCAU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46506734 | PA      | $47389338.86    | 0.01%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    37180000 | PA      | $36013964.79    | 0.01%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    10425000 | PA      | $9825877.53     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14777000 | PA      | $13737584.44    | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    18735000 | PA      | $14519947.88    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AQ6652                      | CUSIP: 36189XL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2413871 | PA      | $2243221.61     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     3630000 | PA      | $3638897.53     | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8487                      | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9439004 | PA      | $8707925.32     | 0.00%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13743                      | CUSIP: 3132HQEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2844509 | PA      | $2615834.85     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $8207159.08     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     6750000 | PA      | $6711442.87     | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02698                      | CUSIP: 3128M4KK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51972 | PA      | $54350.77       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5441                      | CUSIP: 31418FBK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39593596 | PA      | $37331383.79    | 0.01%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67715                      | CUSIP: 3132XCSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13330734 | PA      | $13121508.47    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5329553.21     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5497                      | CUSIP: 31418FDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30988923 | PA      | $31147818.98    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1162676 | PA      | $1152873.31     | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $5297978.72     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ3250                      | CUSIP: 3133CTTF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14648828 | PA      | $15161175.30    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91785                      | CUSIP: 3129396W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109435 | PA      | $111272.80      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7654947.11     | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2487393.48     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C39                                                    | BBCMS 2025-C39 A5              | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43100000 | PA      | $43712157.92    | 0.01%             | 2058-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER               | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     3840000 | PA      | $4118151.05     | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A1                   | CUSIP: 3137H73Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1907676 | PA      | $1801225.27     | 0.00%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14714000 | PA      | $13865844.37    | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8069                      | CUSIP: 3132DV6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8793731 | PA      | $8111186.88     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08705                      | CUSIP: 3128MJYB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1051272 | PA      | $948081.77      | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535704                      | CUSIP: 31384WDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1088 | PA      | $1101.10        | 0.00%             | 2030-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     7054000 | PA      | $5923925.58     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1276                      | CUSIP: 3138XQM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2361123 | PA      | $2272734.45     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4426                      | CUSIP: 36179S4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1839587 | PA      | $1809372.40     | 0.00%             | 2032-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17622000 | PA      | $17118376.04    | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13322697.29    | 0.00%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0367                      | CUSIP: 3618N5MR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27816243 | PA      | $28288462.76    | 0.01%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9316                      | CUSIP: 3140QVK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17735853 | PA      | $17656101.50    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $3725551.72     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5122                      | CUSIP: 3133KYVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12170482 | PA      | $10927079.97    | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5291415.12     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     5820000 | PA      | $5973006.23     | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    10056000 | PA      | $10722066.75    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    33750000 | PA      | $28675540.36    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9757                      | CUSIP: 31419LZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      280303 | PA      | $273392.21      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7097                      | CUSIP: 3140HL3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9154 | PA      | $9185.29        | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | TD SYNNEX CORP                 | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     8143000 | PA      | $8046491.98     | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A3                | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1513974 | PA      | $1515537.65     | 0.00%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13700000 | PA      | $11958250.50    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11356000 | PA      | $10196013.35    | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | PA      | $987293.58      | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    15000000 | PA      | $14838985.40    | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     4419000 | PA      | $4248523.78     | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8350                      | CUSIP: 3140QUH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19124959 | PA      | $19578618.81    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    18910000 | PA      | $18187139.04    | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                      | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   131730630 | PA      | $106664214.31   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5529                      | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6251461 | PA      | $6035485.98     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $3822802.99     | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0449                      | CUSIP: 3140QKQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15974228 | PA      | $12974500.96    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4733                      | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59027351 | PA      | $57181766.89    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8741000 | PA      | $8893536.22     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    27087000 | PA      | $27095552.48    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     2071000 | PA      | $2055185.04     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     6728000 | PA      | $6743224.74     | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     4800000 | PA      | $4827833.99     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1756878.13     | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11780510.25    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    31820000 | PA      | $31591585.39    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     4296000 | PA      | $4224654.85     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4512                      | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83868061 | PA      | $71006692.60    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10346497.10    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     1104000 | PA      | $952036.14      | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759088                      | CUSIP: 36230UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1598170 | PA      | $1541230.81     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8231                      | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42344612 | PA      | $41047105.59    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $9927740.46     | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55196                      | CUSIP: 3128KHXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18174 | PA      | $19038.86       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    16100000 | PA      | $13686242.92    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4396                      | CUSIP: 3140QP3E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18275288 | PA      | $17721015.43    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   308450000 | PA      | $296051756.63   | 0.08%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12768000 | PA      | $13136782.64    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0855                      | CUSIP: 3140Q75R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2258043 | PA      | $2099009.87     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A4                 | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420436 | PA      | $419785.14      | 0.00%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    25557000 | PA      | $25381604.73    | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    16250000 | PA      | $15796705.04    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | JPMCC 2015-JP1 A5              | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258845 | PA      | $257910.37      | 0.00%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5899793.90     | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0533                      | CUSIP: 3142GQSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12679359 | PA      | $13478898.25    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01857                      | CUSIP: 3128LXB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      108280 | PA      | $109723.07      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    34975000 | PA      | $31782063.48    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    20582000 | PA      | $20836215.52    | 0.01%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0802                      | CUSIP: 3131XT3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1472001 | PA      | $1420262.47     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2474350.46     | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256985                      | CUSIP: 31371NNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145562 | PA      | $156728.42      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A3                | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      608220 | PA      | $609272.36      | 0.00%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9250000 | PA      | $9187267.43     | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    22828000 | PA      | $23950361.45    | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | KONINKLIJKE                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     2123000 | PA      | $2122517.91     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   790335000 | PA      | $747792744.88   | 0.20%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4407                      | CUSIP: 31418D3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34275653 | PA      | $29942480.61    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0149                      | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10011251 | PA      | $10401003.51    | 0.00%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    10760000 | PA      | $8660350.55     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4830536.76     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5208545.99     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $6046381.73     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3029472.95     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4761                      | CUSIP: 3140X8JF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6787096 | PA      | $5603780.17     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8336                      | CUSIP: 3128UGUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39493 | PA      | $41296.36       | 0.00%             | 2041-06-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K749 AM                   | CUSIP: 3137H74Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1800000 | PA      | $1694401.56     | 0.00%             | 2029-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6925                      | CUSIP: 3138WGVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      532739 | PA      | $520894.84      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 5/26                  | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70450000 | PA      | $64475508.89    | 0.02%             | 2026-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2946                      | CUSIP: 3140XJHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12438098 | PA      | $12386055.57    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $8797306.66     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9637                      | CUSIP: 3140HPV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17557 | PA      | $16287.88       | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4077539.11     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     5305000 | PA      | $5361040.20     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4288                      | CUSIP: 3138X3XS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6341724 | PA      | $6157102.15     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    11826433 | PA      | $11147709.33    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     1019000 | PA      | $1029846.49     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $16507103.35    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $7804203.49     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     8010000 | PA      | $7159704.01     | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3713                        | CUSIP: 36202EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27502 | PA      | $28798.89       | 0.00%             | 2035-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    11500000 | PA      | $11770168.82    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    21700000 | PA      | $19019773.19    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3746667.15     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    45000000 | PA      | $40854637.75    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   515618000 | PA      | $518155804.77   | 0.14%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 A3                | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2193632 | PA      | $2199560.53     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2879                      | CUSIP: 31418CFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1727390 | PA      | $1653525.11     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753837                      | CUSIP: 31403NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7178 | PA      | $7416.25        | 0.00%             | 2033-12-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $7806906.76     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     6500000 | PA      | $6636666.59     | 0.00%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839309                      | CUSIP: 31407SN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22196 | PA      | $22870.15       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     4715000 | PA      | $4789864.37     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A3                | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5026742.00     | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4400                      | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12280823 | PA      | $10862379.33    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   784024000 | PA      | $771743001.02   | 0.21%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-3                        | GMCAR 2022-3 A4                | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      982967 | PA      | $982286.46      | 0.00%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995674                      | CUSIP: 31416CCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      210874 | PA      | $220534.92      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     8058000 | PA      | $7972946.57     | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    13536000 | PA      | $14712181.28    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6046                      | CUSIP: 3132DTWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9786663 | PA      | $10087623.01    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    17300000 | PA      | $16636181.72    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21162                      | CUSIP: 31306YJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197516 | PA      | $195419.99      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 987367                      | CUSIP: 31415RZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21165 | PA      | $22528.11       | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8102                      | CUSIP: 3140HNAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1602884 | PA      | $1527330.30     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    15827000 | PA      | $16063380.11    | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15326000 | PA      | $14982103.25    | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9313                      | CUSIP: 3140XDK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6499915 | PA      | $5884837.56     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2674121.61     | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    10580000 | PA      | $11344845.66    | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3786                      | CUSIP: 3140J8F40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4215716 | PA      | $3972500.99     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12208969.05    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                     | BAPTIST HEALTH                 | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $1991771.51     | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1669237 | PA      | $1687550.50     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0086                      | CUSIP: 3142J6CY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24971701 | PA      | $25454798.66    | 0.01%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                       | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11196947.77    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                | TUCSON AZ-A-TXBL-COPS          | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3330000 | PA      | $2434562.67     | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4342618.03     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7693000 | PA      | $7430554.50     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $9763547.37     | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1050028.03     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555432                      | CUSIP: 31385XA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133160 | PA      | $136427.17      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1656                      | CUSIP: 3132DNZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24490373 | PA      | $21125030.75    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4512                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1288417 | PA      | $1270878.11     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2133                      | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9822217 | PA      | $9346961.53     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893282                      | CUSIP: 31410PM75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10310 | PA      | $10749.26       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $10276710.82    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    29077000 | PA      | $29216470.72    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     7958000 | PA      | $7948232.38     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0330                      | CUSIP: 3140W0LL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6769626 | PA      | $7012320.30     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-165 A2                  | CUSIP: 3137HHHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5150000 | PA      | $5125843.93     | 0.00%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1294906 | PA      | $1300858.91     | 0.00%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5487517.75     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     5286000 | PA      | $5473015.15     | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     9808000 | PA      | $9896140.92     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $6689243.31     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7850000 | PA      | $7786332.84     | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                | BMARK 2025-V15 A3              | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $10389820.00    | 0.00%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3946429.66     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4408864.39     | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128597 | PA      | $128573.18      | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15510000 | PA      | $9130091.79     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $11510440.55    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $23566630.91    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    11041000 | PA      | $10996463.97    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20901000 | PA      | $21754665.94    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7731                      | CUSIP: 3131Y2SU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      886633 | PA      | $844840.55      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC29                                    | CGCMT 2015-GC29 B              | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1466707 | PA      | $1411705.28     | 0.00%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    10251000 | PA      | $10096733.58    | 0.00%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7767                      | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   101564701 | PA      | $87251390.97    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                                    | JDOT 2025-B A4                 | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485000 | PA      | $487037.63      | 0.00%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    17795000 | PA      | $15883742.31    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT          | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3000000 | PA      | $2398506.60     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4909000 | PA      | $4738044.02     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    20953000 | PA      | $16320699.52    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    14425000 | PA      | $14577878.73    | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 911617                      | CUSIP: 31411LYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27959 | PA      | $29213.91       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3211                      | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8551829 | PA      | $8156749.18     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1413090.68     | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    26057000 | PA      | $27634299.10    | 0.01%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190302                      | CUSIP: 31368HKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15065 | PA      | $15349.74       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3798                        | CUSIP: 36202EGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51110 | PA      | $53693.57       | 0.00%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1790                      | CUSIP: 3142GR7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20840224 | PA      | $21820177.23    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    12550000 | PA      | $12539315.06    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     7055000 | PA      | $6842141.73     | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0217                      | CUSIP: 3140XFG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63456915 | PA      | $55243420.15    | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    17955000 | PA      | $17571037.91    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-152 A2                  | CUSIP: 3137H9M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $19277110.00    | 0.01%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1071581100 | PA      | $1067102223.19  | 0.29%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1982610 | PA      | $1838436.12     | 0.00%             | 2031-07-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K548 A2                   | CUSIP: 3137HNN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4505000 | PA      | $4514845.23     | 0.00%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1311357.32     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18508                      | CUSIP: 3128MMR62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      348186 | PA      | $343869.51      | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    30700000 | PA      | $30448074.89    | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8488                      | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14044800 | PA      | $13258248.64    | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07851                      | CUSIP: 3128MABU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1143744 | PA      | $1116536.05     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2365806.08     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1622237.72     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QZ3304                      | CUSIP: 31427AU62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31496782 | PA      | $31757691.91    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A3                | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5800000 | PA      | $5845163.44     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7436                      | CUSIP: 31417EHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4463531 | PA      | $4100059.74     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 A4              | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3675000 | PA      | $3646127.00     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                           | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6072189.68     | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8112                      | CUSIP: 3138ETAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8119904 | PA      | $7606052.59     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5811542.51     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3156036.86     | 0.00%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2561                      | CUSIP: 31418BZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      742198 | PA      | $725916.86      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A65310                      | CUSIP: 3128KV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17173 | PA      | $17988.57       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7621000 | PA      | $7629309.43     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA UNIV REVENUE-B              | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4275000 | PA      | $3452012.48     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     5000000 | PA      | $4602595.01     | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    16033000 | PA      | $15925743.16    | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2974                      | CUSIP: 3132DQJT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3999209 | PA      | $4182886.38     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5627140.20     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898417                      | CUSIP: 31410VDW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29381 | PA      | $30730.52       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01864                      | CUSIP: 3128LXB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126833 | PA      | $128587.96      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2240764.87     | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH7467                      | CUSIP: 3140GWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      918903 | PA      | $854472.09      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3532513.45     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2906                      | CUSIP: 3140XJGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13391070 | PA      | $13276743.74    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    12739000 | PA      | $12580294.28    | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1610                      | CUSIP: 3140XGYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12570135 | PA      | $11890765.92    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    11353000 | PA      | $8113771.66     | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8895000 | PA      | $9001509.30     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3240                      | CUSIP: 3140QAS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      568352 | PA      | $571480.29      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3716342.45     | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7031256.87     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSU                 | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    21943000 | PA      | $21612795.27    | 0.01%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 AS               | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1775000 | PA      | $1727521.77     | 0.00%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    36010000 | PA      | $35002991.80    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     4282000 | PA      | $4287014.08     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4821003.34     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1065                      | CUSIP: 36179NFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120945 | PA      | $119714.95      | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    12370000 | PA      | $12749024.78    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    13874000 | PA      | $13671546.26    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4121                      | CUSIP: 3140QPSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5882292 | PA      | $5548040.29     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97970                      | CUSIP: 3129462B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      299143 | PA      | $298168.32      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8068                      | CUSIP: 3140XP6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12643847 | PA      | $12736731.66    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    13150000 | PA      | $12158179.76    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $3878405.36     | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6925                      | CUSIP: 3140XNVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   127264422 | PA      | $107072025.19   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    19965000 | PA      | $16873330.36    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    11200000 | PA      | $11363202.09    | 0.00%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    27675000 | PA      | $27748643.18    | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $7484569.80     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08242                      | CUSIP: 3128MJHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76615 | PA      | $80312.60       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842406                      | CUSIP: 31407V3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17486 | PA      | $18019.47       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256075                      | CUSIP: 31371MMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34678 | PA      | $35187.55       | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    68291000 | PA      | $61352337.38    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $6412275.14     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRN FD-RZEDB                | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3885828.38     | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7655000 | PA      | $7277613.40     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952436                      | CUSIP: 31413QSZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204154 | PA      | $209545.34      | 0.00%             | 2037-09-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43710                      | CUSIP: 3128K4DP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7406 | PA      | $7629.84        | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU2625                      | CUSIP: 3138X14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1001911 | PA      | $986359.37      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5121                      | CUSIP: 3140XLVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6621780 | PA      | $6881801.96     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13969                      | CUSIP: 31296NMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18060 | PA      | $18591.75       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $13801055.34    | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14388                      | CUSIP: 3128MDCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           4 | PA      | $3.55           | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1262093.67     | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0145                      | CUSIP: 3618N5ET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45899599 | PA      | $44338861.32    | 0.01%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    34823000 | PA      | $34510400.79    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6126914.57     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     6820000 | PA      | $5965856.81     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA6931                      | CUSIP: 3140EBVZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96526 | PA      | $89881.88       | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5648088.03     | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $3083858.83     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8386                      | CUSIP: 36178GJ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1579982 | PA      | $1514721.11     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725425                      | CUSIP: 31402C4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1982767 | PA      | $2034959.04     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4145723.63     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09949                      | CUSIP: 3132GVL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      964576 | PA      | $892026.48      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K104 A2                   | CUSIP: 3137FREH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20560000 | PA      | $19239044.67    | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20019076.45    | 0.01%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3               | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8892875.70     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    15147000 | PA      | $14991904.06    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 4/26                  | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   300000000 | PA      | $274851570.00   | 0.07%             | 2026-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $9482064.05     | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                  | BANK 2021-BN34 A5              | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7875000 | PA      | $6931616.74     | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783069                      | CUSIP: 36241LMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1311872 | PA      | $1326239.23     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    28850000 | PA      | $28366896.70    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $2679367.36     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11590000 | PA      | $10295550.98    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5445000 | PA      | $5448462.07     | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    46263000 | PA      | $43406877.47    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    13537000 | PA      | $13585411.26    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    38482000 | PA      | $39062430.64    | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888029                      | CUSIP: 31410FSS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      544962 | PA      | $568910.42      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 AS                | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $825324.00      | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8782382.92     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8850000 | PA      | $8983893.77     | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8816                      | CUSIP: 3138ETYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      282191 | PA      | $279916.00      | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 AS              | CUSIP: 065402BF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1839827.44     | 0.00%             | 2062-05-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    11900000 | PA      | $12096768.22    | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8867046 | PA      | $7986985.43     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    22261000 | PA      | $22257296.35    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 4/26                  | CUSIP: 21H052645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   173530000 | PA      | $174489638.25   | 0.05%             | 2026-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24141000 | PA      | $24521921.75    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3880                      | CUSIP: 3132E0JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16467840 | PA      | $16774079.38    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8341                      | CUSIP: 3132DWHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41698116 | PA      | $41315156.16    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17575000 | PA      | $13545327.31    | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     8380000 | PA      | $5355257.92     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU0956                      | CUSIP: 3138X0B23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138679 | PA      | $135748.35      | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1979006.14     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1072837.59     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2462                      | CUSIP: 3133A8WX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2446201 | PA      | $2172071.96     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V60983                      | CUSIP: 3132KFCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12511 | PA      | $12273.31       | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01820                      | CUSIP: 3128LXAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1761171 | PA      | $1813451.35     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 865746                      | CUSIP: 31409AZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         592 | PA      | $618.65         | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    19937000 | PA      | $19934961.26    | 0.01%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2275820.41     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    24155000 | PA      | $25596505.68    | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02168                      | CUSIP: 3128LXMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40543 | PA      | $42331.74       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    15856000 | PA      | $15848896.07    | 0.00%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1674 | PA      | $1739.49        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02562                      | CUSIP: 3128M4FB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25687 | PA      | $26865.63       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2026-1                        | GMCAR 2026-1 A4                | CUSIP: 362970AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4453159.50     | 0.00%             | 2032-06-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    35825000 | PA      | $35109720.69    | 0.01%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    21749000 | PA      | $21681471.43    | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08125                      | CUSIP: 3128MJD72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13758 | PA      | $14663.00       | 0.00%             | 2036-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2471                      | CUSIP: 3133KHW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1859824 | PA      | $1718957.06     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07029                      | CUSIP: 3128M9EA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2499583 | PA      | $2438695.01     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81873                      | CUSIP: 3132L7CJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369985 | PA      | $356275.77      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6488067.46     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5932306.10     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3337562.18     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08045                      | CUSIP: 3128MJBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26035 | PA      | $26436.41       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    58238000 | PA      | $46747945.22    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1571                      | CUSIP: 31418AW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      583156 | PA      | $564961.20      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8512                      | CUSIP: 3140QGN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10465182 | PA      | $8545758.58     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2047320.99     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2035423.50     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    20200000 | PA      | $20073172.03    | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6473                      | CUSIP: 3138WGFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1321576 | PA      | $1195354.38     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3053                        | CUSIP: 36202DMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8150 | PA      | $8467.13        | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0487                      | CUSIP: 3138LQRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2428926 | PA      | $2236316.84     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A4                | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1077539.47     | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1584                      | CUSIP: 3133KGXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5052493 | PA      | $4525767.12     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $14872964.23    | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    16653000 | PA      | $12867838.11    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC & -A          | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1840000 | PA      | $1843931.53     | 0.00%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4135795.07     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3187                      | CUSIP: 31418CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4234145 | PA      | $4062671.08     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    42500000 | PA      | $39532051.82    | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1459                      | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5334583 | PA      | $5159026.33     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    19230000 | PA      | $19762951.53    | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     8654000 | PA      | $8033407.32     | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2085671.72     | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $2253798.04     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     6770000 | PA      | $7128688.72     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     3055000 | PA      | $3098302.25     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10220299.15    | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP               | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4053464.29     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256393                      | CUSIP: 31371MXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10051 | PA      | $10488.54       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9442000 | PA      | $9489284.07     | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18818                      | CUSIP: 3128PYYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      775064 | PA      | $769188.76      | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9140                      | CUSIP: 31419LEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28626 | PA      | $29958.62       | 0.00%             | 2040-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $9122666.09     | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    45633000 | PA      | $45421362.80    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9827                      | CUSIP: 3138AP4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114476 | PA      | $119955.15      | 0.00%             | 2041-11-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    36785000 | PA      | $36404392.85    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2955000 | PA      | $2391791.32     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 AS               | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1575000 | PA      | $1533561.12     | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     6363000 | PA      | $6688519.04     | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    14950000 | PA      | $12302567.61    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13520622.69    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 4/26                    | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   247905000 | PA      | $217865880.13   | 0.06%             | 2026-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $1991513.76     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust 2017-C1                                          | CCUBS 2017-C1 A3               | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710817 | PA      | $697424.99      | 0.00%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22977724 | PA      | $23361364.86    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $5945198.35     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $5066951.71     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    14223000 | PA      | $11357358.37    | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3502                      | CUSIP: 3140W33L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83868366 | PA      | $83491243.50    | 0.02%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    16160000 | PA      | $16469273.87    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733459                      | CUSIP: 3620ALZY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      442918 | PA      | $440446.35      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8362                      | CUSIP: 3138WJJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6858421 | PA      | $6424679.92     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4632897.57     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719230                      | CUSIP: 3620A5A74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      479920 | PA      | $477136.68      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9950                      | CUSIP: 3138ESBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3524154 | PA      | $3389977.65     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765210                      | CUSIP: 31404DDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61910 | PA      | $63614.95       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7429                      | CUSIP: 3140XPHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8068328 | PA      | $8238539.16     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3611                      | CUSIP: 3138WDAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3764237 | PA      | $3534415.66     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QC45<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    24640000 | PA      | $24400575.29    | 0.01%             | 2031-01-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6496587.90     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3191                      | CUSIP: 3140XJRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4542864 | PA      | $4595046.98     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    11209000 | PA      | $11275602.14    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1343                      | CUSIP: 3142GRP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8741795 | PA      | $9035892.79     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1776                      | CUSIP: 3132AD6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      398458 | PA      | $369273.69      | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $5877647.51     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     7704000 | PA      | $7871020.07     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5645                      | CUSIP: 3138WFHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      393928 | PA      | $367654.56      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88935                      | CUSIP: 3129354U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      589700 | PA      | $588922.86      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $4139944.26     | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   561086700 | PA      | $549119769.92   | 0.15%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      676000 | PA      | $627501.80      | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    36495000 | PA      | $34335844.49    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1501703.61     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3552512.58     | 0.00%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8161000 | PA      | $7999148.68     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    39270000 | PA      | $37806282.04    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1049998200 | PA      | $1035806812.83  | 0.28%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     7548000 | PA      | $7276487.70     | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60440                      | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9675991 | PA      | $9066995.66     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0466                      | CUSIP: 31416HQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      964777 | PA      | $962146.22      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 A5              | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5950000 | PA      | $5267372.57     | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    40043000 | PA      | $38160880.19    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9204                      | CUSIP: 3140QVGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34052654 | PA      | $33622854.81    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    20416000 | PA      | $18568577.68    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18581                      | CUSIP: 3128MMUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      989940 | PA      | $961138.81      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5236                      | CUSIP: 31418EZA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14492484 | PA      | $13664443.96    | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8536252.70     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5524253.11     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254497                      | CUSIP: 31371KUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16807 | PA      | $17308.52       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9111                      | CUSIP: 3138ERDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      258270 | PA      | $256220.69      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    32955000 | PA      | $29304503.54    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    25000000 | PA      | $23709311.75    | 0.01%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1457                      | CUSIP: 3140XGTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12504402 | PA      | $10066382.19    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     7000000 | PA      | $7044828.00     | 0.00%             | 2029-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    13542000 | PA      | $12699365.66    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $15529565.46    | 0.00%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11014308.75    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 A5                 | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3225616.00     | 0.00%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05814                      | CUSIP: 3128M7YK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266988 | PA      | $274894.72      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251335                      | CUSIP: 31371GEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         389 | PA      | $408.57         | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1779                      | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7063791 | PA      | $6362704.79     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37175                      | CUSIP: 31297S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61489 | PA      | $62464.86       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256233                      | CUSIP: 31371MSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43333 | PA      | $45205.41       | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                       | MASTEC INC                     | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $6093320.96     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M9 A2                 | CUSIP: 3136ATYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4995401 | PA      | $4968368.95     | 0.00%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    21200000 | PA      | $20720049.47    | 0.01%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     6625000 | PA      | $6191247.42     | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    17760000 | PA      | $16306965.25    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2862                      | CUSIP: 3138EKFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      488681 | PA      | $474026.55      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    14065000 | PA      | $11376819.13    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0595                      | CUSIP: 3132DMUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6029313 | PA      | $5400753.02     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     5825000 | PA      | $6200686.35     | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888956                      | CUSIP: 31410GTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      202141 | PA      | $207004.67      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10211069.46    | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1486170.39     | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    32099000 | PA      | $30100439.98    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                  | BANK 2025-BNK51 AS             | CUSIP: 06541HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5640000 | PA      | $5719108.33     | 0.00%             | 2067-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     8400000 | PA      | $8286133.63     | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4414                      | CUSIP: 31418D3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41239657 | PA      | $34954118.63    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2806                      | CUSIP: 3138EKDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266429 | PA      | $277481.63      | 0.00%             | 2039-08-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $5732420.62     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1887                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9302658 | PA      | $8583730.21     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9225000 | PA      | $9212670.38     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   114728000 | PA      | $110560146.30   | 0.03%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7508698.77     | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A3                 | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2718248 | PA      | $2664233.71     | 0.00%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      437006 | PA      | $420999.17      | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    45275000 | PA      | $46252376.56    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 B                 | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $656368.05      | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01552                      | CUSIP: 31292HWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37136 | PA      | $38103.35       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5234                        | CUSIP: 36202FY75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      443011 | PA      | $439896.86      | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43154 | PA      | $41091.51       | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     7685000 | PA      | $6082354.26     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449303                      | CUSIP: 31380TDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1132 | PA      | $1153.57        | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    16325000 | PA      | $16230627.89    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $2809522.49     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     6450000 | PA      | $6438378.63     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4970                      | CUSIP: 3138EMQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197322 | PA      | $207025.64      | 0.00%             | 2043-09-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M20 A2                | CUSIP: 3136B9WE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $729249.52      | 0.00%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    19000000 | PA      | $16507340.12    | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    34941000 | PA      | $35467238.36    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     6650000 | PA      | $5508436.60     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04591                      | CUSIP: 3128M6NG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41828 | PA      | $43069.15       | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     1373000 | PA      | $1351573.90     | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2550000 | PA      | $1564538.99     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3275000 | PA      | $2500393.73     | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $7487740.82     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG1457                      | CUSIP: 3133C1TN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1328080 | PA      | $1363463.97     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $7495625.29     | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10625722.94    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15869862 | PA      | $15195593.11    | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0881                      | CUSIP: 3138YR6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      870182 | PA      | $846745.07      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18631                      | CUSIP: 3128MMVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4695928 | PA      | $4528111.17     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     9506000 | PA      | $9623686.49     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6162620.70     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BANKUNITED INC                 | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4992842.88     | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02659                      | CUSIP: 3132GF5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      532035 | PA      | $519213.42      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6485250.36     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13392683 | PA      | $12320002.43    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $11824361.39    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10942402.68    | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13638                      | CUSIP: 3132HQBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2698142 | PA      | $2483189.57     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7189000 | PA      | $6987190.10     | 0.00%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7185706.46     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0353                      | CUSIP: 3133KTMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25264515 | PA      | $21521375.40    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14432816.07    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11928701.96    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5025000 | PA      | $3707556.07     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    19275000 | PA      | $16872664.72    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5261                      | CUSIP: 3132DSZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10771120 | PA      | $10995484.17    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722072                      | CUSIP: 31401YFM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7316 | PA      | $7395.45        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     7324000 | PA      | $4357112.15     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   201314500 | PA      | $192082341.84   | 0.05%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890445                      | CUSIP: 31410LHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5025105 | PA      | $4897477.70     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    12800000 | PA      | $12948412.09    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4418                      | CUSIP: 3140QB4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6322797 | PA      | $5663640.57     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR1196                      | CUSIP: 3138NXKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      347963 | PA      | $319624.12      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $22365432.35    | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    20650000 | PA      | $20859018.05    | 0.01%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1008333 | PA      | $1006575.41     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08771                      | CUSIP: 3128MJ2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8445714 | PA      | $8070593.51     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2210501.40     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3266                      | CUSIP: 3140XJTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3319629 | PA      | $3143327.66     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                           | UBSCM 2018-C15 A4              | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9375000 | PA      | $9251642.81     | 0.00%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    19670000 | PA      | $18100169.92    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1974698.76     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7211684.71     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3741                      | CUSIP: 3132E0EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8757425 | PA      | $9207531.88     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14605000 | PA      | $13379030.93    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     8400000 | PA      | $7148982.03     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    23935000 | PA      | $21373390.90    | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    18093000 | PA      | $17599046.54    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    31675000 | PA      | $30721765.12    | 0.01%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928031                      | CUSIP: 31412LA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21328 | PA      | $22285.64       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9540                      | CUSIP: 3140XRS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      949195 | PA      | $938919.92      | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0781                      | CUSIP: 36179M2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3217885 | PA      | $2871367.70     | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0302                      | CUSIP: 3140QKKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16219756 | PA      | $14684903.03    | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5805                      | CUSIP: 3140X9NX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17187384 | PA      | $15751903.75    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2866                      | CUSIP: 31418CFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9710174 | PA      | $9234975.87     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    21109000 | PA      | $20021705.77    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4922191.01     | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K513 A2                   | CUSIP: 3137HBFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6700000 | PA      | $6787270.85     | 0.00%             | 2028-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5               | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5790000 | PA      | $5163324.56     | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $9856420.12     | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    15940000 | PA      | $16193312.49    | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    47985000 | PA      | $46413484.71    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $8958395.95     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52683                      | CUSIP: 3128KE6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9975 | PA      | $10440.47       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252197                      | CUSIP: 31371HDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1028 | PA      | $1032.43        | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $2874906.45     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K114 A2                   | CUSIP: 3137FVNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10750000 | PA      | $9590320.10     | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24742                      | CUSIP: 31297CHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30540 | PA      | $31457.13       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8104                      | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   137229274 | PA      | $105938653.11   | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    18600000 | PA      | $11780613.26    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    17065000 | PA      | $13708138.00    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20836341.19    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    27250000 | PA      | $27941766.84    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58604                      | CUSIP: 3128KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1802 | PA      | $1882.56        | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    29071000 | PA      | $29056078.89    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $948444.11      | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G3595                      | CUSIP: 3128QT7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24887 | PA      | $25572.88       | 0.00%             | 2034-12-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2250264.76     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51893                      | CUSIP: 3128KEC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      561859 | PA      | $586906.92      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18666                      | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2677980 | PA      | $2607488.50     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66479                      | CUSIP: 3128KXFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20913 | PA      | $21850.44       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31631                      | CUSIP: 31297LY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3481 | PA      | $3590.10        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4890000 | PA      | $4961073.70     | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535195                      | CUSIP: 31384VRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1478 | PA      | $1551.38        | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946833                      | CUSIP: 31413JLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42118 | PA      | $44065.71       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    14250000 | PA      | $14166796.38    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2609                      | CUSIP: 3132DP3S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      821940 | PA      | $754547.29      | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6105                      | CUSIP: 3140X9YB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11494160 | PA      | $9857220.76     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14000000 | PA      | $12247008.09    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10715943.39    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     8500000 | PA      | $8432573.55     | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                        | JETBLUE AIRWAYS                | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3279973 | PA      | $3107298.62     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 843486                      | CUSIP: 31407XCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64604 | PA      | $66557.25       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6710                      | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    64411119 | PA      | $57620544.47    | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5483                      | CUSIP: 3140JACV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3773512 | PA      | $3508924.49     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    18314000 | PA      | $17015497.68    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5904                      | CUSIP: 3133KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70801792 | PA      | $60453055.25    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14784000 | PA      | $14568327.72    | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0849                      | CUSIP: 3138YR5K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1049098 | PA      | $951231.45      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $10284599.19    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 AS                 | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $908887.18      | 0.00%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    20391000 | PA      | $20816381.01    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9083711.97     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     2300000 | PA      | $2406919.18     | 0.00%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    10090000 | PA      | $8538284.71     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07872                      | CUSIP: 3128MACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2940910 | PA      | $2922430.78     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $674434.75      | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4003305.24     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05965                      | CUSIP: 3128M76A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3736253 | PA      | $3725326.84     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735670                      | CUSIP: 31402RJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81148 | PA      | $83139.95       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    48965000 | PA      | $50038232.73    | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2175151.29     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C10                                           | UBSCM 2018-C10 A4              | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8250000 | PA      | $8180491.28     | 0.00%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    11818000 | PA      | $11924812.95    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785023                      | CUSIP: 3622AAPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2151382 | PA      | $2091106.99     | 0.00%             | 2034-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34071826 | PA      | $31555808.86    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | TRUSTEES OF BOS                | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $2730233.77     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9172                      | CUSIP: 3140XRFN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29568458 | PA      | $24200736.18    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15726681 | PA      | $14455846.93    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | ENEL CHILE SA                  | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    10875000 | PA      | $10929391.25    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6438                      | CUSIP: 31418UEL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      911337 | PA      | $925352.62      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3738                      | CUSIP: 31417AEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      516417 | PA      | $489167.12      | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6680                      | CUSIP: 3140KEM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16831148 | PA      | $13801997.35    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7504                      | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1193616 | PA      | $1108430.82     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $20991616.99    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0616                      | CUSIP: 3140H1VJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      690140 | PA      | $641534.02      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    35750000 | PA      | $35678751.17    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8679                      | CUSIP: 3132A9UC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      359906 | PA      | $349933.85      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    24075000 | PA      | $14655923.02    | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13168456.43    | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A4                | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2540523.00     | 0.00%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    14460000 | PA      | $15055500.48    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91187                      | CUSIP: 3128P7J87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7087 | PA      | $7166.49        | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1267277.07     | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    20526000 | PA      | $19877322.88    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5288                      | CUSIP: 3140J92W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      577104 | PA      | $563762.43      | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K085 A2                   | CUSIP: 3137FK4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13825000 | PA      | $13791291.89    | 0.00%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC               | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     7610000 | PA      | $6904589.51     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5401000 | PA      | $5532850.10     | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0153                      | CUSIP: 36179ME22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1775535 | PA      | $1633541.12     | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2374                      | CUSIP: 3140QMT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62188410 | PA      | $53156948.82    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc / Brookfield Finance Inc                             | BROOKFIELD F UK                | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    14385000 | PA      | $12428302.78    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    21600000 | PA      | $16488904.54    | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1247531.46     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0714                      | CUSIP: 3140Y6YL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30079507 | PA      | $30723469.80    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2692                      | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1279901 | PA      | $1188557.76     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763482                      | CUSIP: 36176D6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101545 | PA      | $100923.04      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $8798782.49     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $9953386.44     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5943                      | CUSIP: 31418FS99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    97598026 | PA      | $94142353.65    | 0.03%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2550000 | PA      | $2330123.45     | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357911                      | CUSIP: 31376KR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124309 | PA      | $126071.05      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11463000 | PA      | $9518598.09     | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1098                      | CUSIP: 3140XGGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      798209 | PA      | $706015.11      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    13152000 | PA      | $11857679.44    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2724624.96     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00563                      | CUSIP: 31292GTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         825 | PA      | $839.71         | 0.00%             | 2027-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8350000 | PA      | $7406086.72     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8554                      | CUSIP: 3140QUQG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15600211 | PA      | $16382518.40    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    17528000 | PA      | $17150885.21    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   209805000 | PA      | $209346051.56   | 0.06%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    17100000 | PA      | $17248752.66    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    17325000 | PA      | $10167077.68    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9018603.44     | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8820                      | CUSIP: 31417FYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2527766 | PA      | $2320930.66     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $4407308.58     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     6312000 | PA      | $6131831.16     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7932592.48     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1049662.32     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1699                      | CUSIP: 31418A3H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90742 | PA      | $88824.75       | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1003492800 | PA      | $1003767195.07  | 0.27%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    25415000 | PA      | $24196902.71    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    14050000 | PA      | $14048686.98    | 0.00%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12542000 | PA      | $14282558.32    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A4                | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $704551.12      | 0.00%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2715914.38     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    12737000 | PA      | $12497379.04    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0331                      | CUSIP: 3133BMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3434450 | PA      | $3245733.28     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4727                      | CUSIP: 3140X8HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2441843 | PA      | $2374913.50     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11347000 | PA      | $11171706.03    | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $15880887.97    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4494                      | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12953135 | PA      | $11440847.69    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2457                      | CUSIP: 3140GQWT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311507 | PA      | $304283.30      | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    11475000 | PA      | $11262587.41    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K065 A2                   | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17557000 | PA      | $17414883.11    | 0.00%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2465431.19     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779668                      | CUSIP: 31404VFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6603 | PA      | $6793.41        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5100071.33     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A4                | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1072813.67     | 0.00%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      790013 | PA      | $782098.27      | 0.00%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    30300000 | PA      | $32342494.96    | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                 | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     5486000 | PA      | $5297345.46     | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 762431                      | CUSIP: 31404AA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16489 | PA      | $16708.75       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   518903000 | PA      | $525328477.26   | 0.14%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10022105.47    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3452                      | CUSIP: 3138WCZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      288198 | PA      | $277550.12      | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5              | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2254548.08     | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     9925000 | PA      | $4889185.61     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09022                      | CUSIP: 31292SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2622491 | PA      | $2412118.25     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4952428.56     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3989                      | CUSIP: 3140FBNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      464441 | PA      | $434633.76      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    33200000 | PA      | $33781793.42    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $15241684.24    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     7562000 | PA      | $7506125.46     | 0.00%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    20510000 | PA      | $20473313.54    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6048                      | CUSIP: 3140F1WJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1455259 | PA      | $1422414.26     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3930                      | CUSIP: 3140X7LL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2226046 | PA      | $2143221.12     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8230                      | CUSIP: 3132D6EB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6511451 | PA      | $6586500.53     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    19011000 | PA      | $15612730.65    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    24623000 | PA      | $25166935.06    | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4559                      | CUSIP: 31419FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137658 | PA      | $137018.04      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    24630000 | PA      | $19669504.40    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $9400996.34     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    33870000 | PA      | $32745688.37    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7554                      | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71012198 | PA      | $60899003.15    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5082000 | PA      | $5096757.54     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    23200000 | PA      | $22069614.91    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4559                      | CUSIP: 3138M8B51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2028764 | PA      | $1865667.41     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3192                      | CUSIP: 3132DQRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20302002 | PA      | $20210711.73    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6971                      | CUSIP: 3140HLW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115321 | PA      | $109885.49      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    15331000 | PA      | $15098141.16    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0987                      | CUSIP: 3140QLCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21095155 | PA      | $18031560.18    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    23200000 | PA      | $14953903.64    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33543                      | CUSIP: 31297N5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10165 | PA      | $10471.29       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5115                      | CUSIP: 3133KYVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17538256 | PA      | $15766374.84    | 0.00%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4443                      | CUSIP: 3140JL5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      674344 | PA      | $658106.40      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0887                      | CUSIP: 3140XF6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12598746 | PA      | $11206575.32    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8155                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   139853248 | PA      | $113590850.11   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAQ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      876000 | PA      | $873413.65      | 0.00%             | 2040-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18940                      | CUSIP: 3128PY4Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60099 | PA      | $59643.89       | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3356822.20     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604498                      | CUSIP: 36200MRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24556 | PA      | $24512.41       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27309000 | PA      | $26942628.31    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    14000000 | PA      | $13752749.90    | 0.00%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $5385712.79     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3216538.19     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    23975000 | PA      | $23947055.67    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13206000 | PA      | $13156110.05    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16353                      | CUSIP: 3128PWBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30133 | PA      | $30073.60       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1713                      | CUSIP: 3140W13X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18970493 | PA      | $18837764.42    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ- 159           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2060000 | PA      | $2204945.31     | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1486079700 | PA      | $1477720501.69  | 0.40%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     8570000 | PA      | $8832403.21     | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745314                      | CUSIP: 31403DAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66933 | PA      | $66044.02       | 0.00%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40511                      | CUSIP: 3128K0R88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10970 | PA      | $11305.28       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    40296000 | PA      | $39547282.01    | 0.01%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    18700000 | PA      | $18206737.38    | 0.00%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2646                      | CUSIP: 3138EJ5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90360 | PA      | $94201.94       | 0.00%             | 2042-05-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1710055.60     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     6041000 | PA      | $6839984.95     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2303                      | CUSIP: 3140X5RZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295547 | PA      | $293589.56      | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    74300000 | PA      | $73210050.40    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35411000 | PA      | $34806342.03    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     1253000 | PA      | $1304455.35     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    60451000 | PA      | $60935807.30    | 0.02%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K067 A2                   | CUSIP: 3137FAWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4002000 | PA      | $3959708.46     | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04796                      | CUSIP: 3132GK7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      509389 | PA      | $496122.92      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4805                      | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66814186 | PA      | $64725133.19    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K538 A2                   | CUSIP: 3137HKQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30000000 | PA      | $30248037.00    | 0.01%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7890136.31     | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2013574 | PA      | $1929359.81     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $7021306.81     | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K061 A2                   | CUSIP: 3137BTUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16605147 | PA      | $16516321.41    | 0.00%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   784487600 | PA      | $542522205.88   | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05936                      | CUSIP: 3128M74V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      489678 | PA      | $478873.02      | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4302                      | CUSIP: 31418DX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      914083 | PA      | $824442.83      | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0606                      | CUSIP: 31417YU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270237 | PA      | $270561.72      | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4289                      | CUSIP: 3140QPXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5174506 | PA      | $5002610.08     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A2 A                | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    17550000 | PA      | $17586258.30    | 0.00%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M11 A2                | CUSIP: 3136BF4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16650000 | PA      | $14577967.44    | 0.00%             | 2031-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7054                      | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16282084 | PA      | $15134200.52    | 0.00%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5419348.50     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21547                      | CUSIP: 31296XWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12761 | PA      | $13124.54       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   994887800 | PA      | $982607153.72   | 0.27%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0455                      | CUSIP: 3132CWQG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1014902 | PA      | $976514.60      | 0.00%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | BARRICK PD AU FI               | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    10964000 | PA      | $11262828.35    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4994                      | CUSIP: 31418ERQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5130112 | PA      | $5031899.87     | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K102 A2                   | CUSIP: 3137FQKC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15420000 | PA      | $14623270.19    | 0.00%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09007                      | CUSIP: 31292SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5557996 | PA      | $5252877.74     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5016000.86     | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    14168000 | PA      | $13989838.24    | 0.00%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91875                      | CUSIP: 3128P8CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1160726 | PA      | $1128858.79     | 0.00%             | 2036-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1G A2                | CUSIP: 3136BLRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3725000 | PA      | $3269115.50     | 0.00%             | 2031-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5231                      | CUSIP: 3140QCY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14374600 | PA      | $13362202.88    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    51745000 | PA      | $30421077.20    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $2122264.89     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710846                      | CUSIP: 36297FWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107513 | PA      | $106972.44      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04269                      | CUSIP: 31292LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1656996 | PA      | $1528237.19     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5494                      | CUSIP: 31418FC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37917296 | PA      | $35747899.87    | 0.01%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0499                      | CUSIP: 3138W9RV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      866029 | PA      | $855917.31      | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     5763000 | PA      | $5608985.47     | 0.00%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    36950000 | PA      | $34040139.28    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8869204.97     | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8131                      | CUSIP: 3132D6A83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34237681 | PA      | $30778480.72    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890585                      | CUSIP: 31410LNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56928 | PA      | $57765.80       | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $13795112.65    | 0.00%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-2 Class AA Pass Through Trust                             | AM AIRLN 16-2 AA               | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3132920 | PA      | $3052283.97     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    48100000 | PA      | $48978691.67    | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7883                      | CUSIP: 3128UGEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         789 | PA      | $823.82         | 0.00%             | 2040-12-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5823                      | CUSIP: 31418FPH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34252890 | PA      | $34891456.33    | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    16550000 | PA      | $17344455.89    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     1682677 | PA      | $1678396.17     | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                          | MSC 2020-HR8 A4                | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6310350.20     | 0.00%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 AS             | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1892981.58     | 0.00%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1037                      | CUSIP: 31418AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1411826 | PA      | $1372108.03     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3029                      | CUSIP: 31418CLK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      795345 | PA      | $774719.07      | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     7090000 | PA      | $4687584.76     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    44725000 | PA      | $42650815.97    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4581                      | CUSIP: 31418ECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10690824 | PA      | $9609007.95     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    21525000 | PA      | $13809399.29    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11710000 | PA      | $11718877.62    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6172546.00     | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888222                      | CUSIP: 31410FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      268085 | PA      | $279867.12      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2958074.50     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $8486156.86     | 0.00%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786914                      | CUSIP: 3622ACSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4103029 | PA      | $4231344.31     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6558973.59     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    34933000 | PA      | $35202407.26    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    36000000 | PA      | $35729564.31    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7631                      | CUSIP: 3140XBPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8207630 | PA      | $7711062.36     | 0.00%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      748211 | PA      | $748941.00      | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2373                      | CUSIP: 3140QMT79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20497952 | PA      | $17565927.11    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1010946.87     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                                      | CGCMT 2016-C2 A4               | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2485960.50     | 0.00%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    41521000 | PA      | $26981754.62    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    10752000 | PA      | $11968550.68    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745133                      | CUSIP: 31403CY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23217 | PA      | $23899.83       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    17402000 | PA      | $17343905.94    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                                             | HERCULES CAPITAL               | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     8195000 | PA      | $8045136.29     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8825000 | PA      | $8777804.78     | 0.00%             | 2031-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 820113                      | CUSIP: 31406UDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77221 | PA      | $79911.71       | 0.00%             | 2034-11-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    25800000 | PA      | $24312909.17    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4333                      | CUSIP: 3132E0Y63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17693573 | PA      | $18421891.80    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    12590000 | PA      | $13357149.11    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1518 A2                 | CUSIP: 3137FXQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $3332616.84     | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35638317 | PA      | $31154183.14    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10403780.08    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   407768000 | PA      | $413406664.84   | 0.11%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7457                      | CUSIP: 31417EJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2797153 | PA      | $2577026.85     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5132                      | CUSIP: 3140XLV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30176085 | PA      | $26586995.97    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0061                      | CUSIP: 31419AB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      282660 | PA      | $296323.20      | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $7134502.13     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3365                      | CUSIP: 3138EKW35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2698057 | PA      | $2822072.72     | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    30000000 | PA      | $29961992.24    | 0.01%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   380402000 | PA      | $383359032.12   | 0.10%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    15950000 | PA      | $15839682.56    | 0.00%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38033                      | CUSIP: 31297T4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14917 | PA      | $15160.09       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725424                      | CUSIP: 31402C4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2276771 | PA      | $2336139.50     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $800900.57      | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    16150000 | PA      | $16212050.11    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     1311000 | PA      | $1326386.60     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    65875000 | PA      | $64313508.62    | 0.02%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786659                      | CUSIP: 3622ACJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37235645 | PA      | $37070471.20    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5               | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     5175000 | PA      | $5147122.28     | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    29173000 | PA      | $26581412.53    | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737660                      | CUSIP: 3620ARQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99944 | PA      | $96495.48       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2308703.24     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4896287 | PA      | $4574050.75     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     9096000 | PA      | $8172433.16     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    32045000 | PA      | $29947742.79    | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9971587.07     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3027                      | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2902250 | PA      | $2772706.22     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16975476 | PA      | $15420301.55    | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                  | SGCMS 2016-C5 A4               | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     5975000 | PA      | $5947969.70     | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1756                      | CUSIP: 3138WA5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139269 | PA      | $138274.20      | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0734                      | CUSIP: 3132CWY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11776999 | PA      | $11173618.77    | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     7577000 | PA      | $7519549.69     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 A5             | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10880000 | PA      | $10043454.21    | 0.00%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9563                      | CUSIP: 3138E2TV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35675 | PA      | $37360.15       | 0.00%             | 2042-01-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4281                      | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29093828 | PA      | $23630431.47    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02495                      | CUSIP: 3128M4C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101988 | PA      | $106701.10      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU4884                      | CUSIP: 3140M6NA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      890854 | PA      | $871014.94      | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1747479.99     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $680182.58      | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2026-A                                            | HART 2026-A A4                 | CUSIP: 448981AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11235000 | PA      | $11114756.29    | 0.00%             | 2032-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4754                      | CUSIP: 3140J9H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4882084 | PA      | $4545869.00     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    12267000 | PA      | $10961443.34    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18565                      | CUSIP: 3128MMTX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      902743 | PA      | $886036.93      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08831                      | CUSIP: 3128MJ4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19407760 | PA      | $18515430.18    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR          | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     4220000 | PA      | $4486882.08     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K099 A2                   | CUSIP: 3137FPJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11690000 | PA      | $11122529.99    | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   329655000 | PA      | $313159373.68   | 0.09%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                         | MSCI INC                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    13469000 | PA      | $13195037.85    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2230                      | CUSIP: 31418BPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5086995 | PA      | $4877091.89     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    75000000 | PA      | $72953988.73    | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5220640.66     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63990                      | CUSIP: 31287PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13228 | PA      | $13887.39       | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     8133000 | PA      | $8127717.80     | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 AS              | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1157041.44     | 0.00%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2658                        | CUSIP: 36202C5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23445 | PA      | $24355.95       | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     6775000 | PA      | $4367515.10     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    12010000 | PA      | $12726426.03    | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $8497020.91     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4379                      | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   156187913 | PA      | $132382547.86   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3550729.31     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    11690000 | PA      | $11297001.70    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2201                      | CUSIP: 3140X5NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6237714 | PA      | $5959288.40     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7544                      | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13978671 | PA      | $12512648.46    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     8080000 | PA      | $7364081.06     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    14020000 | PA      | $14890181.11    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2280                      | CUSIP: 3140W2RA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39568483 | PA      | $40497807.94    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08353                      | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1047190 | PA      | $1044796.69     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11955898.86    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A4               | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1258491.25     | 0.00%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3706                      | CUSIP: 3138WDDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1351863 | PA      | $1268866.43     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $3779069.97     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3784                        | CUSIP: 36202EFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28543 | PA      | $28454.90       | 0.00%             | 2035-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    12365000 | PA      | $7437463.83     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91485                      | CUSIP: 3128P7UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      829313 | PA      | $815723.57      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1043199.18     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    40880000 | PA      | $42080069.51    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4971                      | CUSIP: 31419FQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      814181 | PA      | $794295.64      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38836 | PA      | $38767.66       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     3250000 | PA      | $2661589.71     | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5229                      | CUSIP: 3138EMY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1251224 | PA      | $1270749.19     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03600                      | CUSIP: 31292K7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      418434 | PA      | $397540.27      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2161242.67     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6661                      | CUSIP: 3140H8MK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1214586 | PA      | $1158474.40     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    13140000 | PA      | $9392363.48     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9526                      | CUSIP: 3140XRSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6739974 | PA      | $6711773.35     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2572                      | CUSIP: 3140X52E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17260452 | PA      | $14888608.38    | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5345810.07     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      967545 | PA      | $983727.20      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      796000 | PA      | $664788.76      | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $5881083.23     | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 A3                | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      548862 | PA      | $549118.78      | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6321043.48     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6986941 | PA      | $6094722.62     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9540                      | CUSIP: 36179YS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42592659 | PA      | $42323860.63    | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06231                      | CUSIP: 3128M8HG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158047 | PA      | $154312.92      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     6551000 | PA      | $6730220.42     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783672                      | CUSIP: 3622A2CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      967268 | PA      | $891554.95      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     4395000 | PA      | $2896238.64     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12707756.81    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     8435000 | PA      | $7370655.85     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7800000 | PA      | $7883978.45     | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07784                      | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5487690 | PA      | $5332249.78     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    37809000 | PA      | $27939205.87    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14012675.83    | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08642                      | CUSIP: 3128MJWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1739097 | PA      | $1674902.59     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $9200817.88     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $2630510.24     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783035                      | CUSIP: 36241LLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      634787 | PA      | $631418.64      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    20000000 | PA      | $17386613.91    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2064494.54     | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4926267.67     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2723                      | CUSIP: 3138WQAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2302788 | PA      | $2111683.53     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2219                      | CUSIP: 3142GSPD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24810284 | PA      | $26031190.41    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08632                      | CUSIP: 3128MJV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16786971 | PA      | $15707523.63    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6058369.18     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M4 A2                 | CUSIP: 3136BXNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5850000 | PA      | $5754549.65     | 0.00%             | 2035-08-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11182877 | PA      | $10513589.24    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $26420129.99    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9410000 | PA      | $9465571.63     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08051                      | CUSIP: 3128MJBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169081 | PA      | $171686.68      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $12342679.31    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6520919.41     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9244                      | CUSIP: 36179YHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9078242 | PA      | $9464751.47     | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5049                      | CUSIP: 3138X4TF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23495 | PA      | $23220.42       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9665                      | CUSIP: 3140XDW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18621342 | PA      | $15211813.48    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     8577000 | PA      | $8737141.76     | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    39874000 | PA      | $37630335.91    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842756                      | CUSIP: 31407WH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6960 | PA      | $7177.18        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    20100000 | PA      | $18303861.65    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A4                | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1110778.57     | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4728540.00     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    55200000 | PA      | $42843449.50    | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2555000 | PA      | $2376053.68     | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    13425000 | PA      | $13327660.65    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    56606000 | PA      | $53993106.70    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2818975.35     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    55870000 | PA      | $56194081.65    | 0.02%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $1382835.92     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4773                      | CUSIP: 3132DSJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24710235 | PA      | $22931293.21    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2012525.45     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    13650000 | PA      | $13996260.29    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7620                      | CUSIP: 3138A9PE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40774 | PA      | $40591.90       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    47608000 | PA      | $36461586.30    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3418                      | CUSIP: 3140XJYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40006113 | PA      | $40001248.48    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     7750000 | PA      | $7236414.48     | 0.00%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8509                      | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26510225 | PA      | $24552590.99    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     8222000 | PA      | $6230757.25     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     6927000 | PA      | $6933681.39     | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15745621.44    | 0.00%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    11395000 | PA      | $10064045.81    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2422431.99     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436717                      | CUSIP: 36207NDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      914175 | PA      | $929716.17      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57700                      | CUSIP: 3128KLRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31192 | PA      | $32575.95       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0093                      | CUSIP: 3142J6C76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11648832 | PA      | $11236379.17    | 0.00%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9667                      | CUSIP: 36179YW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33816916 | PA      | $33582364.78    | 0.01%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M46 A2                | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9555157 | PA      | $8642537.11     | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1614998.72     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    16465000 | PA      | $16648226.07    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9241                      | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    64631425 | PA      | $65483305.81    | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90222                      | CUSIP: 312938G72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63609 | PA      | $63445.22       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    24425000 | PA      | $24566062.17    | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   103495000 | PA      | $101885319.97   | 0.03%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1145209 | PA      | $1081497.64     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    20065000 | PA      | $19966420.66    | 0.01%             | 2027-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1543000 | PA      | $1555968.97     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    97000000 | PA      | $99597258.97    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 AS              | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2410000 | PA      | $2169568.52     | 0.00%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $8034846.50     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5627                      | CUSIP: 3133KMHC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2900222 | PA      | $2502594.55     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K512 A2                   | CUSIP: 3137HBCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3961857 | PA      | $4040847.94     | 0.00%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2759797.58     | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2043810.83     | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783363                      | CUSIP: 36241LWY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28063 | PA      | $28874.09       | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $12893128.28    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6109                      | CUSIP: 3138WFYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1261418 | PA      | $1175806.00     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7910824.69     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2200000 | PA      | $2227655.62     | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8585394.97     | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4136113.76     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    29697000 | PA      | $29539293.83    | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8278                      | CUSIP: 3132DWFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8484248 | PA      | $8702072.78     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   316360700 | PA      | $308303388.42   | 0.08%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                                               | DTRT 2024-1 A3                 | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3018034 | PA      | $3034887.43     | 0.00%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    38035000 | PA      | $37696648.70    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2994                      | CUSIP: 3132DQKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27403240 | PA      | $23393567.43    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9491                      | CUSIP: 36179YRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6714975 | PA      | $6999818.52     | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3236                      | CUSIP: 3132A3SZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      668695 | PA      | $679066.88      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5285000 | PA      | $4035192.41     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829676                      | CUSIP: 31407FXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35612 | PA      | $36634.43       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     6750000 | PA      | $5975046.74     | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7139460.01     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4006403 | PA      | $3731464.82     | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8867000 | PA      | $8787182.18     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2020-1 Class AA Pass Through Trust                               | DELTA AIR 2020AA               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5369067 | PA      | $5191907.86     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5533                      | CUSIP: 31418FEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13933626 | PA      | $13612883.40    | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5122777.62     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    21699000 | PA      | $20865022.75    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3028                      | CUSIP: 31418CLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1329933 | PA      | $1289463.53     | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    61365000 | PA      | $63556108.36    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55563                      | CUSIP: 3132XYFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31607 | PA      | $30953.32       | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6875                      | CUSIP: 3140QST92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19607938 | PA      | $20226241.03    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                 | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |      750000 | PA      | $750460.53      | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586207                      | CUSIP: 36201LGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11894 | PA      | $12483.56       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8090000 | PA      | $7599516.37     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    15573000 | PA      | $16991233.11    | 0.00%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $3849805.97     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     6120000 | PA      | $6247063.96     | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3278021.76     | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01283                      | CUSIP: 31292HM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7996 | PA      | $8173.97        | 0.00%             | 2031-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    16175000 | PA      | $16219796.01    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    67224000 | PA      | $68155012.87    | 0.02%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $5752489.86     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08680                      | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4129600 | PA      | $3741878.16     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    10002000 | PA      | $6388676.60     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14426                      | CUSIP: 3132HQ4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5733711 | PA      | $5277224.21     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8483                      | CUSIP: 31417FM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62132 | PA      | $58750.95       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3465                      | CUSIP: 31418CZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1557639 | PA      | $1529973.99     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-SER A                    | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    10205000 | PA      | $10867121.83    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-181          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     5870000 | PA      | $5502539.76     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    36225000 | PA      | $36095612.87    | 0.01%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0013                      | CUSIP: 3142J6AP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10042261 | PA      | $10088104.08    | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2222543.23     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                               | FIRST HORIZON                  | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     4595000 | PA      | $4668521.14     | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A3                 | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      605829 | PA      | $606649.74      | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08601                      | CUSIP: 3128MJU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10908963 | PA      | $10526030.69    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11952000 | PA      | $6393039.21     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0949                      | CUSIP: 31419BBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6897940 | PA      | $6724821.80     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9586348.21     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    16143000 | PA      | $15786584.68    | 0.00%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A-TXBL                 | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     2211000 | PA      | $2219475.21     | 0.00%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11655934.48    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    10500000 | PA      | $10015051.53    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $16407075.96    | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    26350000 | PA      | $24841518.22    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3490333.17     | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20740485 | PA      | $18828430.40    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     7800000 | PA      | $7703136.73     | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     2923000 | PA      | $3224990.44     | 0.00%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     4190000 | PA      | $4142001.06     | 0.00%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783104                      | CUSIP: 36241LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16832 | PA      | $16259.15       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13270000 | PA      | $12032033.52    | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91949                      | CUSIP: 3128P8EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155880 | PA      | $148171.12      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2766276.50     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     8500000 | PA      | $7970626.90     | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3966204.47     | 0.00%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1278                      | CUSIP: 3140Q8M44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1277101 | PA      | $1240259.69     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8481000 | PA      | $8376448.33     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   618597500 | PA      | $566065037.34   | 0.15%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5400522.90     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    52770000 | PA      | $47262315.84    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     6246000 | PA      | $6141925.91     | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF0489                      | CUSIP: 3140BQRK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      937314 | PA      | $933163.98      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    19188000 | PA      | $19377736.11    | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 4/26                  | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   649120000 | PA      | $545666500.00   | 0.15%             | 2026-04-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00509                      | CUSIP: 31292GR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         227 | PA      | $229.21         | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    11785000 | PA      | $11715959.99    | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    31800000 | PA      | $32205719.18    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569680                      | CUSIP: 36200Q2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1791 | PA      | $1869.80        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9779                      | CUSIP: 36179Y2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    82735117 | PA      | $83586461.60    | 0.02%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08356                      | CUSIP: 3128MJME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248071 | PA      | $256613.47      | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3052927 | PA      | $2718438.89     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2270                      | CUSIP: 3138LSQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105392 | PA      | $110409.03      | 0.00%             | 2042-10-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    16595000 | PA      | $15868008.92    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5533130.82     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2445                      | CUSIP: 36179QWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7413447 | PA      | $6973152.12     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12860000 | PA      | $11893469.40    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    37350000 | PA      | $37579570.39    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   752800800 | PA      | $674433062.35   | 0.18%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9324                      | CUSIP: 3138MRLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2188951 | PA      | $2011682.48     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    27302000 | PA      | $26536389.19    | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5937                      | CUSIP: 31417CS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5005362 | PA      | $4718388.80     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1105                      | CUSIP: 3138WAGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      821270 | PA      | $794766.86      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03456                      | CUSIP: 31292KZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1014643 | PA      | $1031523.09     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      950000 | PA      | $879103.88      | 0.00%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5286                      | CUSIP: 3133KL2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23744303 | PA      | $19976915.67    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 A5                 | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11255000 | PA      | $11653452.89    | 0.00%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659831                      | CUSIP: 31390YA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3738 | PA      | $3924.00        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A3                | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6800000 | PA      | $6846630.32     | 0.00%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    11060000 | PA      | $7800829.00     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7242                      | CUSIP: 3140XPBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17535021 | PA      | $15037772.95    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QC37<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |     7428000 | PA      | $7414442.49     | 0.00%             | 2028-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A4               | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2340868.61     | 0.00%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6896488.81     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1191                      | CUSIP: 3140Q8KD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13901067 | PA      | $12922020.16    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    20864000 | PA      | $22139100.07    | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     7046000 | PA      | $6947857.84     | 0.00%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE CAP FUNDING                 | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $1094808.25     | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4677365.25     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    65800000 | PA      | $66099590.68    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO4535                      | CUSIP: 3133WPBC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      433225 | PA      | $429953.49      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2842                      | CUSIP: 3140QNEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44740059 | PA      | $36464360.90    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6487630.45     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5147                      | CUSIP: 3133KYWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      928225 | PA      | $779752.89      | 0.00%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    25697000 | PA      | $25253178.91    | 0.01%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7527                      | CUSIP: 3140QFLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44195740 | PA      | $37183427.71    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    15875000 | PA      | $16141904.90    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1941                      | CUSIP: 3132DPEN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7446494 | PA      | $6382512.24     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   102192000 | PA      | $61192687.89    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    14200000 | PA      | $12750978.03    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    12595000 | PA      | $12757395.80    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   163056000 | PA      | $133374712.50   | 0.04%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A4                 | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1079314.30     | 0.00%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-3 B                  | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5057348.50     | 0.00%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2077                      | CUSIP: 31416XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      979928 | PA      | $956909.09      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786826                      | CUSIP: 3622ACPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21301573 | PA      | $21707154.65    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     4827000 | PA      | $4619420.19     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     5138000 | PA      | $3754241.87     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35823                      | CUSIP: 31307SPG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      220904 | PA      | $213805.36      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9425                      | CUSIP: 36179YPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    65042057 | PA      | $67782578.03    | 0.02%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4879621.74     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5126                      | CUSIP: 3133KYVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11711219 | PA      | $10509441.01    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    10132000 | PA      | $9913776.24     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786681                      | CUSIP: 3622ACJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8696138 | PA      | $8810079.47     | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2220000 | PA      | $2268467.04     | 0.00%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    35144000 | PA      | $36341969.65    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3793                      | CUSIP: 31418RGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      253139 | PA      | $256968.33      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     2427000 | PA      | $1909897.77     | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    12360000 | PA      | $12232225.84    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    56667000 | PA      | $56657145.50    | 0.02%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     9547000 | PA      | $9375117.93     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9104                      | CUSIP: 36179YDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36655470 | PA      | $35583748.13    | 0.01%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07416                      | CUSIP: 3128M9SD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      698958 | PA      | $660113.62      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6441778.28     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2986                      | CUSIP: 3140X6J85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13875176 | PA      | $13359122.56    | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    11625000 | PA      | $7359857.91     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    34873000 | PA      | $31536093.46    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23900000 | PA      | $23882417.15    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0836                      | CUSIP: 3138EG4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      279981 | PA      | $293008.22      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5547305.01     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    20275000 | PA      | $12427829.55    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    15640000 | PA      | $15928671.32    | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3437                      | CUSIP: 3138AUZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148865 | PA      | $155852.93      | 0.00%             | 2041-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8070                      | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1886010 | PA      | $1794164.16     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 A3               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4325000 | PA      | $4417715.46     | 0.00%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1510832.68     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4550                      | CUSIP: 3138WEBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2444523 | PA      | $2290926.52     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6449990.78     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6491001.77     | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     4875000 | PA      | $4776113.10     | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555591                      | CUSIP: 31385XF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      629406 | PA      | $645021.85      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1815340 | PA      | $1744728.24     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5430000 | PA      | $5970941.25     | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487821                      | CUSIP: 36210B4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      608991 | PA      | $619359.93      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0981                      | CUSIP: 3132CXCS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16188910 | PA      | $16375500.20    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      461000 | PA      | $449744.23      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    12550000 | PA      | $12540406.12    | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2695000 | PA      | $2794715.35     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     8304000 | PA      | $8199153.04     | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 337358BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $2284396.43     | 0.00%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1042                      | CUSIP: 3140J5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6310907 | PA      | $6064713.33     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915574                      | CUSIP: 31411VFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43961 | PA      | $45887.33       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   527375000 | PA      | $520988815.72   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A3                | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1095922 | PA      | $1097625.38     | 0.00%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78194                      | CUSIP: 31288HC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2477 | PA      | $2540.97        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49899                      | CUSIP: 3132WP7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126081 | PA      | $121190.45      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1260851.73     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8067                      | CUSIP: 3132D56C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3582093 | PA      | $3242005.50     | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5431                      | CUSIP: 3140QRA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3220444 | PA      | $3229109.86     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     7770000 | PA      | $7849390.36     | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      405478 | PA      | $403126.72      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    18212000 | PA      | $15409642.42    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    58555000 | PA      | $43428706.83    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09008                      | CUSIP: 31292SAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      670935 | PA      | $617724.16      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Americas Inc                                                                 | UBS AMERICAS INC               | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |     7791000 | PA      | $8702516.46     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8389                      | CUSIP: 3132DWKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10391164 | PA      | $11038152.48    | 0.00%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    29740000 | PA      | $28149167.24    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   125190000 | PA      | $123512868.10   | 0.03%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8031                      | CUSIP: 3132D54Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8880454 | PA      | $8442125.52     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5528                      | CUSIP: 31418FEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31401933 | PA      | $29605305.71    | 0.01%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61428                      | CUSIP: 31335BSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141626 | PA      | $138562.25      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0079                      | CUSIP: 3138EGCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      221175 | PA      | $220340.71      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    66163000 | PA      | $58383151.71    | 0.02%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $19746900.85    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP               | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    27755000 | PA      | $27536058.61    | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 AS              | CUSIP: 06540DCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1837844.82     | 0.00%             | 2064-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02324                      | CUSIP: 3128LXSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68594 | PA      | $73467.73       | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3047                      | CUSIP: 31419DL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      515377 | PA      | $513181.61      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0811                      | CUSIP: 3618N53V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3645861 | PA      | $3412629.12     | 0.00%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     9567000 | PA      | $9985147.91     | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4619642.56     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4186773.99     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     7000000 | PA      | $4489218.54     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8163                      | CUSIP: 3132DWB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      557373 | PA      | $513936.79      | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K116 A2                   | CUSIP: 3137FWHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13710000 | PA      | $12218718.06    | 0.00%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08158                      | CUSIP: 3128MJE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1581 | PA      | $1696.52        | 0.00%             | 2036-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    17275000 | PA      | $17439396.36    | 0.00%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 B                 | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1103085.17     | 0.00%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8211389.90     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q07465                      | CUSIP: 3132GSTW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346364 | PA      | $327923.57      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7553                      | CUSIP: 3138MBMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15476757 | PA      | $14236974.75    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4586                      | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13228409 | PA      | $11498250.63    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    15188000 | PA      | $10834733.89    | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1380147.88     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6034                      | CUSIP: 3140QRV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3890045 | PA      | $4048346.89     | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    25983000 | PA      | $20826290.17    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1408767 | PA      | $1322034.04     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4223                        | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41357 | PA      | $43508.93       | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06881                      | CUSIP: 3128M86S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110302 | PA      | $104616.45      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20542                      | CUSIP: 3132JMS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      548171 | PA      | $503450.16      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8347                      | CUSIP: 3132D6HY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5541851 | PA      | $5418437.50     | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15028617.38    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11358000 | PA      | $7481946.67     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91466                      | CUSIP: 3128P7TX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      508851 | PA      | $494388.87      | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06867                      | CUSIP: 3128M86C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      760151 | PA      | $740837.50      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     4150000 | PA      | $4225299.24     | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2722267.25     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1222                      | CUSIP: 3138EHLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46359 | PA      | $48677.36       | 0.00%             | 2040-09-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6740000 | PA      | $6176320.60     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3488                      | CUSIP: 3132DQ2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16670887 | PA      | $13618482.51    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $4903114.84     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5021                      | CUSIP: 3133KYSJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      792505 | PA      | $720904.98      | 0.00%             | 2039-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3488                      | CUSIP: 31427Q2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38060107 | PA      | $38375385.42    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1246520 | PA      | $1240424.70     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    10923000 | PA      | $6737715.35     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     9310000 | PA      | $8283811.94     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                       | BMO 2022-C1 A5                 | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2769770.70     | 0.00%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     9520000 | PA      | $9581227.56     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1597                      | CUSIP: 3138EHX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197421 | PA      | $206452.18      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97549                      | CUSIP: 312946L61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30195 | PA      | $29485.94       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     9840000 | PA      | $8675440.34     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83580                      | CUSIP: 3129296R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15885 | PA      | $16686.47       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33585                      | CUSIP: 31297N6W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3117 | PA      | $3215.28        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4468                        | CUSIP: 36202E6D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      499989 | PA      | $497126.45      | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      935044 | PA      | $932079.74      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A5              | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $6150651.72     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6740                      | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1534317 | PA      | $1495985.27     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A4                | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1725000 | PA      | $1730139.64     | 0.00%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A4                | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $600936.00      | 0.00%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720196                      | CUSIP: 31401WC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9994 | PA      | $10217.14       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $1801437.09     | 0.00%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TOTALENERGI CAP                | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    15667000 | PA      | $15507928.26    | 0.00%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54024                      | CUSIP: 3128KGPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      131560 | PA      | $137517.93      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   801319000 | PA      | $797719322.80   | 0.22%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV VA-A-TXBL                 | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2300000 | PA      | $1288140.07     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9729000 | PA      | $9547759.55     | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 AS              | CUSIP: 065404BC8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1612984.56     | 0.00%             | 2061-02-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18334000 | PA      | $18714037.35    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4368                      | CUSIP: 3133GAZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3744541 | PA      | $3384349.42     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    55544000 | PA      | $52027828.91    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $9865690.26     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     4150000 | PA      | $4283293.57     | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    18655000 | PA      | $11444807.23    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    25500000 | PA      | $24403893.47    | 0.01%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4642651.91     | 0.00%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                | CUSIP: 16876HAB5<br>LEI: 2549009WMIANX4ENYU35 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $5800895.89     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW0278                      | CUSIP: 3138XPJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54831 | PA      | $53038.66       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5428000 | PA      | $5633636.30     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8453                      | CUSIP: 3140XQMB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25692377 | PA      | $26041695.28    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1694                      | CUSIP: 3132DN3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8685537 | PA      | $8419398.37     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $1986219.97     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     4057128 | PA      | $4155561.27     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    14675000 | PA      | $15613802.10    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15617894.82    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sekisui House US Inc                                                             | SEKISUI HOUSE US               | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3623940.61     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     9815000 | PA      | $9540405.39     | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $5297165.77     | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A2                 | CUSIP: 3136B75M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19090000 | PA      | $18026761.45    | 0.00%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7376629.08     | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16131596.30    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     3520000 | PA      | $2956109.25     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0184                      | CUSIP: 31417YF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189731 | PA      | $191145.20      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    13235000 | PA      | $13228709.10    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $8792602.08     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23707137.52    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6903                      | CUSIP: 31417DU50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      780349 | PA      | $719138.64      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04490                      | CUSIP: 3128M6KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78218 | PA      | $79510.42       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1981                      | CUSIP: 31418BFX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      174565 | PA      | $168122.76      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2010402.31     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    19060000 | PA      | $19209282.92    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2455015.25     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29693                      | CUSIP: 31297HXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3780 | PA      | $3895.76        | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0256                      | CUSIP: 3132CWH98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         179 | PA      | $178.41         | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08540                      | CUSIP: 3128MJS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2025701 | PA      | $1857722.37     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3245301.70     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    20223000 | PA      | $20489482.48    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      145000 | PA      | $132880.50      | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    26741000 | PA      | $20720816.15    | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4305104.70     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $7686117.83     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19484939.49    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    90353000 | PA      | $91868211.15    | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2471                      | CUSIP: 31329KW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5664552 | PA      | $5378488.11     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58460                      | CUSIP: 3132Y2MJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154771 | PA      | $147654.61      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0540                      | CUSIP: 3132ACS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10013948 | PA      | $9620166.75     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $7233556.66     | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7925894.56     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9677670.27     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4154                      | CUSIP: 3140XKTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14618446 | PA      | $15205335.38    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9314                      | CUSIP: 36184HK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1622179 | PA      | $1478246.55     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0243                      | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      490502 | PA      | $480530.08      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1620092.30     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1858                      | CUSIP: 3132AEB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24229199 | PA      | $23729070.01    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $8944186.07     | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M21 2A2               | CUSIP: 3136B6WY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6888136 | PA      | $6385746.03     | 0.00%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6572                      | CUSIP: 3140XNJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18073640 | PA      | $18957390.61    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3781                      | CUSIP: 3140J8FX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         235 | PA      | $236.90         | 0.00%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6328                      | CUSIP: 3140QSA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17877924 | PA      | $18304797.16    | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09064                      | CUSIP: 31292SB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2424694 | PA      | $2338268.12     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0066                      | CUSIP: 3132DMCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1702649 | PA      | $1759851.05     | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51958                      | CUSIP: 3128KEE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1139 | PA      | $1190.60        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14050000 | PA      | $13932705.02    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3317                      | CUSIP: 3140W3VK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32683935 | PA      | $33697715.24    | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 AS             | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3595639.95     | 0.00%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8227                      | CUSIP: 3132D6D80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10607524 | PA      | $10404450.19    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7849340.92     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    65003000 | PA      | $67642915.90    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4270000 | PA      | $3486019.03     | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5607659.15     | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A1 A                | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5275000 | PA      | $5295779.81     | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14241137.53    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    37148000 | PA      | $37010802.93    | 0.01%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     9426000 | PA      | $7898651.09     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0659                      | CUSIP: 3142GQWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15368054 | PA      | $16276792.02    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2300000 | PA      | $2354596.94     | 0.00%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $5856797.02     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     8522000 | PA      | $8417424.72     | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     4623000 | PA      | $4711817.04     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3254672 | PA      | $2957412.97     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 775659                      | CUSIP: 31404QWU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2754 | PA      | $2816.47        | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 AS                | CUSIP: 09660SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9550000 | PA      | $10016748.61    | 0.00%             | 2057-05-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    10474000 | PA      | $11296583.84    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20796990.20    | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4122                      | CUSIP: 3140QBSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3002099 | PA      | $2777528.55     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6492828.27     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    22780000 | PA      | $18670354.98    | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8526                      | CUSIP: 3132DWPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14299998 | PA      | $14775790.81    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1753                      | CUSIP: 3140XG5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66205 | PA      | $58226.91       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2001                      | CUSIP: 3140J6GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7915321 | PA      | $7370215.56     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     5300000 | PA      | $5268279.35     | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0818                      | CUSIP: 3132DM4B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10157766 | PA      | $9089288.52     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M5 A2                 | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51401436 | PA      | $50259362.61    | 0.01%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    23658000 | PA      | $23164282.90    | 0.01%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728800                      | CUSIP: 3620AFUZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36343 | PA      | $36958.79       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5357000 | PA      | $5275284.99     | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5265                      | CUSIP: 36184BZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2421936 | PA      | $2259897.08     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4096                      | CUSIP: 31418DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39863712 | PA      | $33887547.71    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                    | CGCMT 2019-GC41 A5             | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11210000 | PA      | $10544138.33    | 0.00%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     7069000 | PA      | $7038675.05     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8269                      | CUSIP: 31418WFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      296582 | PA      | $289545.82      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3522                      | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7655001 | PA      | $7463785.71     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    14683000 | PA      | $14904271.69    | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12109906.44    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                                           | MSC 2021-L7 A5                 | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8465000 | PA      | $7482391.27     | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    17400000 | PA      | $17528290.72    | 0.00%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $13202116.61    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    15989000 | PA      | $15852857.26    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 A5             | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3225000 | PA      | $3255685.23     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5091000 | PA      | $4791030.38     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5054                      | CUSIP: 3133KYTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5709057 | PA      | $5172096.75     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1866                      | CUSIP: 3132AECB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1627908 | PA      | $1636867.11     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0864                      | CUSIP: 31417Y6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      705965 | PA      | $706982.97      | 0.00%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566254                      | CUSIP: 36213WBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         672 | PA      | $692.30         | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946887                      | CUSIP: 31413JNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      291161 | PA      | $304827.40      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705143                      | CUSIP: 36296YLY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55615 | PA      | $56569.78       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    37950000 | PA      | $38220801.89    | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1303180.93     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    10892000 | PA      | $10377451.56    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     4668000 | PA      | $3672516.11     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1787                      | CUSIP: 3142GR6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22305758 | PA      | $23445241.20    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    34245000 | PA      | $34565487.15    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2025-A2 A                | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |     7365000 | PA      | $7285403.50     | 0.00%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4929837.57     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3293                      | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7740143 | PA      | $7804864.10     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 652055                      | CUSIP: 31390PMC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6727 | PA      | $7076.48        | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5948                      | CUSIP: 36178DTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1204734 | PA      | $1109164.98     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2949                      | CUSIP: 3138EKH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      358039 | PA      | $375941.32      | 0.00%             | 2042-08-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840296                      | CUSIP: 31407TRR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10412 | PA      | $10737.20       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1541                      | CUSIP: 3140XGWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9729581 | PA      | $9013233.58     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780601                      | CUSIP: 36225AU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         212 | PA      | $212.73         | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5470                      | CUSIP: 3140X9CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10882542 | PA      | $10078926.41    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14484000 | PA      | $12395280.93    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4164767.50     | 0.00%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3320262.40     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    15118000 | PA      | $13059274.51    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    55533000 | PA      | $56232180.48    | 0.02%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2451069.15     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    17405000 | PA      | $13019243.20    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    37820000 | PA      | $23137118.61    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    11576000 | PA      | $10866773.23    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     5525000 | PA      | $5060918.67     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1661                      | CUSIP: 3138X0Z35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      650566 | PA      | $640816.09      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4606                      | CUSIP: 3132A5DK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1199893 | PA      | $1089917.24     | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0812                      | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27331779 | PA      | $24260351.13    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE5714                      | CUSIP: 3133BFK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      108700 | PA      | $99787.56       | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    20460000 | PA      | $17914104.05    | 0.00%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $8158050.87     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08847                      | CUSIP: 3128MJ5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2392790 | PA      | $2281278.44     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    14000000 | PA      | $14341722.85    | 0.00%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    46424000 | PA      | $38977868.61    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17488848 | PA      | $16561407.63    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05911                      | CUSIP: 3128M73U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2456936 | PA      | $2497727.30     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11279532.42    | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5531                      | CUSIP: 31418FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29672060 | PA      | $29850629.60    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $4663338.83     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B40 Mortgage Trust                                                | BMARK 2023-B40 A5              | CUSIP: 08163WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4975000 | PA      | $5310217.49     | 0.00%             | 2056-12-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8266                      | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34064045 | PA      | $32998978.28    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    15225000 | PA      | $9395735.38     | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     9090000 | PA      | $5963208.70     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    10160000 | PA      | $10383730.39    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                     | FEDEX FREIGHT HO               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     7349000 | PA      | $7260228.59     | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7550000 | PA      | $7337141.34     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   763921600 | PA      | $736677054.22   | 0.20%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    38740000 | PA      | $37233061.26    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10768549.13    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    10100000 | PA      | $10055179.65    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    40750000 | PA      | $41711231.56    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K073 A2                   | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7025000 | PA      | $6936248.96     | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    36267000 | PA      | $33762345.76    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $10669376.90    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6640000 | PA      | $6631778.69     | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    14675000 | PA      | $13563309.63    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $1837735.17     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8127                      | CUSIP: 3132DWA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    72257502 | PA      | $55781556.10    | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     3575000 | PA      | $3562896.81     | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698089                      | CUSIP: 36296QRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117643 | PA      | $114063.90      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A4                | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      725000 | PA      | $730175.70      | 0.00%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     4436000 | PA      | $4277549.63     | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5252                      | CUSIP: 3132DSZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23561328 | PA      | $23704962.98    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                 | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14170000 | PA      | $13863260.59    | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2038807.30     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5845000 | PA      | $6221726.06     | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   453805000 | PA      | $471478576.40   | 0.13%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K132 A2                   | CUSIP: 3137H3EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6200000 | PA      | $5524620.36     | 0.00%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    13460000 | PA      | $14295272.39    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A65069                      | CUSIP: 3128KVT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148585 | PA      | $155817.44      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    19224000 | PA      | $14842069.19    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    10998000 | PA      | $10053595.73    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8883000 | PA      | $8770812.16     | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    78850000 | PA      | $77881764.28    | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 5/26                  | CUSIP: 21H022655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54610000 | PA      | $46856963.69    | 0.01%             | 2026-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8680000 | PA      | $8226915.45     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91853                      | CUSIP: 3128P8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3518180 | PA      | $3425986.25     | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp                                                        | DEERE FUNDING CA               | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8474000 | PA      | $8363479.22     | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7803                      | CUSIP: 3138WHU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1029298 | PA      | $986570.85      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1983                      | CUSIP: 3133KHFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1424480 | PA      | $1270635.47     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     7347000 | PA      | $7232192.96     | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 AS                 | CUSIP: 12529TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2675000 | PA      | $2409009.77     | 0.00%             | 2053-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A17904                      | CUSIP: 31296SX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20046 | PA      | $20599.33       | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                          | BOOZ ALLEN & HAM               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7960453.48     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5017                      | CUSIP: 3140X8SF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16938099 | PA      | $14509982.21    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Restoration Bond Co III LLC                                   | CENTERPNT EN III               | CUSIP: 15202GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27010000 | PA      | $26324398.14    | 0.01%             | 2039-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    21350000 | PA      | $21508420.64    | 0.01%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8149                      | CUSIP: 3132DWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59979817 | PA      | $46209674.52    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7500000 | PA      | $7119423.00     | 0.00%             | 2028-11-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3561000 | PA      | $2320394.47     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     7500000 | PA      | $7601359.27     | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5311                      | CUSIP: 3138AW3V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      673409 | PA      | $669746.76      | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $6859299.01     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1711                      | CUSIP: 3138EH3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2569437 | PA      | $2557477.24     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $4702714.77     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18608                      | CUSIP: 3128MMVA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1382601 | PA      | $1352036.45     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   693447000 | PA      | $688896254.06   | 0.19%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658219                      | CUSIP: 36294SG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24880 | PA      | $26449.35       | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3623                      | CUSIP: 3132E0AY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7158633 | PA      | $7318933.90     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0806                      | CUSIP: 3140QK3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20195842 | PA      | $15704445.96    | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    23025000 | PA      | $21166213.40    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 A3                | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3006821.40     | 0.00%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $10927287.73    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1458                      | CUSIP: 31418ATQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143577 | PA      | $131536.41      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     7075000 | PA      | $7207207.75     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254008                      | CUSIP: 31371KDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4662 | PA      | $4894.41        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   284815000 | PA      | $218684517.19   | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13421                      | CUSIP: 31296MYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12040 | PA      | $12377.22       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5054596.61     | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A4                | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $754800.83      | 0.00%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     4605000 | PA      | $4545248.18     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13800000 | PA      | $12182234.53    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    13483000 | PA      | $13713365.17    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5              | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2780000 | PA      | $2547860.27     | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38637                      | CUSIP: 31297US27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23727 | PA      | $24107.12       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4592                      | CUSIP: 3132A5C52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3932535 | PA      | $3785915.03     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    14727000 | PA      | $15221885.55    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    55513000 | PA      | $49331361.94    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    24915000 | PA      | $23139182.99    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $9159098.64     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7406                      | CUSIP: 3140XBGQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12802085 | PA      | $12066983.71    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    70610229 | PA      | $60725467.66    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    31750000 | PA      | $27951928.79    | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00713                      | CUSIP: 31292GYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         444 | PA      | $449.05         | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     7450000 | PA      | $7336650.57     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9377                      | CUSIP: 3140LYM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15208121 | PA      | $12409288.65    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813400                      | CUSIP: 31406LUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12420 | PA      | $12778.90       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3091901.90     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0385                      | CUSIP: 31419ANB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      729405 | PA      | $711539.49      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    20465000 | PA      | $17665222.98    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A61986                      | CUSIP: 3128KSF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         752 | PA      | $786.97         | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    24770000 | PA      | $21302732.17    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1635                      | CUSIP: 3128NHY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4524 | PA      | $4649.33        | 0.00%             | 2037-03-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5082                      | CUSIP: 3138MLUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      199336 | PA      | $196821.30      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16285465 | PA      | $15234037.78    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829398                      | CUSIP: 31407FNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15129 | PA      | $15601.25       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8349                      | CUSIP: 3132D6H29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17684156 | PA      | $17556130.27    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    18307000 | PA      | $18238799.69    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1487000 | PA      | $1462851.25     | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10485324 | PA      | $9788370.21     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0101                      | CUSIP: 3142J6DF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369999 | PA      | $356898.09      | 0.00%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5742000 | PA      | $6063293.09     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    12495000 | PA      | $12716098.59    | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 A5              | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10265000 | PA      | $10183728.92    | 0.00%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6114656.55     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48241                      | CUSIP: 3132WNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1440466 | PA      | $1342003.52     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4541971.43     | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08541                      | CUSIP: 3128MJS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      347368 | PA      | $327143.72      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7866984 | PA      | $7617103.19     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5749656.75     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $10900947.76    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    12322000 | PA      | $14476194.31    | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7537                      | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25959485 | PA      | $21246919.63    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ5551                      | CUSIP: 3142GWEZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58951728 | PA      | $58447153.93    | 0.02%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8166                      | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84191243 | PA      | $68302427.76    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6800000 | PA      | $5603303.25     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     6415000 | PA      | $6503299.86     | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91718                      | CUSIP: 3128P74B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1161819 | PA      | $1123746.27     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24104220.02    | 0.01%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8311714.43     | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-4 A                 | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     7000000 | PA      | $7030842.00     | 0.00%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1661353.05     | 0.00%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0756                      | CUSIP: 36179MZV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      487488 | PA      | $481477.21      | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3456417.16     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4780                      | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1561509 | PA      | $1539276.67     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    32100000 | PA      | $26828586.69    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7853230.85     | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3965                      | CUSIP: 3138WDMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2575958 | PA      | $2480924.33     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0881                      | CUSIP: 3140XF6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27423180 | PA      | $23487718.03    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1951                      | CUSIP: 3132AEEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5755182 | PA      | $5328264.66     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    22769000 | PA      | $22299720.10    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    19708000 | PA      | $19300376.90    | 0.01%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   966415000 | PA      | $536511327.34   | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $2988802.92     | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    12950000 | PA      | $12813590.57    | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2656                      | CUSIP: 3138EJ5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      759317 | PA      | $750839.82      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A2 A                | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11050000 | PA      | $11146599.10    | 0.00%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                      | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64477576 | PA      | $49775586.04    | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08801                      | CUSIP: 3128MJ3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1943460 | PA      | $1855925.69     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803855                      | CUSIP: 31406ABY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21710 | PA      | $22325.26       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2342289.54     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6289                      | CUSIP: 3138EN7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      355284 | PA      | $367301.11      | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2965642.58     | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55594                      | CUSIP: 3128KJGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7322 | PA      | $7660.13        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8325000 | PA      | $5608140.14     | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT BAB            | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4830913 | PA      | $5104279.43     | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48126                      | CUSIP: 3128K9A38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         924 | PA      | $951.33         | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     9306000 | PA      | $7371713.97     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    30127000 | PA      | $28839006.51    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      995000 | PA      | $1152943.41     | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8583                      | CUSIP: 3138WJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1611780 | PA      | $1500278.10     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    11060000 | PA      | $10968368.89    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $9329710.16     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4868                      | CUSIP: 31418EMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53691392 | PA      | $53349291.53    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     8287000 | PA      | $8414075.12     | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4990                      | CUSIP: 31418ERL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10702620 | PA      | $10658582.78    | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    21465000 | PA      | $20973201.02    | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $5467841.10     | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5732914.44     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    23875000 | PA      | $23564382.01    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1776                      | CUSIP: 3140J56N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5097043 | PA      | $5020502.40     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     7710000 | PA      | $7532102.88     | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02031                      | CUSIP: 3128LXHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24610 | PA      | $25381.59       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5142                      | CUSIP: 3133KLWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44975725 | PA      | $38486182.10    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     6050000 | PA      | $6136632.04     | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8525000 | PA      | $8562628.19     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7570136.41     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6129506.52     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01416                      | CUSIP: 31292HSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2773 | PA      | $2911.43        | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                           | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      141021 | PA      | $140497.97      | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    10541000 | PA      | $10362736.43    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5553                      | CUSIP: 31418FE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4337356 | PA      | $4363458.86     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8649                      | CUSIP: 36179XTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      344587 | PA      | $352644.79      | 0.00%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A4                | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1310616.97     | 0.00%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   591619000 | PA      | $431396559.02   | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     4055000 | PA      | $3342211.90     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5181                      | CUSIP: 3140X8XK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6862651 | PA      | $5904608.07     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888772                      | CUSIP: 31410GMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56596 | PA      | $58598.07       | 0.00%             | 2037-10-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786927                      | CUSIP: 3622ACSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10021772 | PA      | $10350845.34    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102299 | PA      | $103994.28      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $7480914.41     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3771461.74     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4769                      | CUSIP: 3140HJJP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1763013 | PA      | $1776571.78     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11908772 | PA      | $10787257.74    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9516                      | CUSIP: 3140XDSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39758975 | PA      | $33947608.30    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8846000 | PA      | $6415570.40     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3443                      | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7516906 | PA      | $7162590.44     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    17020000 | PA      | $17184591.87    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $615291.28      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    16650000 | PA      | $16548571.97    | 0.00%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14600000 | PA      | $14998894.18    | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786862                      | CUSIP: 3622ACQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26954754 | PA      | $23969838.64    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     5458000 | PA      | $4725638.87     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    20000000 | PA      | $17947569.96    | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                      | DBGS 2018-C1 A4                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5872500 | PA      | $5829337.71     | 0.00%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8836267.02     | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2519521.15     | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B1BC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    16530000 | PA      | $16877923.44    | 0.00%             | 2029-06-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14471                      | CUSIP: 3128MDFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96044 | PA      | $95794.37       | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    38339000 | PA      | $38106423.08    | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    29726000 | PA      | $17213991.84    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545278                      | CUSIP: 31385HXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2865 | PA      | $2996.34        | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60536                      | CUSIP: 31335ASZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1810290 | PA      | $1749292.09     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $9888768.50     | 0.00%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5775                      | CUSIP: 3132DTMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31495992 | PA      | $32673712.08    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    20500000 | PA      | $20123191.33    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6643                      | CUSIP: 31419HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78238 | PA      | $81905.55       | 0.00%             | 2040-10-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5219012.73     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1398                      | CUSIP: 31427NRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33941101 | PA      | $33565743.34    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0608                      | CUSIP: 3140W0VA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13892320 | PA      | $13963552.49    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   654459000 | PA      | $659955434.64   | 0.18%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    28230000 | PA      | $27920065.23    | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $6480656.74     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1663306 | PA      | $1605913.49     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    43392000 | PA      | $44310285.46    | 0.01%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4454131.32     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      105000 | PA      | $89544.55       | 0.00%             | 2036-09-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37763                      | CUSIP: 31297TTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15415 | PA      | $15898.37       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5144514.14     | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2023-A                                              | WOSAT 2023-A C                 | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2167340.40     | 0.00%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    88000000 | PA      | $79102410.28    | 0.02%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3903                      | CUSIP: 3140XKKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13064587 | PA      | $13349385.84    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13294415.47    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 A4               | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3650000 | PA      | $3594474.01     | 0.00%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    47505000 | PA      | $36189200.73    | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545815                      | CUSIP: 31385JK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36255 | PA      | $38062.67       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896113                      | CUSIP: 31410SSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6351 | PA      | $6591.89        | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $6848674.76     | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                              | FORDL 2025-B A3                | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10800000 | PA      | $10824223.32    | 0.00%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2661747.29     | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16337526.51    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12245000 | PA      | $12539870.15    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    35285000 | PA      | $34084926.75    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    18104000 | PA      | $13583394.46    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2055006.47     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3766107.20     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5073136.19     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     9340000 | PA      | $8813418.91     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     9600000 | PA      | $9828078.73     | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8991                      | CUSIP: 3140XC7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18633967 | PA      | $17673455.29    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $7448138.18     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8008                      | CUSIP: 3140XP3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28877361 | PA      | $29107548.38    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     7120000 | PA      | $6925353.38     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $14998986.32    | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8370000 | PA      | $6296508.42     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908852                      | CUSIP: 31411HWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97855 | PA      | $102384.37      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9582                      | CUSIP: 3133KRUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3768944 | PA      | $3911422.96     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781288                      | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2527 | PA      | $2625.26        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8606941.06     | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $7729736.30     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     4055000 | PA      | $3989488.52     | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                      | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    83368251 | PA      | $78673326.16    | 0.02%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     6424000 | PA      | $6344589.13     | 0.00%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8174                      | CUSIP: 3132DWCK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7431429 | PA      | $6563804.44     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    26443000 | PA      | $22172138.14    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3425000 | PA      | $2628851.31     | 0.00%             | 2041-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1677960.00     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3353                      | CUSIP: 3132DQWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4597390 | PA      | $4573844.03     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7465000 | PA      | $6978511.44     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2499692 | PA      | $2268978.25     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     8524000 | PA      | $8322817.23     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5330                      | CUSIP: 3140X84Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1515313 | PA      | $1472517.19     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    14292000 | PA      | $12921146.77    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900527                      | CUSIP: 31410XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48542 | PA      | $50715.45       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    20758000 | PA      | $20342579.57    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4200000 | PA      | $4588986.74     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      650000 | PA      | $753845.42      | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    17300000 | PA      | $17846423.70    | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    12877000 | PA      | $12836826.78    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    29420000 | PA      | $26535746.39    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735228                      | CUSIP: 31402QYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      511977 | PA      | $526758.50      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1918573.18     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     8570000 | PA      | $8955452.90     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     9050000 | PA      | $9100641.45     | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5508                      | CUSIP: 31419GDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56541 | PA      | $58940.95       | 0.00%             | 2040-12-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04306                      | CUSIP: 31292LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      860484 | PA      | $792382.12      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K101 A2                   | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16615000 | PA      | $15741429.82    | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    37707000 | PA      | $36938028.45    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8065                      | CUSIP: 3133A26A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2222822 | PA      | $1977198.93     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8216000 | PA      | $8357254.80     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC3014                      | CUSIP: 31417MK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77232 | PA      | $80493.44       | 0.00%             | 2039-10-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   667875000 | PA      | $658874342.49   | 0.18%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995050                      | CUSIP: 31416BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      793664 | PA      | $827999.72      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    19700000 | PA      | $17964445.63    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8186                      | CUSIP: 3138ANCY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      635484 | PA      | $618750.14      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0967                      | CUSIP: 31418ACD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75114 | PA      | $74678.15       | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $10849011.08    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1156                      | CUSIP: 36179NH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3979695 | PA      | $3649316.86     | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60038                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11124341 | PA      | $10500116.66    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TOTALENERGI CAP                | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    20229000 | PA      | $19913484.60    | 0.01%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5204                        | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1482689 | PA      | $1472122.34     | 0.00%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5555000 | PA      | $5772885.45     | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197373.54      | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50516                      | CUSIP: 3128KCSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8064 | PA      | $8435.10        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1584                      | CUSIP: 3140XGXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53234472 | PA      | $43337630.06    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8030                      | CUSIP: 3132DV4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    96496868 | PA      | $85984672.82    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1673424.92     | 0.00%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    66300000 | PA      | $59407029.78    | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8763                      | CUSIP: 3140XQWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13162034 | PA      | $13521550.01    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   761153000 | PA      | $766772447.98   | 0.21%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    26051000 | PA      | $26551111.12    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 766314                      | CUSIP: 31404EK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13496 | PA      | $13837.27       | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7147                      | CUSIP: 3140XN5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11832646 | PA      | $10147501.27    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 A4              | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5070000 | PA      | $4953287.08     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     9535000 | PA      | $8298499.79     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3676                      | CUSIP: 3140J8CN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5433868 | PA      | $5292376.18     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780747                      | CUSIP: 36225AZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1072 | PA      | $1113.94        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4971064.10     | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2147928.22     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA0151                      | CUSIP: 3140E4EZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50479 | PA      | $47125.12       | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0065                      | CUSIP: 3142J6CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36925492 | PA      | $37613882.98    | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 5/26                    | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   828420000 | PA      | $665551302.53   | 0.18%             | 2026-05-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254407                      | CUSIP: 31371KR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3300 | PA      | $3464.45        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4910299.38     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A1                 | CUSIP: 3137FYTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2759937 | PA      | $2388107.94     | 0.00%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6785                      | CUSIP: 31417DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      284949 | PA      | $281628.59      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1079593100 | PA      | $1068501965.06  | 0.29%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     5574000 | PA      | $5545456.87     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A4                | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1078876.67     | 0.00%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    12316000 | PA      | $9142292.90     | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27347731 | PA      | $24633449.36    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0428                      | CUSIP: 31417YPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      338061 | PA      | $338470.79      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A4                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $918836.57      | 0.00%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9500000 | PA      | $7940918.53     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5919456.63     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2236                      | CUSIP: 31334YPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2688911 | PA      | $2435837.57     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9017                      | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23951923 | PA      | $24312533.83    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6339700.49     | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     4367000 | PA      | $4394151.09     | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    17990000 | PA      | $18156213.16    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    17696000 | PA      | $14265901.38    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2022065.06     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     8268000 | PA      | $8168620.93     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    19390000 | PA      | $12040098.92    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889983                      | CUSIP: 31410KXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      808277 | PA      | $845590.85      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7504                      | CUSIP: 3132DVKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17850232 | PA      | $16514952.82    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    38025000 | PA      | $37334980.60    | 0.01%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3508469.91     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03941                      | CUSIP: 3128M5WA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161947 | PA      | $169826.76      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      481329 | PA      | $478542.35      | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    10433000 | PA      | $6419353.56     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 AS              | CUSIP: 08163CBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1100274.75     | 0.00%             | 2054-03-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793379                      | CUSIP: 31405MM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4634 | PA      | $4705.77        | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5851                      | CUSIP: 3132DTQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83605000 | PA      | $85339979.29    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18540                      | CUSIP: 3128MMS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      709148 | PA      | $692402.49      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                                | DUKE UNI HEALTH                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3772228.26     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6225305.57     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848674                      | CUSIP: 31300LT70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42801 | PA      | $44721.27       | 0.00%             | 2042-02-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30277237 | PA      | $28379238.43    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     4195000 | PA      | $3097806.00     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5014342.31     | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K077 A2                   | CUSIP: 3137FG6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12600000 | PA      | $12520502.82    | 0.00%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5244                      | CUSIP: 3140X8ZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      593702 | PA      | $555859.23      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8493                      | CUSIP: 3138M0NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112448 | PA      | $111417.92      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47038                      | CUSIP: 3128K7ZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15491 | PA      | $15737.73       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C58694                      | CUSIP: 31298VUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11082 | PA      | $11634.85       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2583006.12     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18506948.03    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848353                      | CUSIP: 31300LH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47918 | PA      | $50314.40       | 0.00%             | 2040-09-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11935000 | PA      | $9574441.45     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $7025035.48     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     5585000 | PA      | $3921660.74     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10917364.33    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     7652000 | PA      | $7397148.67     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7523                      | CUSIP: 3132DVLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59607293 | PA      | $51341853.95    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    38230000 | PA      | $23253366.90    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    13636000 | PA      | $13568385.09    | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $1983543.68     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5510000 | PA      | $5664045.83     | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR               | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     4960000 | PA      | $4863820.62     | 0.00%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13205                      | CUSIP: 3132HPR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5262565 | PA      | $4858318.16     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5208000 | PA      | $5823108.25     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2875000 | PA      | $1956684.75     | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   649393500 | PA      | $620551298.13   | 0.17%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535159                      | CUSIP: 31384VQL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5174 | PA      | $5431.92        | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    54600000 | PA      | $54758042.45    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    12460000 | PA      | $11143752.01    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DUPONT DE NEM                  | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    10809000 | PA      | $10845787.28    | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    22330000 | PA      | $21834529.78    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     5667000 | PA      | $5510527.91     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $6078906.13     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6234057.39     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15398000 | PA      | $15288976.14    | 0.00%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3781                      | CUSIP: 3132A4FW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      850442 | PA      | $778548.64      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $14301586.83    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8995000 | PA      | $7847080.08     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    11390000 | PA      | $13210090.93    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78532                      | CUSIP: 31288HPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3099 | PA      | $3183.83        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 A3               | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1137744.19     | 0.00%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5092000 | PA      | $4855028.53     | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7628688.20     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6458                      | CUSIP: 3140XNE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18395860 | PA      | $19020495.19    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8254000 | PA      | $8130867.65     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3495                      | CUSIP: 31418C3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5020773 | PA      | $4780976.46     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10611000 | PA      | $10692035.96    | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    26500000 | PA      | $24627534.72    | 0.01%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6507000 | PA      | $6328412.45     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3247                      | CUSIP: 31418CTD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4489349 | PA      | $4363719.86     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    11232000 | PA      | $10692462.17    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0393                      | CUSIP: 3138EGNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      479928 | PA      | $477660.56      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2414                      | CUSIP: 36179QVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      949861 | PA      | $933998.81      | 0.00%             | 2029-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15688                      | CUSIP: 3128MERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      237685 | PA      | $235845.02      | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $8068496.61     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A4                | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      925000 | PA      | $933340.26      | 0.00%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66371036 | PA      | $57824929.19    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    15500000 | PA      | $15600762.16    | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7177551.41     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     9605000 | PA      | $9608370.59     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03832                      | CUSIP: 31292LHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      352940 | PA      | $351672.27      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4 4/26                    | CUSIP: 01F040446<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55090000 | PA      | $53738576.19    | 0.01%             | 2026-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9801                      | CUSIP: 3140XR3K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15851517 | PA      | $15967965.51    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4588910.60     | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $804739.09      | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4648069.20     | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1540                      | CUSIP: 3140XGWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5123591 | PA      | $4763975.07     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 C                | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $654068.12      | 0.00%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    14300000 | PA      | $14618025.53    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2773334.41     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0025                      | CUSIP: 3142J6A37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32309803 | PA      | $31165803.01    | 0.01%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9704938.84     | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3244317.44     | 0.00%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570465                      | CUSIP: 36200RW24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4239 | PA      | $4416.19        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555687                      | CUSIP: 36213JJ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2850 | PA      | $2960.74        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    25172000 | PA      | $25442545.72    | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555967                      | CUSIP: 31385XTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      333140 | PA      | $341490.85      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     4614000 | PA      | $4589272.86     | 0.00%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4001864.72     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6721081.42     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00562                      | CUSIP: 31292GTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         758 | PA      | $796.24         | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4299292 | PA      | $4163805.18     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7114                      | CUSIP: 3140QS3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4049742 | PA      | $4085819.91     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5412                      | CUSIP: 3140JAAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      911524 | PA      | $895272.14      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8111                      | CUSIP: 3132D6AL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29919138 | PA      | $27532129.02    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $10225569.89    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3438702.90     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC0395                      | CUSIP: 3140AMNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      664705 | PA      | $656315.11      | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     7647000 | PA      | $6248493.27     | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     9006000 | PA      | $8390367.05     | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $11896819.07    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     8730000 | PA      | $8936701.69     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0217                      | CUSIP: 3140Y6G38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24372886 | PA      | $25027195.25    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3529000 | PA      | $3172732.49     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2386                      | CUSIP: 31418BUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      656511 | PA      | $594830.37      | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $6361113.47     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04123                      | CUSIP: 3128M54G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17585 | PA      | $18425.37       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5388                      | CUSIP: 31417B7A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      339634 | PA      | $329128.64      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3150                      | CUSIP: 31418CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      924659 | PA      | $905861.23      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4027000 | PA      | $3610971.87     | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     4731000 | PA      | $4832475.49     | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3194                      | CUSIP: 31416YRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65382 | PA      | $65069.20       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1275                      | CUSIP: 3140QLMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42696508 | PA      | $36188923.60    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6783                      | CUSIP: 3138A8RD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4050536 | PA      | $3948149.08     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0005                      | CUSIP: 3142GQAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10931405 | PA      | $11345503.70    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1765560.82     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77183                      | CUSIP: 31288F6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2896 | PA      | $2930.45        | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10202000 | PA      | $11113023.98    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3357                      | CUSIP: 3132DQWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4304640 | PA      | $4421210.71     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4665363.69     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B A3                 | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3011318.10     | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46515CJZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    37350000 | PA      | $35985755.18    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    10876000 | PA      | $10022907.74    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    56357000 | PA      | $49459553.90    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     9860000 | PA      | $9283074.80     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0001                      | CUSIP: 3142JCAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3711570 | PA      | $3684699.41     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $708967.03      | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2026-1                                               | ALLYA 2026-1 A3                | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7990000 | PA      | $7945824.89     | 0.00%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2839                      | CUSIP: 3140W3EM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80558581 | PA      | $67781039.62    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     9325000 | PA      | $9407828.95     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   149752370 | PA      | $123470904.33   | 0.03%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9081268.55     | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A4                | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1304243.59     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6975832.71     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2551                      | CUSIP: 3140W2ZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32482731 | PA      | $33514632.61    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5299                      | CUSIP: 3140X83H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7436482 | PA      | $6817453.39     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K743 A2                   | CUSIP: 3137H14B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6650000 | PA      | $6336802.96     | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3602320.06     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4893427.57     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11218                      | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      872036 | PA      | $824289.20      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    31354000 | PA      | $29331894.54    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    11298000 | PA      | $10172319.46    | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14546000 | PA      | $13831631.23    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8239                      | CUSIP: 3132DWEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28587434 | PA      | $28423153.49    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5711                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4630044 | PA      | $4553994.72     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    22528000 | PA      | $22156495.26    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A4                 | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6700000 | PA      | $6604723.32     | 0.00%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7944                      | CUSIP: 3128UGGC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51724 | PA      | $54119.03       | 0.00%             | 2041-01-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     4473000 | PA      | $4482790.11     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942599                      | CUSIP: 31413DUY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2488 | PA      | $2684.58        | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4606511.83     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3290000 | PA      | $2945495.11     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $3793120.39     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI HLTH & EDU-A          | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     5730000 | PA      | $3998589.39     | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M14 A2                | CUSIP: 3136B27L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8194294 | PA      | $8092881.70     | 0.00%             | 2028-08-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2652                      | CUSIP: 3133KH5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3664727 | PA      | $3145105.74     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5022748.28     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1130322.22     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4461                      | CUSIP: 3140XK5X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4667347 | PA      | $4647818.59     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   439284000 | PA      | $439404117.82   | 0.12%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8825000 | PA      | $7755422.86     | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    21850000 | PA      | $21421648.00    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $2565287.03     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08660                      | CUSIP: 3128MJWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3215105 | PA      | $3094905.09     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784297                      | CUSIP: 3622A2X23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1089480 | PA      | $1040796.78     | 0.00%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3689                      | CUSIP: 3140XKC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6596191 | PA      | $6723492.84     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3683                      | CUSIP: 31418DCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1027764 | PA      | $990387.17      | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B A4                 | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5100000 | PA      | $5104509.93     | 0.00%             | 2029-07-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    20796000 | PA      | $20192031.64    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781844                      | CUSIP: 36241KBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2007 | PA      | $2085.18        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A4               | CUSIP: 14689MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $656838.59      | 0.00%             | 2031-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4209                      | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    98347953 | PA      | $75922938.07    | 0.02%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9817000 | PA      | $8075586.19     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    25025000 | PA      | $17035953.20    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $7469607.98     | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3205039.29     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1760317 | PA      | $1748803.82     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883204                      | CUSIP: 31410AGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5496 | PA      | $5738.70        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1 A2                 | CUSIP: 3136BKX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16650000 | PA      | $14489562.60    | 0.00%             | 2031-10-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3982                      | CUSIP: 3140X7M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53782779 | PA      | $49709158.35    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2147                      | CUSIP: 36179QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1332195 | PA      | $1219100.65     | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    20364000 | PA      | $17923073.25    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 771197                      | CUSIP: 31404KX23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7068 | PA      | $7489.40        | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13834487 | PA      | $13081870.49    | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8573                      | CUSIP: 3133BJQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2819456 | PA      | $2740992.70     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4006879.34     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887621                      | CUSIP: 31410FD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1293 | PA      | $1352.50        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2095345.93     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11990586.55    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2804                      | CUSIP: 3140X6DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15464255 | PA      | $13852096.01    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    48455000 | PA      | $46507540.48    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 AS              | CUSIP: 90353DBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3848545.20     | 0.00%             | 2051-08-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08479                      | CUSIP: 3128MJQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1132743 | PA      | $1073432.86     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7077000 | PA      | $7008850.27     | 0.00%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    15527000 | PA      | $15488643.11    | 0.00%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15895000 | PA      | $14739790.42    | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    20418000 | PA      | $17734797.97    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1397675 | PA      | $1342480.80     | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO 2026-5C14 Mortgage Trust                                                     | BMO 2026-5C14 A3               | CUSIP: 05594WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18620000 | PA      | $18933789.83    | 0.01%             | 2059-03-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15894947.12    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    19926000 | PA      | $15003409.48    | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3364                      | CUSIP: 3140J7W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1249239 | PA      | $1214205.55     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A2                   | CUSIP: 3137FHPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10165000 | PA      | $10112057.63    | 0.00%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4578                        | CUSIP: 36202FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      647327 | PA      | $654416.03      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     7896000 | PA      | $8377039.30     | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914725                      | CUSIP: 31411UHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15660 | PA      | $16364.94       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     6955000 | PA      | $6589259.05     | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4301712.91     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9048170.21     | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3762                        | CUSIP: 36202EFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10682 | PA      | $11204.31       | 0.00%             | 2035-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    25450000 | PA      | $20734861.30    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    24870000 | PA      | $18050349.11    | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8077                      | CUSIP: 3138EQ6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      566855 | PA      | $562701.45      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0536                      | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34677306 | PA      | $32321690.42    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     6159000 | PA      | $6207298.45     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   691969000 | PA      | $594741951.22   | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932666                      | CUSIP: 31412RFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      661505 | PA      | $646161.47      | 0.00%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10273484.85    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9276266.37     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $6445872.07     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255269                      | CUSIP: 31371LQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34380 | PA      | $35339.46       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14057426 | PA      | $13092737.76    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3004129.40     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08788                      | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7532845 | PA      | $7013232.17     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK7591                      | CUSIP: 3131XBNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1157457 | PA      | $1140685.61     | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    21100000 | PA      | $21012701.29    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5955                      | CUSIP: 31418FTM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52334228 | PA      | $52246092.21    | 0.01%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2456040.25     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $1891673.11     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    13096000 | PA      | $13308866.39    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4377595.67     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5065                      | CUSIP: 3138MLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      630086 | PA      | $577730.49      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5561000 | PA      | $5738191.28     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3045                      | CUSIP: 3140XJL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3332874 | PA      | $3321012.09     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10524286.52    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $13537557.07    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    24765000 | PA      | $25041055.91    | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893523                      | CUSIP: 31410PVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2128 | PA      | $2220.62        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    18120000 | PA      | $16011700.78    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3011417 | PA      | $3044464.36     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8084                      | CUSIP: 3132D56V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14467872 | PA      | $13349765.74    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7742                      | CUSIP: 3140XPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21069795 | PA      | $21198240.35    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2222476.77     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8621                      | CUSIP: 31416SSK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114965 | PA      | $114531.26      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2484025.11     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4583                      | CUSIP: 3140X8CV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21084858 | PA      | $17316511.26    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4195                      | CUSIP: 3138ELUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          84 | PA      | $83.25          | 0.00%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K091 A2                   | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3100000 | PA      | $3046696.12     | 0.00%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6503000 | PA      | $6585907.45     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    19025000 | PA      | $16721211.42    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794824                      | CUSIP: 31405PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2045 | PA      | $2103.33        | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4550090.34     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    15173000 | PA      | $12750493.84    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2258077.46     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                 | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     6820000 | PA      | $6989646.82     | 0.00%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11058208.71    | 0.00%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8023                      | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16636772 | PA      | $14194662.32    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0147                      | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    94257575 | PA      | $95072846.56    | 0.03%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    28205000 | PA      | $23781562.70    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5436                      | CUSIP: 3140JABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8315546 | PA      | $8004797.50     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    97291000 | PA      | $54016240.12    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $6107736.61     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      441344 | PA      | $438929.41      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8506                      | CUSIP: 3132DWNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   153169383 | PA      | $153995440.86   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4371                      | CUSIP: 3138WD2D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2226569 | PA      | $2084216.13     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     7606000 | PA      | $7619421.87     | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A4                 | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1512042.00     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8785                      | CUSIP: 3140XCXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18633749 | PA      | $15898502.82    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      831000 | PA      | $761917.36      | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    11090000 | PA      | $9740567.98     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    87250000 | PA      | $88227144.75    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4850                      | CUSIP: 31418EL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14675452 | PA      | $14881286.93    | 0.00%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1537965 | PA      | $1499500.54     | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5242                      | CUSIP: 3132DSZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20988729 | PA      | $21274096.08    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5014                      | CUSIP: 3140X8SC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6756053 | PA      | $6608152.65     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6599                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53834241 | PA      | $48175562.44    | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     3761000 | PA      | $3620566.37     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q60864                      | CUSIP: 3132VL6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8138 | PA      | $7951.56        | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   371560000 | PA      | $355710643.75   | 0.10%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $8684645.58     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943458                      | CUSIP: 31413ETP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1339 | PA      | $1444.57        | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5114011.12     | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9962                      | CUSIP: 36180AB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    73429343 | PA      | $68875357.73    | 0.02%             | 2054-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    55097000 | PA      | $42713987.10    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38154 | PA      | $39725.43       | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7555                      | CUSIP: 3132DVMC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15012034 | PA      | $13423563.02    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DC9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |      600000 | PA      | $593682.29      | 0.00%             | 2031-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9663222 | PA      | $9099013.42     | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2753                      | CUSIP: 3132DQBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9413278 | PA      | $9574356.24     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3510639.96     | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3691710.43     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     6190000 | PA      | $5464395.12     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     6750000 | PA      | $6194927.38     | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0304                      | CUSIP: 3618N5KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36746416 | PA      | $33690727.13    | 0.01%             | 2055-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08670                      | CUSIP: 3128MJW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11789627 | PA      | $10688951.04    | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    12040000 | PA      | $13501100.79    | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126494 | PA      | $116066.23      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $11930563.94    | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     6538000 | PA      | $6671117.53     | 0.00%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    14600000 | PA      | $14675723.59    | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    23803000 | PA      | $24160506.73    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2023657.83     | 0.00%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $3080090.34     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2026601 | PA      | $1859539.78     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |       60000 | PA      | $37639.81       | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2305816 | PA      | $2233053.30     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | SHARP HEALTHCARE               | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1801441.58     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas SC Storm Funding LLC                                       | DUKE ENE CA SC                 | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    35210000 | PA      | $34867211.80    | 0.01%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6395000 | PA      | $4185570.99     | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1408                      | CUSIP: 3138EHR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10363 | PA      | $10322.73       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16510935 | PA      | $15501707.18    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11655007.47    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     5180000 | PA      | $5088919.54     | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2975710.22     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2516                      | CUSIP: 3140XHYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3378079 | PA      | $3197737.68     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34913                      | CUSIP: 31297QN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17522 | PA      | $18064.66       | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    16400000 | PA      | $16103589.02    | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10500000 | PA      | $7831931.01     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0204                      | CUSIP: 3618N5GN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   109581318 | PA      | $108547319.84   | 0.03%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    15549000 | PA      | $15173638.14    | 0.00%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8880032.59     | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19793                      | CUSIP: 31296U3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      107506 | PA      | $110523.15      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    23750000 | PA      | $23691131.04    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0461                      | CUSIP: 36179MQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1072203 | PA      | $986133.26      | 0.00%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    10143000 | PA      | $9309534.76     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7741                      | CUSIP: 3138WHS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9179476 | PA      | $8604683.50     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1404                      | CUSIP: 3140QLR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16226460 | PA      | $14570335.60    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3073                      | CUSIP: 31418CMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3026190 | PA      | $2968453.20     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    21275000 | PA      | $12430241.28    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893260                      | CUSIP: 31410PMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3203 | PA      | $3350.25        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    14957000 | PA      | $12232478.28    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890565                      | CUSIP: 31410LMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3813322 | PA      | $3504821.48     | 0.00%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4722                      | CUSIP: 3140X8G84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5655181 | PA      | $5039115.64     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2030176.44     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    18790000 | PA      | $19614812.33    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751007                      | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      414662 | PA      | $412166.99      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1778                      | CUSIP: 3132AD6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1168045 | PA      | $1137422.41     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     4155000 | PA      | $4273772.87     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4014221.67     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 AS               | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1497879.40     | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4826000 | PA      | $4760294.82     | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848758                      | CUSIP: 31300LWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25611 | PA      | $26878.30       | 0.00%             | 2042-03-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1197737100 | PA      | $1187677976.83  | 0.32%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    18200000 | PA      | $19630621.28    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13363015.05    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2149374.94     | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ6141                      | CUSIP: 3142GWZF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5305149 | PA      | $5133887.39     | 0.00%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5256                      | CUSIP: 3132DSZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18836166 | PA      | $18962767.45    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310104                      | CUSIP: 31374CNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2398960 | PA      | $2465445.95     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $11054752.14    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   107685000 | PA      | $110973950.75   | 0.03%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    16000000 | PA      | $14368037.91    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A36882                      | CUSIP: 31297SUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5590 | PA      | $5754.35        | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     7861000 | PA      | $7795789.17     | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     3731000 | PA      | $3550080.49     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3664                      | CUSIP: 31418DCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9027 | PA      | $8593.46        | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    12922000 | PA      | $11271304.06    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     6609000 | PA      | $6503562.57     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $5955579.92     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    18442000 | PA      | $18456202.17    | 0.01%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                      | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2873035 | PA      | $2939165.73     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    16231000 | PA      | $16544349.70    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    16325000 | PA      | $15876734.84    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0042                      | CUSIP: 3142J6BL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21070873 | PA      | $21765362.37    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $16593714.92    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     9080000 | PA      | $9272336.44     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8506                      | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21541773 | PA      | $19951031.70    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7663                      | CUSIP: 3140QTQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17389466 | PA      | $18441184.83    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784494                      | CUSIP: 3622A27F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3207916 | PA      | $3000463.31     | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01342                      | CUSIP: 31292HP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2558 | PA      | $2701.91        | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5047                      | CUSIP: 3132DSTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14729613 | PA      | $14939086.16    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M3 A2                 | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5400000 | PA      | $4694740.02     | 0.00%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34465000 | PA      | $32536466.12    | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94605                      | CUSIP: 312943DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      572655 | PA      | $559331.79      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3370                      | CUSIP: 3140XJW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13513013 | PA      | $11529439.00    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    34810000 | PA      | $34803510.90    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2625                      | CUSIP: 3142GS4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24623120 | PA      | $24855946.73    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4832875 | PA      | $4573236.55     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4136722.57     | 0.00%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    22802000 | PA      | $22908531.75    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8367                      | CUSIP: 3132DWJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    82592095 | PA      | $83276263.42    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                    | JDOT 2024-B A3                 | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3885686 | PA      | $3923010.36     | 0.00%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    15559000 | PA      | $15486610.65    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4039400.11     | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    42000000 | PA      | $41807734.27    | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7441382.45     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255580                      | CUSIP: 31371L2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      165300 | PA      | $170010.46      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $9307282.94     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6123031.42     | 0.00%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5101819 | PA      | $4797858.11     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3268587.03     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    16552000 | PA      | $16011768.12    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3142                      | CUSIP: 3140XJP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7490464 | PA      | $7160802.36     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7120                      | CUSIP: 3132DU4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14593752 | PA      | $15043680.18    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834668                      | CUSIP: 31407MJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19705 | PA      | $20274.20       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6493                      | CUSIP: 3140XNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5540253 | PA      | $5156980.55     | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0794                      | CUSIP: 3132AC3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3537935 | PA      | $3477067.58     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    20340000 | PA      | $20898850.10    | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4261                      | CUSIP: 31418DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17028262 | PA      | $15712283.84    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3272                      | CUSIP: 3140X6T68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5666596 | PA      | $5369191.28     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    16086000 | PA      | $16194489.29    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $16062500.50    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844809                      | CUSIP: 31407YR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      256809 | PA      | $260584.46      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6045                      | CUSIP: 3138ENWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2995989 | PA      | $2898315.12     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9911939.66     | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18468000 | PA      | $17053395.76    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   274140000 | PA      | $192262090.82   | 0.05%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8188266.74     | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7623                      | CUSIP: 3140XBPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30864468 | PA      | $26333876.13    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1841392.01     | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 A4                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6235000 | PA      | $5833323.84     | 0.00%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8515000 | PA      | $8777000.10     | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     6893000 | PA      | $5563016.38     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14580000 | PA      | $12909336.76    | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   184713200 | PA      | $187029329.90   | 0.05%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3094008.35     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | GRAND METRO INV                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1695296.71     | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2817                      | CUSIP: 31418CDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1374035 | PA      | $1277580.92     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NYS URBAN DEV CORP             | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     4685000 | PA      | $4792616.79     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2155000 | PA      | $2141557.37     | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5190392.53     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    70600000 | PA      | $65030486.48    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     4006000 | PA      | $3251822.52     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3996316.82     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      433641 | PA      | $455488.18      | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1046000 | PA      | $975879.23      | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    31025000 | PA      | $31600549.00    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                     | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     5150000 | PA      | $5449482.97     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    11124000 | PA      | $11329163.05    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1414                      | CUSIP: 3140X4SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      912817 | PA      | $890836.72      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    11374000 | PA      | $9137149.71     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | ICON INVESTMENTS               | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     6538000 | PA      | $6609699.24     | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      786905 | PA      | $795535.33      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5160823.72     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255898                      | CUSIP: 31371MGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55617 | PA      | $56413.70       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4058                      | CUSIP: 3140QPQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11736547 | PA      | $11168664.39    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   288941200 | PA      | $268862043.23   | 0.07%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2820840.61     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5843000 | PA      | $6556787.86     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3194                      | CUSIP: 3140W3RQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27085957 | PA      | $27251926.16    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6760000 | PA      | $5594188.18     | 0.00%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0974                      | CUSIP: 3140H2CL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1147286 | PA      | $1066482.91     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4074                      | CUSIP: 31418DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13056871 | PA      | $12109013.75    | 0.00%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $7618533.68     | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9540527.02     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1612000 | PA      | $1622215.63     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    10495000 | PA      | $5994680.13     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR9938                      | CUSIP: 3138W8BG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3920414 | PA      | $3596610.21     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K517 A2                   | CUSIP: 3137HC2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $8751553.25     | 0.00%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0354                      | CUSIP: 3138EGMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50631 | PA      | $52151.18       | 0.00%             | 2036-07-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      670000 | PA      | $620106.80      | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   605064100 | PA      | $588637553.58   | 0.16%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2966                      | CUSIP: 3140QAJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4071879 | PA      | $4099378.08     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    14018000 | PA      | $13302686.10    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    19242000 | PA      | $19923960.62    | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1259                      | CUSIP: 3133AXMG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18252559 | PA      | $14910553.91    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5408429.65     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7590052.26     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4736846.43     | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7089407.35     | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7326000 | PA      | $7476264.73     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4938778.71     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     3435000 | PA      | $2885307.50     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A4                | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $655956.67      | 0.00%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5260                      | CUSIP: 31418EZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4178905 | PA      | $4443667.88     | 0.00%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     5536000 | PA      | $5334158.94     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    31111000 | PA      | $30810100.95    | 0.01%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2553000 | PA      | $2536277.87     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   175582567 | PA      | $142610724.43   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510086                      | CUSIP: 36211DUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2794 | PA      | $2902.64        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    11262000 | PA      | $11268896.87    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   656938600 | PA      | $656143086.77   | 0.18%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4882                      | CUSIP: 3140H6M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1715984 | PA      | $1595127.65     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17662350.49    | 0.00%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7130655.32     | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13547893.19    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5672                      | CUSIP: 31418FJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      654317 | PA      | $645444.62      | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   433712000 | PA      | $409434294.21   | 0.11%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    23200000 | PA      | $22879399.04    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     4400000 | PA      | $4427056.85     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1443                      | CUSIP: 3142GRS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12269652 | PA      | $12773746.73    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2189315.72     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5133                      | CUSIP: 31418EV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11305234 | PA      | $11251651.94    | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3310                      | CUSIP: 3140QAVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5142082 | PA      | $4909347.38     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     9668000 | PA      | $8978040.88     | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    32500000 | PA      | $32819824.16    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2736                      | CUSIP: 3142GTBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17556161 | PA      | $17477217.68    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07079                      | CUSIP: 3128M9FU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248946 | PA      | $260528.91      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1625                      | CUSIP: 3128QHYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64974 | PA      | $66337.65       | 0.00%             | 2037-06-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                   | FIRST-CITIZENS                 | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4313441.27     | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                              | AUGUSTA SPINCO C               | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5396811.76     | 0.00%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    11065000 | PA      | $11215608.37    | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    29539000 | PA      | $25620132.96    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2232                      | CUSIP: 3140QMPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11652332 | PA      | $10737250.71    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3922                      | CUSIP: 31427RLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44998800 | PA      | $45554363.76    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    13575000 | PA      | $12103443.11    | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5652                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19425522 | PA      | $19106454.02    | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2625                      | CUSIP: 3140XH4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4863360 | PA      | $3988086.83     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $9765749.18     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3820000 | PA      | $4258799.75     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2619                      | CUSIP: 3140L04D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13854705 | PA      | $11352574.71    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7214                      | CUSIP: 3140XPAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7699869 | PA      | $8012005.46     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32715                      | CUSIP: 31307PAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75511 | PA      | $74084.15       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 A3              | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12575000 | PA      | $11525671.58    | 0.00%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2818000.01     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8662                      | CUSIP: 3140QUTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13504110 | PA      | $13468707.14    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ0351                      | CUSIP: 3138ARL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      182008 | PA      | $177488.85      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30211687 | PA      | $30019190.55    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FL ST BRD ADMIN FIN-A          | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    14500000 | PA      | $15193765.55    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5542864.96     | 0.00%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813788                      | CUSIP: 31406MCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1604 | PA      | $1691.49        | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   286412000 | PA      | $275693924.51   | 0.08%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     3797000 | PA      | $4134725.09     | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    21217000 | PA      | $20469351.56    | 0.01%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2026-1                                     | GMALT 2026-1 A3                | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11625000 | PA      | $11566228.65    | 0.00%             | 2029-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5014557.59     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      823359 | PA      | $818181.88      | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10230491.39    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $2855383.68     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6190                      | CUSIP: 3138WF2Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1364896 | PA      | $1273186.21     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CO TRANS             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     3170000 | PA      | $3203760.50     | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18682                      | CUSIP: 3128MMXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      367713 | PA      | $360175.39      | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18572                      | CUSIP: 3128MMT60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1329629 | PA      | $1303979.33     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0423                      | CUSIP: 3618N5PH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31203953 | PA      | $30899764.64    | 0.01%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                      | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54033139 | PA      | $52326820.74    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5103921.42     | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     7390000 | PA      | $6911711.84     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4667410.96     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885135                      | CUSIP: 31410CLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      195689 | PA      | $203434.24      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14735583.74    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     8668000 | PA      | $8846856.86     | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                  | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     3720000 | PA      | $3680365.63     | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN           | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1416000 | PA      | $1132530.82     | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4710230.27     | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4835                        | CUSIP: 36202FLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      786786 | PA      | $795415.58      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9618                      | CUSIP: 3140XRVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14714461 | PA      | $12964349.25    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    23884000 | PA      | $23679258.50    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5717666.94     | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8373                      | CUSIP: 3132DWJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55486995 | PA      | $56764178.38    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5889000.35     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0115                      | CUSIP: 31417YDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157354 | PA      | $157514.68      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6282198.02     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      269364 | PA      | $259896.02      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3940606.78     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4671                      | CUSIP: 3132A5FL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6795244 | PA      | $6120810.88     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3451                      | CUSIP: 3138WCZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      893881 | PA      | $861354.93      | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $1996657.82     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6811752.32     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5420                      | CUSIP: 31418FAW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23639877 | PA      | $23783990.29    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11870000 | PA      | $9110687.70     | 0.00%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09071                      | CUSIP: 31292SCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270486 | PA      | $260496.87      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $10420795.41    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4514000 | PA      | $3995309.79     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    12285000 | PA      | $9358496.04     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5513                      | CUSIP: 3140XMDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8764801 | PA      | $9070628.12     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A4                | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $758055.15      | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6431                      | CUSIP: 3138WGED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1649980 | PA      | $1600101.16     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AZ3482                      | CUSIP: 36197F2P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      932043 | PA      | $866777.15      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      954575 | PA      | $965007.50      | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $2834192.09     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      840000 | PA      | $914303.80      | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552570                      | CUSIP: 36213E2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2600 | PA      | $2703.07        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    13623000 | PA      | $14221616.84    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255004                      | CUSIP: 31371LGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7779 | PA      | $8245.33        | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8035                      | CUSIP: 3132D54U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11839054 | PA      | $11232493.95    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3488972.01     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES INC               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6059871.49     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3256073.86     | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3365                      | CUSIP: 3140X6W31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2256612 | PA      | $2007254.41     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14216057.44    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4929                      | CUSIP: 31418EPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4529123 | PA      | $4799860.45     | 0.00%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    14319000 | PA      | $15271290.10    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   147772000 | PA      | $143860314.84   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     9510000 | PA      | $8349084.14     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08862                      | CUSIP: 3128MJ5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1134681 | PA      | $1081801.31     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256022                      | CUSIP: 31371MLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      443684 | PA      | $456798.32      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67999                      | CUSIP: 31287T3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2176 | PA      | $2287.30        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   649633000 | PA      | $651460092.81   | 0.18%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4204000 | PA      | $3328473.64     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A4              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     2033465 | PA      | $2009133.05     | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4639314 | PA      | $4223369.41     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     6100000 | PA      | $5445246.58     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4453                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1376188 | PA      | $1357454.02     | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9056                      | CUSIP: 3140XDB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19204496 | PA      | $16938352.46    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A2 A                | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5500000 | PA      | $5522510.40     | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     3413000 | PA      | $3358358.60     | 0.00%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6839825.68     | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5503                      | CUSIP: 31417SDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84418 | PA      | $84309.75       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K518 A2                   | CUSIP: 3137HC2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29400000 | PA      | $30329722.08    | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                      | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20613510 | PA      | $18962481.53    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     9500000 | PA      | $7795047.03     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $4738553.84     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2769                      | CUSIP: 3140XJCF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8368094 | PA      | $6807148.18     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3584                      | CUSIP: 3132DQ6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19452957 | PA      | $20131723.49    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     9300000 | PA      | $9446362.44     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $4490377.07     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6343000 | PA      | $3911072.88     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    10765000 | PA      | $11377407.73    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783517                      | CUSIP: 36241L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32197 | PA      | $32099.97       | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02507                      | CUSIP: 3128M4DL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67579 | PA      | $70683.37       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $3612163.58     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06367                      | CUSIP: 3128M8MQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      545679 | PA      | $572041.23      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    11400000 | PA      | $10577201.67    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   823239000 | PA      | $816903920.69   | 0.22%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     1600000 | PA      | $1604523.78     | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783310                      | CUSIP: 36241LVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237266 | PA      | $249776.68      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7665                      | CUSIP: 3133KPQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26713579 | PA      | $25287453.25    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4961                      | CUSIP: 36179TQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11312094 | PA      | $10211421.74    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | JPMDB 2020-COR7 A5             | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2350954.65     | 0.00%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12423000 | PA      | $12312505.50    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5121                      | CUSIP: 3133KYVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12874251 | PA      | $11246329.87    | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6140052.84     | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4000061.60     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    10423000 | PA      | $10577854.92    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K117 A2                   | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13350000 | PA      | $11882796.29    | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0686                      | CUSIP: 3618N5XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   107810998 | PA      | $108575043.81   | 0.03%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743730                      | CUSIP: 31403BHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16492 | PA      | $16979.96       | 0.00%             | 2033-11-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1093                      | CUSIP: 3132CXGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15117249 | PA      | $14436803.14    | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     5204000 | PA      | $3249274.47     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco Inc                                                    | TRANE TECH HOLD                | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8623092.45     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6344626.58     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $18890079.44    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3521                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7926742 | PA      | $7433729.97     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    19048000 | PA      | $18672926.19    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8960000 | PA      | $8936608.44     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4516                      | CUSIP: 31418EAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55795768 | PA      | $51283240.61    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3755                      | CUSIP: 3140QPE52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37037347 | PA      | $34000577.42    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    20835000 | PA      | $24991653.34    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    11618000 | PA      | $6143772.51     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4522249.84     | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835306                      | CUSIP: 31407NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3091 | PA      | $3187.60        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10060000 | PA      | $10422077.77    | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18568                      | CUSIP: 3128MMT29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      892147 | PA      | $867653.96      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD2419                      | CUSIP: 3140F9VM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216786 | PA      | $207109.56      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5123                      | CUSIP: 3140X8VR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5060962 | PA      | $4769004.56     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID              | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     3485000 | PA      | $3217681.68     | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3544434.36     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3111853.97     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6495000 | PA      | $5366055.22     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4383142.97     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    37622000 | PA      | $19953360.60    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 961205                      | CUSIP: 31414BKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4414 | PA      | $4621.93        | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A3                | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      989357 | PA      | $994027.92      | 0.00%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A3                | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2475000 | PA      | $2481385.01     | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08080                      | CUSIP: 3128MJCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      405378 | PA      | $417893.03      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893541                      | CUSIP: 31410PWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1705 | PA      | $1829.55        | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4060                      | CUSIP: 3140X7QN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7186064 | PA      | $6887764.58     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    23765000 | PA      | $20644846.04    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0022                      | CUSIP: 3618N5AY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32684195 | PA      | $29968860.51    | 0.01%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4636                      | CUSIP: 3140XLEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3770605 | PA      | $3852801.55     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782288                      | CUSIP: 36241KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6139 | PA      | $6518.06        | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85988 | PA      | $85771.75       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $10032897.37    | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3468                      | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3251297 | PA      | $3175041.12     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    21880000 | PA      | $21547229.47    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     9772000 | PA      | $9856827.26     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2624                      | CUSIP: 3132DP4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12523599 | PA      | $11625912.44    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6548                      | CUSIP: 31329QHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      316018 | PA      | $300826.15      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     5492000 | PA      | $5439314.40     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2581665.94     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    20452000 | PA      | $20520632.85    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    16925000 | PA      | $17022329.80    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    47193000 | PA      | $47006884.03    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8380000 | PA      | $7876659.97     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2616213.12     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4176                      | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2885382 | PA      | $2536863.79     | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    11383000 | PA      | $11034864.90    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4473560.72     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    25400000 | PA      | $25784296.52    | 0.01%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64575095 | PA      | $62556051.06    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8348                      | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69389542 | PA      | $69211842.05    | 0.02%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5044                      | CUSIP: 3140X8TA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11429529 | PA      | $9343949.68     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $8551044.54     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    18784000 | PA      | $18833636.02    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 878204                      | CUSIP: 31409TU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33645 | PA      | $35161.03       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3586                      | CUSIP: 3138A46Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2224893 | PA      | $2168969.34     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8419                      | CUSIP: 3132DWK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36892516 | PA      | $36438401.96    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     8362000 | PA      | $9468709.74     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     7481000 | PA      | $7180408.56     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2323483.98     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0316                      | CUSIP: 3140XFK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6395966 | PA      | $5389700.81     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $5470873.13     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6800000 | PA      | $6939157.35     | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716850                      | CUSIP: 3620A2L79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      553718 | PA      | $550840.59      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3948712.20     | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9418205.66     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8086                      | CUSIP: 31417E6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         851 | PA      | $884.83         | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3824                      | CUSIP: 3140ARHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7913368 | PA      | $7825853.31     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2460                      | CUSIP: 3140XHWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28304093 | PA      | $25362216.70    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     5970000 | PA      | $5544623.63     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2781                      | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3286930 | PA      | $2835257.21     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15243286.64    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    12134000 | PA      | $12621982.37    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                  | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8192800.92     | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7261292.10     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5961954.27     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A4                  | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      575000 | PA      | $574094.84      | 0.00%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257163                      | CUSIP: 31371NTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27611 | PA      | $27700.98       | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4737                      | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44285934 | PA      | $44031440.16    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    11000000 | PA      | $10432562.26    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A5               | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6509000 | PA      | $6365822.18     | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15790000 | PA      | $15652696.79    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5655000 | PA      | $5905743.73     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17380000 | PA      | $12879360.05    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8210000 | PA      | $6501271.63     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6361822.59     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5600428.04     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8510                      | CUSIP: 3132D6N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8014778 | PA      | $7395380.17     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A4                 | CUSIP: 47800CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $854344.10      | 0.00%             | 2029-12-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12019852.41    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9274563.33     | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 A5              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2421997.56     | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C76970                      | CUSIP: 31288FW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5946 | PA      | $6089.55        | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4932                      | CUSIP: 3140XLPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16329351 | PA      | $16661693.62    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5175000 | PA      | $4540398.03     | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5268344.62     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5388418.18     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26189036 | PA      | $25051779.50    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9450000 | PA      | $7438908.01     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     3890000 | PA      | $3564569.77     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    17380000 | PA      | $18246921.13    | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    10956000 | PA      | $11163226.75    | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1520                      | CUSIP: 3142GRVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22324816 | PA      | $23082859.22    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   647119100 | PA      | $641962369.67   | 0.17%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     7025000 | PA      | $4342558.62     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1516                      | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13989 | PA      | $14495.36       | 0.00%             | 2037-02-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7670834.90     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     7085000 | PA      | $7230156.56     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3726                      | CUSIP: 3140QPD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15759036 | PA      | $15212495.74    | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5907                      | CUSIP: 3140XMR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24173619 | PA      | $24632598.93    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3697                      | CUSIP: 3140X7DB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2737702 | PA      | $2677769.36     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10611000 | PA      | $10770578.70    | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                      | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2278957 | PA      | $2122564.34     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $7884609.02     | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4409                      | CUSIP: 3140EY3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65929 | PA      | $64462.48       | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7794321.00     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1482693.59     | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0219                      | CUSIP: 36179MG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1985202 | PA      | $1827263.53     | 0.00%             | 2042-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   136266000 | PA      | $138347536.79   | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1492075.19     | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5971                      | CUSIP: 31418FT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45541031 | PA      | $44909304.00    | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4317677.99     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                       | EART 2026-1A B                 | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5179000 | PA      | $5144479.38     | 0.00%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                      | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      682992 | PA      | $694328.32      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     8020000 | PA      | $8841784.95     | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     1038000 | PA      | $1058735.60     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07977                      | CUSIP: 3128MAFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3302367 | PA      | $3294948.76     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     8068000 | PA      | $7780549.23     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      900000 | PA      | $872670.69      | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4825000 | PA      | $4803910.85     | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   143000000 | PA      | $114008983.66   | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15950000 | PA      | $10445435.65    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5138                      | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29328957 | PA      | $25539937.30    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     4305000 | PA      | $4182013.11     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5350114.75     | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5813225.60     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7536813.69     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890289                      | CUSIP: 31410LC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      726657 | PA      | $723492.57      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5786954.30     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5989                      | CUSIP: 3140XMUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22302089 | PA      | $18218623.08    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    21254000 | PA      | $20355374.38    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8036000 | PA      | $7203227.04     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $22442253.87    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8371995.58     | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37252                      | CUSIP: 3132QUBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5724711 | PA      | $5356488.25     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    13727000 | PA      | $13980417.81    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16447000 | PA      | $14761050.03    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9492                      | CUSIP: 36179YRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1209414 | PA      | $1247775.19     | 0.00%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1972                      | CUSIP: 3140XHFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9225028 | PA      | $8101634.51     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A4               | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1190000 | PA      | $1181200.55     | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM AUTH-BABS             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      144032 | PA      | $145740.12      | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2666                      | CUSIP: 3132DP6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7982361 | PA      | $7943972.70     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     5133000 | PA      | $5175432.83     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K098 A2                   | CUSIP: 3137FPHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18565000 | PA      | $17590175.98    | 0.00%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A4                | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1161897.79     | 0.00%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15336                      | CUSIP: 3128MEEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1061677 | PA      | $1041152.86     | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826770                      | CUSIP: 31407CQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61508 | PA      | $62381.83       | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1802                      | CUSIP: 31427PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51017426 | PA      | $52590303.81    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3071                      | CUSIP: 31418CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3573417 | PA      | $3515533.89     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $10610675.83    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $7629082.62     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7049                      | CUSIP: 3138EPZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      509511 | PA      | $505538.34      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      572113 | PA      | $578391.30      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698474                      | CUSIP: 36296Q6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2736798 | PA      | $2722728.10     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    12839000 | PA      | $12674631.85    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     5116000 | PA      | $5083717.20     | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     9035000 | PA      | $9821842.84     | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16510746 | PA      | $14955838.55    | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4636399.04     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     4317000 | PA      | $3665313.87     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                        | SPIRE INC                      | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2716331.85     | 0.00%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4368                        | CUSIP: 36202EZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1920981 | PA      | $1910254.10     | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256476                      | CUSIP: 31371M2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24689 | PA      | $25773.84       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    15945000 | PA      | $15609184.69    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7245000 | PA      | $6802683.10     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5682                      | CUSIP: 3133KMJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63034192 | PA      | $51551858.52    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     7875000 | PA      | $7097834.04     | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5111                      | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25163870 | PA      | $22029566.23    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK               | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    14250000 | PA      | $14343958.08    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41989                      | CUSIP: 3128K2F61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81456 | PA      | $84102.51       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    12555000 | PA      | $8786000.05     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5866439.94     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4408                      | CUSIP: 31418D3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12309577 | PA      | $11052018.15    | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A3                | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2593154 | PA      | $2611906.54     | 0.00%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8932                      | CUSIP: 3140XC4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22625320 | PA      | $22004792.98    | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5898112.20     | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    14200000 | PA      | $14184361.84    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4021                      | CUSIP: 31418DPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7459999 | PA      | $6883306.65     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $8862151.03     | 0.00%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     6217000 | PA      | $5698384.59     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5381                      | CUSIP: 3140JM6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2488720 | PA      | $2369079.38     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A4                | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3125000 | PA      | $3169026.88     | 0.00%             | 2029-09-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    16378000 | PA      | $14787621.60    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2464007.88     | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     9065000 | PA      | $8737842.34     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    16558000 | PA      | $14299952.96    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5263788.32     | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9550000 | PA      | $10006693.42    | 0.00%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13758279.81    | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00650                      | CUSIP: 31292GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1593 | PA      | $1672.31        | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569959                      | CUSIP: 36200RE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8227 | PA      | $8561.84        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 AS              | CUSIP: 06539XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1713720.45     | 0.00%             | 2063-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     4398000 | PA      | $4460006.11     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3217                      | CUSIP: 3140X6SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5340739 | PA      | $4939558.25     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     7136000 | PA      | $5274903.68     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA6007                      | CUSIP: 31418FU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48725350 | PA      | $47689127.38    | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5700                      | CUSIP: 31418FKN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34042007 | PA      | $34206980.96    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00874                      | CUSIP: 31292G6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2617 | PA      | $2747.46        | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 A5              | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5775000 | PA      | $5176931.18     | 0.00%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5467                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10383443 | PA      | $10216137.28    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2005                      | CUSIP: 3140J6GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2631089 | PA      | $2511182.05     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 C                 | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1260551 | PA      | $1259519.85     | 0.00%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5144                        | CUSIP: 36202FWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      421120 | PA      | $401525.62      | 0.00%             | 2041-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5875                      | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10629124 | PA      | $9922953.53     | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20572801 | PA      | $18571056.87    | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6065000 | PA      | $5818679.19     | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2510518.16     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3348076.91     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888275                      | CUSIP: 31410F2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379578 | PA      | $390171.98      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     8587000 | PA      | $7622297.78     | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10159104.93    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEV-B-UNREF           | CUSIP: 47770VCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2445000 | PA      | $2439838.36     | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8084                      | CUSIP: 3132DV6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7842139 | PA      | $6963323.58     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9658                      | CUSIP: 3140QVWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23164237 | PA      | $23614911.46    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2189545.60     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    30500000 | PA      | $26959054.56    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    17940000 | PA      | $17286354.48    | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | FEMSA                          | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4311701.67     | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8202                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    68284126 | PA      | $68151935.13    | 0.02%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636222                      | CUSIP: 36291RYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11503 | PA      | $12104.24       | 0.00%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE0199                      | CUSIP: 3140FKGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5883365 | PA      | $5685048.42     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60506                      | CUSIP: 31335AR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3082686 | PA      | $2881075.10     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    76461471 | PA      | $77884280.96    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    26471000 | PA      | $26110918.17    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3477660.84     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3188                      | CUSIP: 3140XJRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7009378 | PA      | $6700889.66     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5282831.70     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4681                      | CUSIP: 3128JQCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20615 | PA      | $21540.00       | 0.00%             | 2040-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    24781000 | PA      | $23674099.91    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3246                      | CUSIP: 3140W3TC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38696724 | PA      | $36581123.71    | 0.01%             | 2039-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04468                      | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      361366 | PA      | $367328.82      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1205826.33     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11211626.47    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7805                      | CUSIP: 3138EQU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      860838 | PA      | $793676.68      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0486                      | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    63742874 | PA      | $64670626.22    | 0.02%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1254                      | CUSIP: 31427NMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33808265 | PA      | $34861145.91    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736520                      | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1451931 | PA      | $1443431.81     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $6042597.06     | 0.00%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    23289000 | PA      | $17124700.50    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9861053.60     | 0.00%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701297                      | CUSIP: 36296UDA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9945 | PA      | $9896.69        | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    22968000 | PA      | $23170620.58    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37930000 | PA      | $40511017.78    | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $3741938.61     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    30000000 | PA      | $30336525.60    | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    30586000 | PA      | $30526776.24    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3937                      | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29606800 | PA      | $26335227.91    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5988                      | CUSIP: 3140X9UN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26527151 | PA      | $21578898.61    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67712                      | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9911065 | PA      | $9532804.64     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5953689.42     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $6992874.79     | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    12055000 | PA      | $12002880.40    | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                      | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1345772 | PA      | $1312525.60     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4806114.98     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9784607.69     | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2593                      | CUSIP: 3132DP3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10415705 | PA      | $10629740.00    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     2069000 | PA      | $2106272.41     | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   237265000 | PA      | $233895574.25   | 0.06%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4447463.69     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2480                      | CUSIP: 3133L8XH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2525613 | PA      | $2328850.29     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    79325000 | PA      | $79067420.44    | 0.02%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6417075.68     | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    38260000 | PA      | $37815642.91    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 B                 | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       70286 | PA      | $70320.13       | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $6758861.34     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4063                      | CUSIP: 31418DQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      261800 | PA      | $255250.26      | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-158 A2                  | CUSIP: 3137HAGS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45550000 | PA      | $44349707.40    | 0.01%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M10 A2                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2640017 | PA      | $2601056.74     | 0.00%             | 2028-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 A5                 | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4715000 | PA      | $4643207.05     | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46279                      | CUSIP: 3128K66Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91910 | PA      | $93359.65       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $3117813.75     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0706                      | CUSIP: 31417YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      316253 | PA      | $316623.11      | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3332                      | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7940248 | PA      | $7381019.69     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 AS               | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     2125000 | PA      | $2088804.45     | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3844000 | PA      | $3567258.91     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     9460000 | PA      | $8637146.02     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5878                      | CUSIP: 3138ENQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2294544 | PA      | $2277716.47     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82961                       | CUSIP: 36225FJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76833 | PA      | $78454.51       | 0.00%             | 2041-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $3976887.07     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13823930.35    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9201                      | CUSIP: 3140XDGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19707741 | PA      | $16913382.23    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    15075000 | PA      | $11177586.93    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6219                      | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17075539 | PA      | $15903733.49    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    16520000 | PA      | $14889563.99    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     6720000 | PA      | $6774985.41     | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7277239.46     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    29030000 | PA      | $28439458.90    | 0.01%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8206                      | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    98408874 | PA      | $86759654.76    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     6608000 | PA      | $6551127.03     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8066                      | CUSIP: 3138E06C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      279753 | PA      | $265429.87      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     9800000 | PA      | $9736029.40     | 0.00%             | 2032-03-23      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $24679199.04    | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675211                      | CUSIP: 36295NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57505 | PA      | $60774.55       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23735687 | PA      | $22885498.90    | 0.01%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    32339000 | PA      | $33029761.93    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7468                      | CUSIP: 3140XPJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11658073 | PA      | $11874869.24    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45419172 | PA      | $41901325.32    | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8114                      | CUSIP: 3132DWAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17800477 | PA      | $15109669.77    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11800000 | PA      | $10832138.62    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    31490000 | PA      | $26170888.54    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743836                      | CUSIP: 31403BLR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         985 | PA      | $1010.79        | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734412                      | CUSIP: 31402N3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6400 | PA      | $6473.01        | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08779                      | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29638613 | PA      | $27594153.29    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $8447848.86     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3889                      | CUSIP: 3140XKKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19965046 | PA      | $16409313.39    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8571                      | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45256069 | PA      | $46314277.79    | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0650                      | CUSIP: 3140QKWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164000 | PA      | $157079.69      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6996                      | CUSIP: 36179VXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21194076 | PA      | $18959679.58    | 0.01%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     6105000 | PA      | $6125448.27     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    21700000 | PA      | $21616491.06    | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9221                      | CUSIP: 3140XDG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14301179 | PA      | $13573452.23    | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   126799971 | PA      | $104546639.42   | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    26288000 | PA      | $24343213.34    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | BMARK 2018-B3 A5               | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10250000 | PA      | $10111455.88    | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3322990.54     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7218000 | PA      | $7105980.76     | 0.00%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    21150000 | PA      | $22945804.20    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4846573.91     | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    27527000 | PA      | $27278956.55    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10985032.73    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    49082452 | PA      | $50214794.16    | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3213598.61     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3936                      | CUSIP: 31417ALS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      242215 | PA      | $229394.99      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2026-5C14 Mortgage Trust                                                     | BMO 2026-5C14 AS               | CUSIP: 05594WAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4716605.21     | 0.00%             | 2059-03-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $28603071.20    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1029                      | CUSIP: 31418AEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5108580 | PA      | $5025021.21     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6177028.04     | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K130 A2                   | CUSIP: 3137H1YS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8050000 | PA      | $7129737.69     | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38247                      | CUSIP: 31297UEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20397 | PA      | $20723.74       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $9774997.52     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    11338000 | PA      | $11255866.21    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    41435000 | PA      | $42562611.84    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0022                      | CUSIP: 3138W9AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7719443 | PA      | $7262743.32     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A4                 | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1506526.80     | 0.00%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7543                      | CUSIP: 3138WHLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5985084 | PA      | $5610315.17     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                                       | TAOT 2025-C A4                 | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8085000 | PA      | $8083064.45     | 0.00%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8850                      | CUSIP: 3140XCZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7181620 | PA      | $6447603.54     | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    14925000 | PA      | $7971671.26     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17812152 | PA      | $16723387.43    | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A3                | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1430474 | PA      | $1434072.71     | 0.00%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8328                      | CUSIP: 3132D6HD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3252936 | PA      | $3316703.51     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01837                      | CUSIP: 3128LXBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1174386 | PA      | $1192415.67     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CAN PAC RR CO                  | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     7197000 | PA      | $7115025.96     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     2033000 | PA      | $1940540.46     | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3857                      | CUSIP: 3138A5JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164031 | PA      | $163177.36      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    16843000 | PA      | $15144731.60    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     6520000 | PA      | $5509574.98     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0422                      | CUSIP: 3618N5PG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32326612 | PA      | $31197094.63    | 0.01%             | 2055-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     7495000 | PA      | $7651983.81     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2660                      | CUSIP: 3132DP5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9825987 | PA      | $9754167.42     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     6749000 | PA      | $6713186.47     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    20950000 | PA      | $20980372.32    | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    47525000 | PA      | $31186157.79    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0424                      | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   121775748 | PA      | $122505561.92   | 0.03%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    36200000 | PA      | $35098868.40    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7714                      | CUSIP: 36181BSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      454426 | PA      | $416503.10      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    16905000 | PA      | $17928283.18    | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   941999000 | PA      | $906306064.43   | 0.25%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     6697000 | PA      | $5960607.08     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889190                      | CUSIP: 31410G2X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39605 | PA      | $41473.27       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    37000000 | PA      | $37523939.25    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    12900000 | PA      | $11330823.08    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10132556.17    | 0.00%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34208 | PA      | $34148.34       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61422                      | CUSIP: 31335BSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3933671 | PA      | $3852263.71     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    19085000 | PA      | $18298388.13    | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     9125000 | PA      | $9210418.78     | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4815579.03     | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10100646.30    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15660                      | CUSIP: 3128PVJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2659 | PA      | $2655.05        | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1221                      | CUSIP: 3138EHLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113284 | PA      | $118948.13      | 0.00%             | 2039-12-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5178                      | CUSIP: 31417BXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6834531 | PA      | $6493057.25     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12154141.34    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4881247.84     | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786597                      | CUSIP: 3622ACGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13501227 | PA      | $13292123.93    | 0.00%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11180760 | PA      | $10496279.27    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    60678000 | PA      | $67620716.08    | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8343                      | CUSIP: 3132DWHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50553594 | PA      | $51752766.17    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5542                      | CUSIP: 3140QREQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14352833 | PA      | $14504245.22    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     3965000 | PA      | $3461167.49     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7833000 | PA      | $7471602.52     | 0.00%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54193                      | CUSIP: 3128KGUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17730 | PA      | $18565.50       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    13495000 | PA      | $11038371.72    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     3507000 | PA      | $2513757.16     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    10080000 | PA      | $10410085.16    | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1132                      | CUSIP: 3132DNHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1536009 | PA      | $1456408.13     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9964                      | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    68959167 | PA      | $68373124.70    | 0.02%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A3                | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2813050 | PA      | $2832116.71     | 0.00%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03428                      | CUSIP: 3128M5D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      273439 | PA      | $286702.32      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3655                      | CUSIP: 3132E0BY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29565752 | PA      | $29636070.86    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11429000 | PA      | $11454745.47    | 0.00%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3309                      | CUSIP: 3140JKVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1491835 | PA      | $1455913.29     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5858336.41     | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0037                      | CUSIP: 3142JCBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11441445 | PA      | $11355037.72    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5793                      | CUSIP: 31418FNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41537479 | PA      | $42311850.20    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    11855000 | PA      | $10775933.57    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3045903.05     | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVT CORP                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1752512.97     | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4103637.70     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    28986000 | PA      | $28794052.57    | 0.01%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CSAIL 2017-CX10 A5             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5925000 | PA      | $5787310.11     | 0.00%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8472270.16     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3233                      | CUSIP: 3138EKSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      443047 | PA      | $459675.68      | 0.00%             | 2043-03-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4158                      | CUSIP: 3140XKTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8754657 | PA      | $8303697.86     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     5328000 | PA      | $5397054.99     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753084                      | CUSIP: 31403MUH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34320 | PA      | $34747.50       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5139682.41     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7170967.55     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    11481000 | PA      | $11379411.89    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8784                      | CUSIP: 3138WJXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15277846 | PA      | $13756734.71    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3234                      | CUSIP: 3140QNSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20518887 | PA      | $18238711.57    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5402680.51     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4005                      | CUSIP: 3140W4NX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24850461 | PA      | $24529042.40    | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3084                      | CUSIP: 3140QANA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4012 | PA      | $3820.17        | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     3902000 | PA      | $2470994.09     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4235000 | PA      | $3735216.18     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3057000 | PA      | $2933425.31     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5900451.97     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9282                      | CUSIP: 36184HJ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3349191 | PA      | $3044557.34     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    15325000 | PA      | $15525718.82    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    23500000 | PA      | $24134445.74    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3363                      | CUSIP: 31418CWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1740882 | PA      | $1690643.65     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734848                      | CUSIP: 31402QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7377 | PA      | $7569.84        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15972788.62    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1652                      | CUSIP: 31418AZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4522690 | PA      | $4432018.98     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4825281.92     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1339000 | PA      | $1300749.58     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 988902                      | CUSIP: 31415TRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4609 | PA      | $4594.07        | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                       | FIFTH THIRD FIN                | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10235000 | PA      | $10570278.45    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $15652723.06    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    27174000 | PA      | $26200331.74    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2689418.97     | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    21480000 | PA      | $21653506.47    | 0.01%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   991892000 | PA      | $879529234.38   | 0.24%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1112865500 | PA      | $1109605149.07  | 0.30%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9658000 | PA      | $9556367.90     | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    14146000 | PA      | $14072521.80    | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    28047000 | PA      | $28581606.73    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11490000 | PA      | $6830428.89     | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2313000 | PA      | $2108561.80     | 0.00%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    13493000 | PA      | $13040072.68    | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50652                      | CUSIP: 3128KCWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16042 | PA      | $16790.57       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8517574.84     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2026-5C40                                                   | BBCMS 2026-5C40 A3             | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18000000 | PA      | $18369523.80    | 0.00%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2616372 | PA      | $2593647.06     | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    22000000 | PA      | $22206492.00    | 0.01%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    17817000 | PA      | $17687964.62    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3082414.06     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     2185000 | PA      | $2223770.38     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK          | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4300000 | PA      | $2731455.89     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5008019.15     | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $15100306.51    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256555                      | CUSIP: 31371M5Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3329 | PA      | $3333.89        | 0.00%             | 2027-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96108                      | CUSIP: 312944YD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      524604 | PA      | $511652.93      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     8429000 | PA      | $7813176.64     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    14308000 | PA      | $13175359.08    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $8373092.45     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4792353.32     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7473715 | PA      | $7140119.94     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    26280000 | PA      | $25030126.08    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08848                      | CUSIP: 3128MJ5J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5197618 | PA      | $5078683.25     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4180                      | CUSIP: 3138ELUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18520 | PA      | $18416.38       | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $11211587.97    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    10500000 | PA      | $10509196.05    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9190000 | PA      | $9233054.37     | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9169                      | CUSIP: 3140HBFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      631162 | PA      | $601411.29      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5324                      | CUSIP: 3133KY4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6128634 | PA      | $6124057.88     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    37630000 | PA      | $37146541.65    | 0.01%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722092                      | CUSIP: 31401YF91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8023 | PA      | $8113.69        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9542                      | CUSIP: 36179YS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21597960 | PA      | $22042234.23    | 0.01%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0456                      | CUSIP: 3140QKQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7155298 | PA      | $6020003.30     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    14262000 | PA      | $14746969.56    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5127                      | CUSIP: 31418EVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44845960 | PA      | $42283650.25    | 0.01%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8871                      | CUSIP: 3140QG2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10114526 | PA      | $8898879.34     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2026-A Owner Trust                                       | TAOT 2026-A A4                 | CUSIP: 89240KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6810000 | PA      | $6754223.38     | 0.00%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0143                      | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8856177 | PA      | $8119732.03     | 0.00%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5586                      | CUSIP: 31418FF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15020467 | PA      | $15101473.39    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    12825000 | PA      | $12629051.32    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4865314.28     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8231                      | CUSIP: 3140XQED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14564933 | PA      | $15227050.62    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1045287.67     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5627                      | CUSIP: 3138A7HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79949 | PA      | $83682.16       | 0.00%             | 2041-03-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0497                      | CUSIP: 3140W0RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15205481 | PA      | $14692044.02    | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1271679 | PA      | $1285635.88     | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08711                      | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7172051 | PA      | $6686290.61     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    11935000 | PA      | $8898644.44     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5096610.42     | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2088554.46     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4179                      | CUSIP: 31418DUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33836521 | PA      | $31337879.89    | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    11520000 | PA      | $11090962.37    | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3545463.81     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0429                      | CUSIP: 31427MPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5856268 | PA      | $6196610.77     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    24475000 | PA      | $22802491.61    | 0.01%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719233                      | CUSIP: 3620A5BA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94028 | PA      | $93472.14       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848491                      | CUSIP: 31408DUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11424 | PA      | $11764.34       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7256                      | CUSIP: 3133A2BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6753425 | PA      | $6007167.07     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0510                      | CUSIP: 3140XFR86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17325080 | PA      | $16432036.37    | 0.00%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV9854                      | CUSIP: 3138XM5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138264 | PA      | $133226.56      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $1704455.17     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                   | WFCM 2019-C50 A5               | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6075000 | PA      | $5888727.14     | 0.00%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1221647.65     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN          | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     6800000 | PA      | $7221247.76     | 0.00%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   186376494 | PA      | $153667512.20   | 0.04%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0728                      | CUSIP: 3132DMYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9065366 | PA      | $7740327.88     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $4463128.32     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1113                      | CUSIP: 3140QLGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20375084 | PA      | $16548940.51    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4418                      | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20003209 | PA      | $18407313.33    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    13469000 | PA      | $13115448.13    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2931                      | CUSIP: 31418CHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1164809 | PA      | $1135299.60     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50589                      | CUSIP: 3132XSUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1021300 | PA      | $950850.90      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11800000 | PA      | $11916176.92    | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2430992.90     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AV          | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6155000 | PA      | $5609399.87     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4               | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    12975000 | PA      | $12869763.67    | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    10330000 | PA      | $9063342.31     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3375                      | CUSIP: 36179RXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2407715 | PA      | $2182897.65     | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56064                      | CUSIP: 3132XYW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      686712 | PA      | $655138.78      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2168931.68     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3540713.32     | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $966284.63      | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8026                      | CUSIP: 3132D54K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8273370 | PA      | $7865006.23     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    12715000 | PA      | $13586676.70    | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     9578000 | PA      | $8308457.95     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ5503                      | CUSIP: 3142GWDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25461170 | PA      | $25267114.98    | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3561                      | CUSIP: 3140XJ5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8481982 | PA      | $8100197.35     | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 A5              | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10530000 | PA      | $10751972.40    | 0.00%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     6193000 | PA      | $6229165.70     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 694491                      | CUSIP: 31400QRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38853 | PA      | $39775.59       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11008437.38    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     8088000 | PA      | $8617358.94     | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4930831.27     | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4633                      | CUSIP: 3140H6EF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      731072 | PA      | $678897.34      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2562372.56     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     9730000 | PA      | $9921746.32     | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1354                      | CUSIP: 3138EHQG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1306920 | PA      | $1299889.12     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1980                      | CUSIP: 31418BFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      876998 | PA      | $821046.61      | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $8994279.93     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1886                      | CUSIP: 3138AFCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      588882 | PA      | $585933.70      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5096                      | CUSIP: 3133KYUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8607295 | PA      | $7759792.92     | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    13910000 | PA      | $12580505.54    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4339866.81     | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    47600000 | PA      | $46826200.96    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4021417.85     | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2062227.01     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1029684700 | PA      | $1028276925.38  | 0.28%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2923000 | PA      | $2513282.72     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9591                      | CUSIP: 3138ERUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4768538 | PA      | $4656464.71     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MS ST-TXB-F-BAB                | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     3220000 | PA      | $3296669.81     | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1948                      | CUSIP: 3138EJEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3065831 | PA      | $2987458.83     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    31750000 | PA      | $20038349.76    | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    23475000 | PA      | $21450503.23    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5910                      | CUSIP: 31418FR82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44159009 | PA      | $44359212.30    | 0.01%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    16996000 | PA      | $15618639.45    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8547                      | CUSIP: 3140QUP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8548172 | PA      | $8895192.38     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    33445000 | PA      | $33344454.88    | 0.01%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33545                      | CUSIP: 31297N5E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2028 | PA      | $2090.56        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4608587.96     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737377                      | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      318547 | PA      | $324045.19      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    47391394 | PA      | $45214949.19    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6416                      | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5823151 | PA      | $5206984.39     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    18390000 | PA      | $18083632.73    | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    16689000 | PA      | $16441884.14    | 0.00%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1930991 | PA      | $1849115.27     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82678                       | CUSIP: 36225E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21184 | PA      | $21662.61       | 0.00%             | 2040-11-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    17010000 | PA      | $14806713.92    | 0.00%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 AM               | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3583764.00     | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4395575.09     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                      | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9451702 | PA      | $9663847.85     | 0.00%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3912                      | CUSIP: 36179SKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      801182 | PA      | $774460.57      | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8378                      | CUSIP: 3132DWJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11425247 | PA      | $12039484.23    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $6323882.12     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2043202.84     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 912120                      | CUSIP: 31411NK97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58659 | PA      | $61004.69       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   172528000 | PA      | $131903047.50   | 0.04%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5315                      | CUSIP: 3132DS3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16659526 | PA      | $16761085.42    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9431691.40     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5990                      | CUSIP: 3140X9UQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26308554 | PA      | $22561824.30    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5166441.19     | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2403                      | CUSIP: 3132DPU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12561006 | PA      | $12867795.63    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4414390.99     | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2925000 | PA      | $2094750.45     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     5510000 | PA      | $4976317.69     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA4670                      | CUSIP: 31346YFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187143 | PA      | $187939.03      | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1173                      | CUSIP: 3140XGJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18920664 | PA      | $17434359.14    | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0923                      | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3940269 | PA      | $3368033.77     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97626                      | CUSIP: 312946PK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      829497 | PA      | $843460.08      | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11694238.53    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    16630000 | PA      | $16474818.99    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     6105000 | PA      | $5097616.39     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4445                      | CUSIP: 31418D5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25204655 | PA      | $21254387.31    | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC2022                      | CUSIP: 3140Y8G83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53527506 | PA      | $54460185.81    | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15940558.43    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8327248.23     | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     9650000 | PA      | $9596412.36     | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7032                      | CUSIP: 3138X6Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6473065 | PA      | $6284786.93     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784114                      | CUSIP: 3622A2SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4737320 | PA      | $4442684.35     | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18677                      | CUSIP: 3128MMXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2487894 | PA      | $2420242.19     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9362                      | CUSIP: 3138MRML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      879393 | PA      | $868298.44      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4914754.35     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3277                      | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6141782 | PA      | $5858042.30     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6382531.19     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256851                      | CUSIP: 31371NH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      168934 | PA      | $181850.87      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-V20 Mortgage Trust                                                | BMARK 2026-V20 A3              | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12470000 | PA      | $12692533.39    | 0.00%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   725619000 | PA      | $726072511.88   | 0.20%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    77905000 | PA      | $79777490.33    | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    53247000 | PA      | $52924918.94    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1878933.92     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8342                      | CUSIP: 3132D6HT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80319 | PA      | $78530.09       | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8189                      | CUSIP: 3132D6C24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5627016 | PA      | $5526324.31     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0025                      | CUSIP: 36179MA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      679681 | PA      | $687139.25      | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3260186.82     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7416430.00     | 0.00%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERGL9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     7000000 | PA      | $7090699.00     | 0.00%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 A3                | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3226144 | PA      | $3231659.66     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    12010000 | PA      | $11931698.77    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    75100000 | PA      | $72120178.87    | 0.02%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    15126000 | PA      | $12694716.81    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82960                       | CUSIP: 36225FJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      313513 | PA      | $320132.46      | 0.00%             | 2041-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    16530000 | PA      | $16539069.13    | 0.00%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4858                      | CUSIP: 3140X8MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7427980 | PA      | $7272333.17     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $12112010.54    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   411980000 | PA      | $393119040.63   | 0.11%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7473                      | CUSIP: 31417EJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1156546 | PA      | $1062862.65     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     6021000 | PA      | $4323197.77     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1101                      | CUSIP: 3138WAGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2734928 | PA      | $2646796.23     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $2405356.64     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7534                      | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39445265 | PA      | $34086530.71    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    22550000 | PA      | $22096148.96    | 0.01%             | 2036-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      975000 | PA      | $752690.77      | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                  | BANK 2021-BN33 A5              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9971000 | PA      | $8974862.20     | 0.00%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    13579000 | PA      | $8508702.41     | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    26520075 | PA      | $27691228.69    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15439225.55    | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     7040000 | PA      | $6990735.54     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB          | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $2779006.40     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2011000 | PA      | $2002479.61     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5288000 | PA      | $5156804.63     | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    20800000 | PA      | $21541572.10    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     7320000 | PA      | $7304725.85     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     9425000 | PA      | $8920262.21     | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    14204000 | PA      | $11348280.24    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HEWLETT-PACK CO                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    11654000 | PA      | $11509437.71    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83592                      | CUSIP: 3132L87D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3482690 | PA      | $3242455.54     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA5117                      | CUSIP: 3140W5VK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46850000 | PA      | $48265113.62    | 0.01%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7680                      | CUSIP: 3138E0RA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2387782 | PA      | $2263651.58     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A3                | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3317211.48     | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5128066.45     | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    11857000 | PA      | $11895891.98    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2105151.53     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    18567000 | PA      | $18592843.25    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A4              | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1642657 | PA      | $1638526.71     | 0.00%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8507                      | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42561414 | PA      | $43381474.11    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    27348000 | PA      | $25889166.25    | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01527                      | CUSIP: 31292HVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217019 | PA      | $222618.18      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0088                      | CUSIP: 36179MCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11463185 | PA      | $10885093.09    | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8255085.86     | 0.00%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930612                      | CUSIP: 31412N3V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      786617 | PA      | $784541.65      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55088                      | CUSIP: 3132XXUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55691 | PA      | $54517.74       | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     3396000 | PA      | $3693027.74     | 0.00%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5703                      | CUSIP: 3140QRKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17389038 | PA      | $17984920.25    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $11292622.56    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 A4                | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2009663.20     | 0.00%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08554                      | CUSIP: 3128MJTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1270340 | PA      | $1195355.53     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7606709.31     | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    10782000 | PA      | $10568924.54    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    11167000 | PA      | $10953126.12    | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2229000 | PA      | $2240471.39     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3372                      | CUSIP: 31418CXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1779043 | PA      | $1770285.16     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   806460000 | PA      | $797796853.45   | 0.22%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-177 A2                  | CUSIP: 3137HQMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16750000 | PA      | $16314071.20    | 0.00%             | 2036-01-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4317438.96     | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     4535000 | PA      | $4429467.63     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2284880.60     | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    10500000 | PA      | $10885538.84    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3926                      | CUSIP: 3140J8LG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1710790 | PA      | $1660335.52     | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    11259000 | PA      | $9095445.89     | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6325146.71     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    23210000 | PA      | $23733317.66    | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783213                      | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7153 | PA      | $7370.21        | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     9494000 | PA      | $5703012.76     | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1865706 | PA      | $1795056.06     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91222                      | CUSIP: 3128P7LB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34491 | PA      | $34696.54       | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3504                      | CUSIP: 3132DQ3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17641498 | PA      | $18119233.26    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3400428.76     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    10242000 | PA      | $8851530.42     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    13611000 | PA      | $13612587.35    | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $8857264.58     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   204159000 | PA      | $163478724.77   | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5079                      | CUSIP: 3132DSUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334091 | PA      | $331648.82      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4620633.15     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2025-B                                                       | CNH 2025-B A4                  | CUSIP: 12675EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2009334.20     | 0.00%             | 2033-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    25000000 | PA      | $24635272.91    | 0.01%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3095804.85     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    23716000 | PA      | $23428096.06    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4872962.92     | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20595857 | PA      | $19791696.08    | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBH5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4152214.30     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7100222.23     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10431273.69    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     4645000 | PA      | $4578321.28     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    10046000 | PA      | $9766602.89     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP3421                      | CUSIP: 3140KAYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27231588 | PA      | $22117893.22    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   403525000 | PA      | $392254671.84   | 0.11%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50524                      | CUSIP: 3128KCSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23173 | PA      | $24140.13       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | PHARMACIA CORP                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5248000 | PA      | $5555020.77     | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                            | BANK5 2024-5YR6 AS             | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19500000 | PA      | $20422989.60    | 0.01%             | 2057-05-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    45810000 | PA      | $34612685.17    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2491                      | CUSIP: 3138Y3XV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      528143 | PA      | $508658.46      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    54263000 | PA      | $40955759.36    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2472839.74     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    13250000 | PA      | $13329995.50    | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5199                      | CUSIP: 31417BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1227890 | PA      | $1191636.99     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3306                      | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9404741 | PA      | $8970257.60     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0822                      | CUSIP: 31419A4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1042226 | PA      | $1037696.02     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5754043.62     | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6615                      | CUSIP: 3138EPK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27604 | PA      | $27493.14       | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2128                      | CUSIP: 3138AFLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116289 | PA      | $121785.95      | 0.00%             | 2041-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6691                      | CUSIP: 3140XNNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33466219 | PA      | $28178285.49    | 0.01%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5535000 | PA      | $5630242.69     | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9838                      | CUSIP: 31417G4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1824879 | PA      | $1716931.70     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4240768.12     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02482                      | CUSIP: 3128M4CT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      416589 | PA      | $437358.37      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10830000 | PA      | $10145461.77    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7511                      | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4806031 | PA      | $4450647.65     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458481                      | CUSIP: 36208RJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5072 | PA      | $5269.00        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91148                      | CUSIP: 3128P7HZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16524 | PA      | $16665.40       | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5279                      | CUSIP: 3140XL2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31701898 | PA      | $27398454.26    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    26574000 | PA      | $26468868.76    | 0.01%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     3790000 | PA      | $4108078.29     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   798031000 | PA      | $801678249.06   | 0.22%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    22955000 | PA      | $23201178.96    | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    17557000 | PA      | $15711429.31    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18472                      | CUSIP: 3128MMQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6431476 | PA      | $6341982.93     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K735 A2                   | CUSIP: 3137FMU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9887983 | PA      | $9854110.06     | 0.00%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4767                      | CUSIP: 3140XLJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7277364 | PA      | $6243232.99     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   416385000 | PA      | $402917547.66   | 0.11%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    13070000 | PA      | $12389120.48    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1911                      | CUSIP: 3140Q9DR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      358794 | PA      | $350939.58      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4143                      | CUSIP: 3140X7S91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15338338 | PA      | $14772565.31    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8493                      | CUSIP: 3132DWNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    88980335 | PA      | $89515827.91    | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745087                      | CUSIP: 31403CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86373 | PA      | $88967.65       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $2359511.13     | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3527358.44     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9145                      | CUSIP: 3140QVET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23089908 | PA      | $23409255.46    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-3                                       | EART 2021-3A D                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      742343 | PA      | $737209.39      | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14203                      | CUSIP: 3128MC3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         457 | PA      | $455.93         | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8151                      | CUSIP: 3132DWBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28152104 | PA      | $23861303.94    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3655000 | PA      | $3761601.96     | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8090                      | CUSIP: 3132DV7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41393993 | PA      | $33698419.00    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     7603000 | PA      | $6697283.79     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   113097000 | PA      | $111638965.67   | 0.03%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K135 A2                   | CUSIP: 3137H4R36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6275000 | PA      | $5618349.49     | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5660755.36     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893767                      | CUSIP: 31410P6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44922 | PA      | $46945.71       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3856                      | CUSIP: 3132E0H96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12270577 | PA      | $12773505.12    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $5175871.18     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    66153000 | PA      | $67061622.26    | 0.02%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9825000 | PA      | $7210318.17     | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7232371 | PA      | $6540471.85     | 0.00%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $4327687.97     | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8319                      | CUSIP: 3132D6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12429159 | PA      | $12672807.96    | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10131270.53    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6542                      | CUSIP: 3132DUHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28889144 | PA      | $24801982.83    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2257466.00     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   366660000 | PA      | $375396818.48   | 0.10%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    10055000 | PA      | $8848084.05     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    11311000 | PA      | $11384819.32    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     2745000 | PA      | $1627493.76     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2371                      | CUSIP: 36179QT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2460440 | PA      | $2314792.39     | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     3546000 | PA      | $2921787.64     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91905                      | CUSIP: 3128P8DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10774507 | PA      | $10258528.46    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    10839000 | PA      | $9670933.83     | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    44519000 | PA      | $42496539.12    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14875                      | CUSIP: 3132HRMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1071844 | PA      | $987646.26      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50520                      | CUSIP: 3128KCSH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5643 | PA      | $5866.89        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2067028.22     | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9877504.31     | 0.00%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    17518000 | PA      | $18279129.07    | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5134                      | CUSIP: 3133KYV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12614356 | PA      | $10630239.21    | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4141                      | CUSIP: 3140QBS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2403347 | PA      | $2152795.99     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     3720000 | PA      | $3672036.70     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2516                      | CUSIP: 3140W2YN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34074800 | PA      | $33868337.77    | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1585                      | CUSIP: 3138WAXP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      394548 | PA      | $391449.30      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932135                      | CUSIP: 31412QSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310006 | PA      | $314741.74      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4322454.89     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8299                      | CUSIP: 3132DWGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15446410 | PA      | $15303099.59    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3357                      | CUSIP: 31418CWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1362170 | PA      | $1297963.22     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                      | BARINGS PRIVATE                | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4719125.34     | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2636000 | PA      | $2625081.87     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31182440 | PA      | $27893768.43    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3529578.64     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735036                      | CUSIP: 31402QSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      769464 | PA      | $791247.03      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    14092000 | PA      | $11749381.02    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2760372.78     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00641                      | CUSIP: 31292GWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2796 | PA      | $2935.82        | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    88700000 | PA      | $88830688.46    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8662994.19     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6096606.47     | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2784                      | CUSIP: 3140XJCW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5892211 | PA      | $5182195.81     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55963                      | CUSIP: 3132XYTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31712 | PA      | $31026.35       | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2728                      | CUSIP: 3138WCA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      305485 | PA      | $302932.13      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0753                      | CUSIP: 3140XFZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22815543 | PA      | $19480711.85    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2488                      | CUSIP: 3140QMXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750130 | PA      | $1581783.10     | 0.00%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831115                      | CUSIP: 31407HK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      272008 | PA      | $275969.87      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $14151564.40    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6820411.88     | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     7403000 | PA      | $7104776.08     | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18626                      | CUSIP: 3128MMVU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11999515 | PA      | $11576283.55    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9275000 | PA      | $8397012.73     | 0.00%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5996                      | CUSIP: 3140XMUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57403442 | PA      | $58724737.30    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0184                      | CUSIP: 3142GQF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38534156 | PA      | $39836571.42    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2302                      | CUSIP: 3138XDRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      284148 | PA      | $282069.51      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     7365000 | PA      | $7587096.44     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    19015000 | PA      | $19383518.60    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4399                      | CUSIP: 3140X73H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2660604 | PA      | $2190081.61     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0813                      | CUSIP: 31418M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      818338 | PA      | $830857.05      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     9448000 | PA      | $9774331.54     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10413343 | PA      | $9786485.10     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    13600000 | PA      | $13903664.34    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8687537.53     | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10588000 | PA      | $10357986.80    | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A45728                      | CUSIP: 3128K6LH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28552 | PA      | $29002.50       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    24798000 | PA      | $22006395.70    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6256305.25     | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 AS             | CUSIP: 06541BBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825000 | PA      | $1874442.17     | 0.00%             | 2056-02-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   329955000 | PA      | $325327895.85   | 0.09%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    14674000 | PA      | $10978442.70    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1490                      | CUSIP: 31418AUQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4775461 | PA      | $4616699.78     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0541                      | CUSIP: 3132ACS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16296340 | PA      | $15599495.68    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2247                      | CUSIP: 3132DPP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16162110 | PA      | $16443723.91    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A2              | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1870664 | PA      | $1853945.64     | 0.00%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3659                      | CUSIP: 3140XKB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13688119 | PA      | $13918069.72    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4512                      | CUSIP: 3140W5AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37847644 | PA      | $36661320.48    | 0.01%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1417988 | PA      | $1335467.60     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08858                      | CUSIP: 3128MJ5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10867 | PA      | $10618.72       | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9314                      | CUSIP: 3138WKK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      247244 | PA      | $236517.21      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254726                      | CUSIP: 31371K4K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173605 | PA      | $177867.20      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3891                        | CUSIP: 36202EKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32385 | PA      | $34066.28       | 0.00%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Polaris Inc                                                                      | POLARIS INC                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     5156000 | PA      | $5110725.96     | 0.00%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6205000 | PA      | $5191102.33     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03120                      | CUSIP: 3128M4YR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53912 | PA      | $56441.95       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    13600000 | PA      | $10006823.86    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5609                      | CUSIP: 3138ENGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      467708 | PA      | $462486.08      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1090198.68     | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    25500000 | PA      | $25531355.52    | 0.01%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8975000 | PA      | $7007895.12     | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2847                      | CUSIP: 3140QNEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36235739 | PA      | $29465166.86    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5670                      | CUSIP: 31417CJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      664394 | PA      | $626869.83      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8079                      | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6523434 | PA      | $6041714.60     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     3821000 | PA      | $3855818.37     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24880000 | PA      | $24442942.18    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69303                      | CUSIP: 3128L1KQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         393 | PA      | $412.49         | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51101                      | CUSIP: 3128KDGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6263 | PA      | $6558.72        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                      | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    56373294 | PA      | $50306794.92    | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $5271936.33     | 0.00%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1174048300 | PA      | $1178588567.85  | 0.32%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC0897                      | CUSIP: 31417J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8290 | PA      | $8639.77        | 0.00%             | 2039-07-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30050000 | PA      | $29602635.59    | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4403796.82     | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    16765000 | PA      | $16745778.57    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    83325000 | PA      | $85002003.38    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7739                      | CUSIP: 3140QFS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17905185 | PA      | $15288075.33    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5589247.73     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3700000 | PA      | $3744296.87     | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01740                      | CUSIP: 31283H4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      944417 | PA      | $971812.46      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1155                      | CUSIP: 3132DNH89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14424046 | PA      | $12816656.17    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18577                      | CUSIP: 3128MMUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7116555 | PA      | $6909582.08     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0640                      | CUSIP: 31417YWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160454 | PA      | $159710.31      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $3131280.01     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $14834166.55    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6359803.54     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8261                      | CUSIP: 3132D6FA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6811839 | PA      | $6960272.58     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9422                      | CUSIP: 36179YPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22727879 | PA      | $22605752.61    | 0.01%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A4                | CUSIP: 41284PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2562500 | PA      | $2566735.56     | 0.00%             | 2032-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2530471.89     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A2                   | CUSIP: 3137F82N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7830000 | PA      | $6950027.80     | 0.00%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4627                      | CUSIP: 3138EMD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128416 | PA      | $133164.49      | 0.00%             | 2043-12-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5198269.26     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190445                      | CUSIP: 31368HP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   105014681 | PA      | $108474294.68   | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    27900000 | PA      | $28102683.02    | 0.01%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2014                      | CUSIP: 3133KHGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41508046 | PA      | $38052829.35    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2016                      | CUSIP: 3138WPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1727555 | PA      | $1583501.73     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2604                      | CUSIP: 3140XH3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2951578 | PA      | $2942918.02     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563577                      | CUSIP: 36213TCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2934 | PA      | $3063.91        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    50361000 | PA      | $50123035.37    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-3 Owner Trust                                        | HAROT 2025-3 A3                | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7165000 | PA      | $7144828.38     | 0.00%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E-2-TXBL              | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     6590000 | PA      | $6343465.46     | 0.00%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0936                      | CUSIP: 3618N6BE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   217323316 | PA      | $215408502.28   | 0.06%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $5122444.22     | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3987                      | CUSIP: 31418DND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3695299 | PA      | $3352255.41     | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52205437 | PA      | $46697074.55    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08838                      | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3244421 | PA      | $3273306.70     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5891484.80     | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20529000 | PA      | $20013151.69    | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     6180000 | PA      | $6307471.00     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     8600000 | PA      | $8800468.52     | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5936                      | CUSIP: 3140X9S22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3692842 | PA      | $3378579.97     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    42131000 | PA      | $35989601.04    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $13022580.07    | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    27789000 | PA      | $26978157.41    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902185                      | CUSIP: 31411AJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15850 | PA      | $16452.28       | 0.00%             | 2036-11-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18619                      | CUSIP: 3128MMVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2082434 | PA      | $2010876.34     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834657                      | CUSIP: 31407MJA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28893 | PA      | $29737.33       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     5975000 | PA      | $6221905.40     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5353                      | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44558630 | PA      | $44830268.19    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2133                      | CUSIP: 3140X5LP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         858 | PA      | $855.69         | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    30016000 | PA      | $29222094.49    | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08699                      | CUSIP: 3128MJX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2667533 | PA      | $2562390.50     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2347600.46     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725233                      | CUSIP: 31402CV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55294 | PA      | $55998.07       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $9152385.54     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA6037                      | CUSIP: 31418FV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10121155 | PA      | $10044719.03    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40265                      | CUSIP: 3132WDJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212123 | PA      | $203761.60      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7747421.59     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1401                      | CUSIP: 31418ARX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2693815 | PA      | $2607117.39     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    21200000 | PA      | $21318893.24    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $7567689.02     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 4/26                  | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -43570000 | PA      | $-39917609.68   | -0.01%            | 2026-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 4/26                    | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   499630000 | PA      | $492467354.28   | 0.13%             | 2026-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58177                      | CUSIP: 3128KMCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14345 | PA      | $15045.53       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M8 A2                 | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3522210 | PA      | $3468982.42     | 0.00%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9522                      | CUSIP: 3140XRSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11529426 | PA      | $11058036.62    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    21900000 | PA      | $22115993.67    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950372                      | CUSIP: 31413NJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         518 | PA      | $549.92         | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0916                      | CUSIP: 3140XGAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9858829 | PA      | $8670833.30     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17631072.13    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC2546                      | CUSIP: 3140APZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      522851 | PA      | $516251.88      | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    10450000 | PA      | $9315685.25     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8490                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38632756 | PA      | $38509676.24    | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5132000 | PA      | $4247722.60     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0877                      | CUSIP: 3140JG6P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1072026 | PA      | $1045006.73     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10265000 | PA      | $10562347.54    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      700000 | PA      | $668855.17      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ          | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4925000 | PA      | $3941636.09     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30074574.07    | 0.01%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $11305333.40    | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0814                      | CUSIP: 3618N53Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48214837 | PA      | $48590430.83    | 0.01%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1708000 | PA      | $1275311.43     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03066                      | CUSIP: 3128M4W33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       94587 | PA      | $98895.09       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    10575000 | PA      | $10530609.43    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    12271000 | PA      | $12890024.56    | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9307126.58     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5067549.35     | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4929                      | CUSIP: 3140X8PP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4075841 | PA      | $3795150.11     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4961390.81     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255770                      | CUSIP: 31371MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53537 | PA      | $55084.91       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A4                | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $706945.75      | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552568                      | CUSIP: 36213EZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3179 | PA      | $3302.86        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6293                      | CUSIP: 3140X97F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12396654 | PA      | $10922218.43    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7751                      | CUSIP: 3140XBTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38538394 | PA      | $31000365.38    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13736244.77    | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    47776000 | PA      | $45413679.29    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889736                      | CUSIP: 31410KPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88475 | PA      | $89542.47       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     6215000 | PA      | $5772032.50     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0028                      | CUSIP: 3132ACA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31874006 | PA      | $29049149.96    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7503                      | CUSIP: 3140MMKR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      414793 | PA      | $381181.29      | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4140000 | PA      | $3529362.81     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     7053000 | PA      | $7009888.05     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2961446.77     | 0.00%             | 2056-08-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5297440.60     | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9105                      | CUSIP: 3138ERDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2522966 | PA      | $2482714.57     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3808178.99     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2701694 | PA      | $2611107.56     | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8377000 | PA      | $7317693.59     | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08564                      | CUSIP: 3128MJTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      415100 | PA      | $412641.44      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4968901.96     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08729                      | CUSIP: 3128MJY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      344635 | PA      | $339548.84      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3547790.58     | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON-SER A                  | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     7999000 | PA      | $8389589.57     | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1600                      | CUSIP: 3140X4X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      680310 | PA      | $633674.95      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1893                      | CUSIP: 3132DPC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12856735 | PA      | $12819011.71    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16925000 | PA      | $13990737.34    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    31210000 | PA      | $30753772.50    | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850310                      | CUSIP: 31408FVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1663 | PA      | $1715.62        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    18685000 | PA      | $18358035.70    | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD2416                      | CUSIP: 3140F9VJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153258 | PA      | $142655.89      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   492725000 | PA      | $492513280.99   | 0.13%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     9790000 | PA      | $9537696.42     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 AS                 | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3706000 | PA      | $3282830.76     | 0.00%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4245608.36     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    38000000 | PA      | $38939292.73    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    47600000 | PA      | $39909896.19    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL            | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3131547.38     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3783                      | CUSIP: 3140X7FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10460821 | PA      | $9984087.02     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                                              | WOSAT 2025-A A3                | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2140000 | PA      | $2128512.91     | 0.00%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7070000 | PA      | $6963132.11     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9634902.50     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 935520                      | CUSIP: 31412UYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30449 | PA      | $30338.89       | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    11412000 | PA      | $11231892.15    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     2504000 | PA      | $2728451.52     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     8620000 | PA      | $8975858.01     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4580505.87     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0747                      | CUSIP: 3618N5ZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   105517953 | PA      | $107680237.55   | 0.03%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    25946000 | PA      | $25044424.68    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26865                      | CUSIP: 31297ETW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         483 | PA      | $494.24         | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5515                      | CUSIP: 3140XMDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11465812 | PA      | $11898132.94    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-2              | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     7000000 | PA      | $6707278.20     | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $21757901.96    | 0.01%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2373                      | CUSIP: 36179QT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2783908 | PA      | $2757708.69     | 0.00%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 A5                 | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6620000 | PA      | $6940078.99     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 AS               | CUSIP: 90276WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2929111.50     | 0.00%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77913                      | CUSIP: 31288GYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17946 | PA      | $18423.33       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1024801.17     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     7500000 | PA      | $6539145.70     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256270                      | CUSIP: 31371MT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190475 | PA      | $198576.93      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42136                      | CUSIP: 3128K2LR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4455 | PA      | $4600.67        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A4                | CUSIP: 65480MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3800000 | PA      | $3867071.14     | 0.00%             | 2030-10-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2030                      | CUSIP: 3132DPHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3371345 | PA      | $3462748.54     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3034                      | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14559734 | PA      | $13671667.72    | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786317                      | CUSIP: 3622AB4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10620041 | PA      | $10596162.46    | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     2764114 | PA      | $2799636.06     | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    11694000 | PA      | $10208913.68    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08451                      | CUSIP: 3128MJQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      284429 | PA      | $283386.88      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     4288000 | PA      | $4247959.48     | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9649                      | CUSIP: 3140QVWK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17314429 | PA      | $17193286.91    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9334                      | CUSIP: 3138WKLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      518535 | PA      | $505246.34      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $2538660.62     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7736                      | CUSIP: 3138WHS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1269900 | PA      | $1143861.55     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5422                      | CUSIP: 31418FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15836941 | PA      | $16384905.35    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0423                      | CUSIP: 3140XFPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5866154 | PA      | $5271070.96     | 0.00%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    14177000 | PA      | $14034367.62    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    19858000 | PA      | $19698961.84    | 0.01%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     9702000 | PA      | $9465525.87     | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995196                      | CUSIP: 31416BRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1444188 | PA      | $1509131.59     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642141                      | CUSIP: 36291YLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22928 | PA      | $23870.59       | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5651                      | CUSIP: 3140QRH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9511627 | PA      | $9775148.34     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5398374.43     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4770                        | CUSIP: 36202FJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3055619 | PA      | $2960072.88     | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11303912.17    | 0.00%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01222                      | CUSIP: 31292HLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2337 | PA      | $2453.79        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    13100000 | PA      | $12567289.91    | 0.00%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                   | BBCMS 2024-5C27 AS             | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2336222.93     | 0.00%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6007                      | CUSIP: 3140F1U91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      704752 | PA      | $688852.21      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93759                      | CUSIP: 312942E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      766765 | PA      | $749197.75      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $5117525.68     | 0.00%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A3                 | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3523624.65     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $10335153.59    | 0.00%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     3438000 | PA      | $3322985.56     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG9416                      | CUSIP: 3133CAN97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126846 | PA      | $122697.29      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5114                        | CUSIP: 36202FVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1088442 | PA      | $1052665.41     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    28250000 | PA      | $25140079.91    | 0.01%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     9750000 | PA      | $6008177.59     | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $5394112.38     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    79765000 | PA      | $70282199.85    | 0.02%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    15788000 | PA      | $16225218.16    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    53750000 | PA      | $48840402.84    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $990788.39      | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     7000000 | PA      | $7078900.52     | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4311                      | CUSIP: 31427RYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46771296 | PA      | $46166351.53    | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3797000 | PA      | $3837927.66     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    10057000 | PA      | $9986157.36     | 0.00%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA5118                      | CUSIP: 3140W5VL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32720000 | PA      | $33749214.14    | 0.01%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19050000 | PA      | $20212455.77    | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     9313000 | PA      | $8329721.28     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     7800000 | PA      | $8370575.46     | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6991197.95     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6559                      | CUSIP: 3138EPJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2544283 | PA      | $2452019.29     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15476638.41    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     7500000 | PA      | $7655882.15     | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3652                      | CUSIP: 3140XKBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12639975 | PA      | $10784554.56    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61582                      | CUSIP: 31335BXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1864545 | PA      | $1782312.78     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787108                      | CUSIP: 3622ACYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34816045 | PA      | $36691007.50    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5643                      | CUSIP: 3138YKHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1009880 | PA      | $983230.60      | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     8300000 | PA      | $8550438.59     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8967                      | CUSIP: 3138ET6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1180243 | PA      | $1133462.66     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8464846.86     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    50500000 | PA      | $45908899.77    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4383                      | CUSIP: 31418D2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39454866 | PA      | $36307077.66    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04576                      | CUSIP: 3128M6MZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      347214 | PA      | $364407.31      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10882000 | PA      | $10391108.23    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    47150000 | PA      | $47263852.26    | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10108575.62    | 0.00%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    16890000 | PA      | $13989698.16    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    29086000 | PA      | $25206451.90    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    17225000 | PA      | $9853720.73     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2532885.03     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9965                      | CUSIP: 36180ACA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    85617867 | PA      | $86411921.44    | 0.02%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6255                      | CUSIP: 3140QD5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26510190 | PA      | $22859010.53    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    48625000 | PA      | $48054000.64    | 0.01%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933176                      | CUSIP: 31412SFR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18384 | PA      | $19811.37       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    83446838 | PA      | $83076676.34    | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31102082 | PA      | $29200973.40    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     9658000 | PA      | $8130874.34     | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1817063 | PA      | $1801717.24     | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                              | DRIVE 2025-1 A3                | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2006912.80     | 0.00%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1371108.70     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6900000 | PA      | $6742160.60     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4043866.18     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4539844.51     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSU                 | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    39175000 | PA      | $38485691.92    | 0.01%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    75171807 | PA      | $64577994.63    | 0.02%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11504000 | PA      | $12340378.37    | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |     8965000 | PA      | $7812828.35     | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     7035000 | PA      | $7099857.92     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    18450000 | PA      | $18151034.67    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K537 A2                   | CUSIP: 3137HKPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5234510.84     | 0.00%             | 2030-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41988508 | PA      | $38034218.98    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $8639969.41     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                               | UNTD AIR 19-2 AA               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510541 | PA      | $3226651.37     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571204                      | CUSIP: 36200SRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1055 | PA      | $1095.97        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      628678 | PA      | $605983.36      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | CARLYLE GRP INC                | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9671209.67     | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5445                      | CUSIP: 31418FBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    75059318 | PA      | $76540726.59    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7878                      | CUSIP: 3140XPXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15832257 | PA      | $16355002.12    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 A4              | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $4059486.06     | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5316                      | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2413722 | PA      | $2401934.00     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    20000000 | PA      | $19885026.53    | 0.01%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     8987000 | PA      | $9184949.70     | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00860                      | CUSIP: 31292G5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1569 | PA      | $1647.03        | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2874094.81     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4393301.30     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    15180000 | PA      | $15660081.53    | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD2342                      | CUSIP: 31418PS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153098 | PA      | $155450.48      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7536                      | CUSIP: 3132DVLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46595214 | PA      | $40046727.31    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6293                      | CUSIP: 3140XM7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4540044 | PA      | $4714819.39     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    29718000 | PA      | $22586377.00    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1060817.44     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8162                      | CUSIP: 3132DWB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17144456 | PA      | $15164259.49    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    18700000 | PA      | $18141215.26    | 0.00%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     9000000 | PA      | $8521766.12     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4815                      | CUSIP: 3140XLK56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9172431 | PA      | $8067146.23     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16180072.17    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A3                | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122774 | PA      | $122740.97      | 0.00%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6460524.26     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11701332.61    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18664                      | CUSIP: 3128MMW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1727625 | PA      | $1693831.49     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27123                      | CUSIP: 31297E4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23160 | PA      | $23863.69       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    36440000 | PA      | $27002794.17    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D98635                      | CUSIP: 3128E5SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6054 | PA      | $6070.06        | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01601                      | CUSIP: 31283HX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34634 | PA      | $34224.07       | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7310                      | CUSIP: 36179WDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21163529 | PA      | $16691088.78    | 0.00%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      900000 | PA      | $582651.63      | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6435698.50     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    26395000 | PA      | $27358240.94    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8470                      | CUSIP: 3138ETMU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9707884 | PA      | $9098314.41     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    41753000 | PA      | $32106267.68    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    22400000 | PA      | $22216056.33    | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 AM                 | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2917805.70     | 0.00%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   656770000 | PA      | $621981714.06   | 0.17%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8852                      | CUSIP: 3140HNZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3458625 | PA      | $3297761.89     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6306                      | CUSIP: 3138EPAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1094775 | PA      | $1087248.70     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     8825000 | PA      | $7595638.17     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3777773.31     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0260                      | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28414491 | PA      | $28907968.18    | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    78248000 | PA      | $78278263.90    | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54334                      | CUSIP: 3132XWY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4294373 | PA      | $3996807.21     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    16025000 | PA      | $14744830.89    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    28621000 | PA      | $29321831.89    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2824000 | PA      | $2467585.69     | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14448176.35    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    86398000 | PA      | $88442013.22    | 0.02%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   657664200 | PA      | $382781116.41   | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      975000 | PA      | $897518.92      | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2022772 | PA      | $1922539.97     | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5539573.47     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190337                      | CUSIP: 31368HLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83297 | PA      | $84292.97       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K754 A2                   | CUSIP: 3137HBC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4750000 | PA      | $4877472.43     | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1113883 | PA      | $1067253.09     | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $8055816.84     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723434                      | CUSIP: 3620A9V32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      251157 | PA      | $255458.92      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    15428000 | PA      | $11484343.69    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7760128.90     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11373689.48    | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4170                      | CUSIP: 3138WDT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      545179 | PA      | $524827.81      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 A4              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $6158504.64     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K059 A2                   | CUSIP: 3137BSRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4319310 | PA      | $4295319.67     | 0.00%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2929                      | CUSIP: 31418CHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3684417 | PA      | $3428378.96     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     5425000 | PA      | $5900379.44     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    12240000 | PA      | $11573523.43    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0658                      | CUSIP: 3138EGWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2106145 | PA      | $2096179.73     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                   | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $8648542.73     | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6690                      | CUSIP: 31419HNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63765 | PA      | $66953.46       | 0.00%             | 2041-06-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     2825000 | PA      | $1883895.21     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co                                                        | ATLANTIC CITY EL               | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3154577.98     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                            | GOLDMAN SACHS BD               | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     5463000 | PA      | $5254998.66     | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0351                      | CUSIP: 3138W9L99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151675 | PA      | $149958.89      | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78815                      | CUSIP: 31288HYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2147 | PA      | $2177.95        | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                    | DARTMOUTH COLLEG               | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4503703.40     | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03931                      | CUSIP: 3128M5VY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145174 | PA      | $152436.75      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 A5              | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6916325.50     | 0.00%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10611000 | PA      | $10745627.87    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   378695000 | PA      | $372955403.91   | 0.10%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 4/26                    | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   945300000 | PA      | $759747913.77   | 0.21%             | 2026-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0534                      | CUSIP: 3138MFSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      778773 | PA      | $719478.83      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8232000 | PA      | $8525795.50     | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    24181000 | PA      | $24361034.32    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2473                      | CUSIP: 31418BXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      998901 | PA      | $971625.99      | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0511                      | CUSIP: 31417YR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      298230 | PA      | $298591.67      | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1927                      | CUSIP: 3138EJD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87470 | PA      | $91689.54       | 0.00%             | 2039-11-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     6745000 | PA      | $6823780.93     | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    21132000 | PA      | $14981465.79    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8345                      | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41893301 | PA      | $38648543.81    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     6436000 | PA      | $6841900.91     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9543                      | CUSIP: 36179YS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38034685 | PA      | $39637261.17    | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     8702000 | PA      | $8649932.45     | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $3285773.36     | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     4046000 | PA      | $3044346.72     | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8045                      | CUSIP: 3132DV5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3789480 | PA      | $3498904.04     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885543                      | CUSIP: 31410CZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7901 | PA      | $8222.50        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $50161254.07    | 0.01%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46456                      | CUSIP: 3132WLE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2778893 | PA      | $2589811.36     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2407093.88     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                       | REGIONS BANKS                  | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     1514000 | PA      | $1593531.55     | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0218                      | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1019230 | PA      | $1015024.49     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14250000 | PA      | $12778508.96    | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EART 2022-5A D                 | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      669959 | PA      | $678017.44      | 0.00%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7522                      | CUSIP: 3140QTLC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36062971 | PA      | $37758730.99    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2408719.27     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    15800000 | PA      | $15908522.02    | 0.00%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     8915000 | PA      | $9077744.34     | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2524333.70     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     5454000 | PA      | $5232732.40     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53280                      | CUSIP: 3128KFUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8330 | PA      | $8695.08        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4326                      | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65155481 | PA      | $55224815.00    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   121835000 | PA      | $106938843.73   | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5665                      | CUSIP: 31417CJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      409971 | PA      | $387590.00      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    40800000 | PA      | $40726657.84    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429670                      | CUSIP: 36207EJP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9007 | PA      | $9497.21        | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   491190000 | PA      | $493761070.20   | 0.13%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    18700000 | PA      | $19058699.98    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23425000 | PA      | $23286639.24    | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13432208.43    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5531                      | CUSIP: 36179UEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141511 | PA      | $146151.31      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $5765662.03     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2496                      | CUSIP: 31418BX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1655696 | PA      | $1581439.84     | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2758                      | CUSIP: 3132DQB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7383952 | PA      | $7533379.72     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     5388000 | PA      | $5401936.46     | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    16890000 | PA      | $17462276.34    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995525                      | CUSIP: 31416B4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      336516 | PA      | $352501.74      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3775                      | CUSIP: 3140QPFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3074613 | PA      | $2911433.10     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A3               | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4014839.20     | 0.00%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    24720000 | PA      | $23568083.33    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2181                      | CUSIP: 3132DPM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12421010 | PA      | $12633556.10    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18855000 | PA      | $17446450.90    | 0.00%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $3643501.10     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    19175000 | PA      | $19147767.40    | 0.01%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890006                      | CUSIP: 31410KYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169951 | PA      | $174381.38      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9555000 | PA      | $8728262.48     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $6069693.17     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9782485.01     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5596                      | CUSIP: 36179UGD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5085350 | PA      | $5001822.11     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651332                      | CUSIP: 36292KSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1426 | PA      | $1507.07        | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    11235000 | PA      | $8902160.07     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4979839.77     | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3437796.62     | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941128                      | CUSIP: 31413CA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6575 | PA      | $7090.44        | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7883                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15471688 | PA      | $14293908.86    | 0.00%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CAN PAC RR CO                  | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     5250000 | PA      | $5020229.88     | 0.00%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1383204.95     | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 758796                      | CUSIP: 31403U7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55868 | PA      | $56557.34       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 Mortgage Trust                                                       | CD 2016-CD2 A4                 | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4911545.50     | 0.00%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    19898000 | PA      | $20339756.09    | 0.01%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11159000 | PA      | $11956411.14    | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FIN AUTH-A              | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2720000 | PA      | $2084197.28     | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45094                      | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33245759 | PA      | $29982444.62    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255842                      | CUSIP: 31371MEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155983 | PA      | $158236.52      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3191000 | PA      | $2668491.88     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $5120279.05     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8016                      | CUSIP: 3132DV3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12549173 | PA      | $11182088.33    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4098                      | CUSIP: 3140XKRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5248762 | PA      | $5356620.46     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     4751000 | PA      | $4721043.73     | 0.00%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1674008.45     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5085                      | CUSIP: 3133KYUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63846384 | PA      | $56129118.03    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10270837.17    | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                               | VERTIV HLDNG CO                | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     5024000 | PA      | $4824789.85     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9145984 | PA      | $7552300.88     | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5955000 | PA      | $5504402.60     | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   100000000 | PA      | $99144354.19    | 0.03%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07925                      | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3154347 | PA      | $3053338.35     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    17714000 | PA      | $17681226.60    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4432                      | CUSIP: 31417A4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1385536 | PA      | $1311430.60     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20133351.88    | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2291331.49     | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08015                      | CUSIP: 3128MJAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128660 | PA      | $132494.51      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251499                      | CUSIP: 31371GKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         540 | PA      | $567.15         | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2458009.26     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    13000000 | PA      | $13048293.35    | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     8151000 | PA      | $8382693.16     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                           | GSMS 2019-GC39 A4              | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5775000 | PA      | $5560376.17     | 0.00%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3591043.30     | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8056                      | CUSIP: 3132DV5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11538886 | PA      | $10263830.72    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5492155.95     | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    27296000 | PA      | $26230758.14    | 0.01%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5561                      | CUSIP: 31418FFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19318255 | PA      | $19004012.42    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0444                      | CUSIP: 3132CWP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777490 | PA      | $746381.69      | 0.00%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08836                      | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23023859 | PA      | $21965267.89    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $10264731.39    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     8920000 | PA      | $7611732.45     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3174                      | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9186456 | PA      | $8804801.81     | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A3                | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2311883.18     | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1703                      | CUSIP: 3132AD3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3724334 | PA      | $3562750.67     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41049                      | CUSIP: 3128K1EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4482 | PA      | $4629.60        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     7375000 | PA      | $5958058.02     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9990                      | CUSIP: 3138WLC43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1850027 | PA      | $1812418.01     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   197867000 | PA      | $191652739.53   | 0.05%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    14091000 | PA      | $11765074.47    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93763                      | CUSIP: 312942FC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136075 | PA      | $135712.59      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $6615157.06     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3612487.75     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $12289487.27    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31855                      | CUSIP: 31297MBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13036 | PA      | $13415.97       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4.5 4/26                  | CUSIP: 21H042646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   266825000 | PA      | $257343587.09   | 0.07%             | 2026-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    32382000 | PA      | $29425556.81    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    46118000 | PA      | $46357854.44    | 0.01%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9482                      | CUSIP: 3140LYRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29040890 | PA      | $24823357.00    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1977667.54     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725238                      | CUSIP: 31402CV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      854949 | PA      | $865612.94      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   827724000 | PA      | $817118786.25   | 0.22%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2331078.50     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08753                      | CUSIP: 3128MJZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16884 | PA      | $16582.48       | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3855                      | CUSIP: 31418DH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2840467 | PA      | $2649777.97     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5906                      | CUSIP: 3140QRR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14703911 | PA      | $14859027.30    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3695                      | CUSIP: 3140FPC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3428651 | PA      | $3188243.67     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    17100000 | PA      | $16784905.56    | 0.00%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4653                      | CUSIP: 3132DSE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9925869 | PA      | $9871930.72     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13410000 | PA      | $13554584.33    | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8167                      | CUSIP: 3132DWCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52362261 | PA      | $44381472.37    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9187                      | CUSIP: 3140E2F55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      771561 | PA      | $719036.13      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    11785000 | PA      | $9002471.63     | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     3394000 | PA      | $3257116.09     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   317758000 | PA      | $219190958.69   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    12025000 | PA      | $12130721.45    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0697                      | CUSIP: 36179MX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4161534 | PA      | $3715273.87     | 0.00%             | 2043-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7079                      | CUSIP: 3140XN2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16844950 | PA      | $17038444.37    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5021                      | CUSIP: 36179TSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      699548 | PA      | $689588.02      | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    27510000 | PA      | $25998504.71    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687930                      | CUSIP: 36296DHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2789 | PA      | $2938.47        | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254767                      | CUSIP: 31371K6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320232 | PA      | $328174.48      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    25569000 | PA      | $22679004.94    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4812                      | CUSIP: 3132DSKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11586084 | PA      | $11693645.84    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    30358000 | PA      | $30457863.14    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1588606.25     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    18625000 | PA      | $18723814.18    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      510243 | PA      | $507479.79      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q39434                      | CUSIP: 3132QWPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      525566 | PA      | $490028.26      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2556306.23     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    14406000 | PA      | $14211050.20    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4165                      | CUSIP: 3140XKTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4342265 | PA      | $3723861.78     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4657                      | CUSIP: 3140K0E79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23853656 | PA      | $20352179.92    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12902168.71    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    22600000 | PA      | $22929907.57    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     6016000 | PA      | $5995353.90     | 0.00%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257424                      | CUSIP: 31371N4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         800 | PA      | $809.62         | 0.00%             | 2028-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5841                      | CUSIP: 3140X9P33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5828337 | PA      | $5700744.90     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     5471000 | PA      | $5642033.10     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783473                      | CUSIP: 36241L2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3044668 | PA      | $2870571.33     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10054700.35    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5388847.25     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1121                      | CUSIP: 3138EHG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14275 | PA      | $14224.30       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    17446000 | PA      | $17411698.51    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8349                      | CUSIP: 36179XH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43971407 | PA      | $44736483.19    | 0.01%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9625545.20     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   481260000 | PA      | $494851836.36   | 0.13%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255313                      | CUSIP: 31371LSA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157826 | PA      | $162295.41      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      626000 | PA      | $620253.39      | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808280                      | CUSIP: 31406E6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2821 | PA      | $2905.63        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    22692000 | PA      | $20041039.54    | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    17465000 | PA      | $18318555.62    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 912441                      | CUSIP: 31411NWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6889 | PA      | $7200.03        | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722219                      | CUSIP: 31401YK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17932 | PA      | $18165.54       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    41597000 | PA      | $33180780.04    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8288                      | CUSIP: 3132DWF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5233362 | PA      | $5192657.61     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     9809000 | PA      | $9359287.92     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1240                      | CUSIP: 31418ALW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114406 | PA      | $113072.89      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3939                      | CUSIP: 31418DLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7188483 | PA      | $6637272.88     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 AS               | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3329586.34     | 0.00%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9668439.72     | 0.00%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2161                      | CUSIP: 3132DPMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11281177 | PA      | $11421337.54    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 AM               | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $570313.76      | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08730                      | CUSIP: 3128MJY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1541514 | PA      | $1516356.34     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  5217389300 | PA      | $5225541470.78  | 1.42%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1006233.58     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $3863996.46     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   208325392 | PA      | $168993349.84   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7413                      | CUSIP: 3132DVGW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26820619 | PA      | $26599440.18    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7860000 | PA      | $7774521.42     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4319426.97     | 0.00%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1072665800 | PA      | $930244271.76   | 0.25%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3011529.90     | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     5036000 | PA      | $5181236.31     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2144                      | CUSIP: 3133CELZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20263622 | PA      | $20744291.11    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4009586.42     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1602                      | CUSIP: 36179NX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      309177 | PA      | $306600.31      | 0.00%             | 2044-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8122                      | CUSIP: 3132DWAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66829885 | PA      | $56727551.86    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $12434150.14    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                                    | SDART 2025-4 A3                | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16050000 | PA      | $16052868.14    | 0.00%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K108 A2                   | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12506000 | PA      | $11351062.15    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $3005306.58     | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     8661000 | PA      | $8727520.91     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3192000 | PA      | $3259712.41     | 0.00%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    16244042 | PA      | $16052150.62    | 0.00%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     8395000 | PA      | $6881992.85     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     7010000 | PA      | $6562950.95     | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    55600000 | PA      | $54841531.59    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7681                      | CUSIP: 31416RRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1037887 | PA      | $1034170.09     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10318341.95    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    16100000 | PA      | $16035564.12    | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    20612000 | PA      | $20035178.91    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9437                      | CUSIP: 3138EEPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2128049 | PA      | $2013184.53     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A4                | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      593080 | PA      | $591978.26      | 0.00%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    23380000 | PA      | $21802955.32    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    15855000 | PA      | $14931404.78    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      428000 | PA      | $326142.77      | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     5425000 | PA      | $3597188.93     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | TEXAS EAST TRANS               | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     3205000 | PA      | $3557163.37     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8368                      | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13650556 | PA      | $13964760.47    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   968601000 | PA      | $670907536.41   | 0.18%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8489                      | CUSIP: 3132DWNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84499028 | PA      | $81645783.54    | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPWK7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      500000 | PA      | $507195.00      | 0.00%             | 2028-09-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   678165000 | PA      | $641475215.56   | 0.17%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2713                      | CUSIP: 3138WQAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300592 | PA      | $312095.14      | 0.00%             | 2043-07-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91606                      | CUSIP: 3128P7YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1897852 | PA      | $1838911.56     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02675                      | CUSIP: 3132GF6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      344771 | PA      | $336044.13      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     2579000 | PA      | $2606957.13     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7665000 | PA      | $7748234.65     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3437                      | CUSIP: 3140XJZB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6058605 | PA      | $6222865.01     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    19117000 | PA      | $16948731.10    | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063ESC1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     3600000 | PA      | $3589259.40     | 0.00%             | 2032-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48111                      | CUSIP: 3132WNAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3135375 | PA      | $2999055.17     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1030910 | PA      | $993533.91      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0852                      | CUSIP: 3140Y65N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46357312 | PA      | $47089002.03    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $2881027.08     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    11200000 | PA      | $11469600.34    | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    42900000 | PA      | $38558971.07    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0324                      | CUSIP: 3140Q7LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1148797 | PA      | $1125442.90     | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    33623000 | PA      | $33959288.26    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     3717000 | PA      | $3638692.61     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     4700000 | PA      | $4666115.35     | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13975000 | PA      | $13829650.78    | 0.00%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                       | TAOT 2025-A A4                 | CUSIP: 89240JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6350000 | PA      | $6424925.56     | 0.00%             | 2030-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4990000 | PA      | $3396366.60     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4045                      | CUSIP: 3132E0P63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11016410 | PA      | $8999328.60     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class A Pass Through Trust                              | AM AIRAN 25-1A                 | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7612000 | PA      | $7406485.90     | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252161                      | CUSIP: 31371HB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         891 | PA      | $907.48         | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     2889000 | PA      | $2793312.78     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M7 A2                 | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6708797 | PA      | $6643868.81     | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    21020000 | PA      | $19710044.02    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893302                      | CUSIP: 31410PNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39095 | PA      | $40845.61       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    13700000 | PA      | $12609285.46    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    11552000 | PA      | $11441161.53    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    14605000 | PA      | $14734595.77    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 AS               | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2600372.00     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05733                      | CUSIP: 3128M7V29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      572484 | PA      | $581980.29      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    10285000 | PA      | $11557042.85    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40527283 | PA      | $36178685.34    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                    | BBCMS 2021-C12 A5              | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $3818797.32     | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6589819.31     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5390                      | CUSIP: 31418E7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19617608 | PA      | $20296385.01    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4977                        | CUSIP: 36202FQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3752686 | PA      | $3632799.91     | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08271                      | CUSIP: 3128MJJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      967510 | PA      | $1015248.51     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   224723525 | PA      | $182945084.42   | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     8492000 | PA      | $8330512.22     | 0.00%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    16712000 | PA      | $12446130.75    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22210210 | PA      | $22420933.75    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                             | JOHNS HOP HEALTH               | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     7425000 | PA      | $5859358.07     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08515                      | CUSIP: 3128MJSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      620356 | PA      | $570947.37      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    78658000 | PA      | $80915543.16    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   205274143 | PA      | $169248633.13   | 0.05%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16900000 | PA      | $17340786.14    | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $9516741.64     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08499                      | CUSIP: 3128MJRV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208693 | PA      | $192313.98      | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 903817                      | CUSIP: 31411CDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34745 | PA      | $36278.42       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15899218.78    | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3235                      | CUSIP: 3131XJSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10322989 | PA      | $9796785.69     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1489940.15     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    10525000 | PA      | $10655005.31    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 A1A                | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     7000000 | PA      | $7031276.00     | 0.00%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00644                      | CUSIP: 31292GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         836 | PA      | $851.89         | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-163 A2                  | CUSIP: 3137HCXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10298489.00    | 0.00%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MIDMICHIGAN HLTH               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2875000 | PA      | $1956779.42     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3900620.28     | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8078                      | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35912173 | PA      | $32457741.81    | 0.01%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3616                      | CUSIP: 3138XFAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      526754 | PA      | $520409.26      | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733713                      | CUSIP: 31402NDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16427 | PA      | $16628.12       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7467                      | CUSIP: 3140XBJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20349732 | PA      | $18847016.48    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DD9091                      | CUSIP: 3140BAC53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4371933 | PA      | $4220209.13     | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    12083000 | PA      | $11584607.93    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4469                      | CUSIP: 31418R6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37095 | PA      | $38738.11       | 0.00%             | 2040-05-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $6038944.80     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    38778000 | PA      | $34947180.93    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF          | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     2480000 | PA      | $2544930.37     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5330                      | CUSIP: 3132DS4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8463369 | PA      | $8750744.27     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    27201000 | PA      | $28571017.94    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08434                      | CUSIP: 3128MJPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1993187 | PA      | $1944862.48     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    10468000 | PA      | $10686493.42    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    14300000 | PA      | $14528331.26    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2554                      | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17572109 | PA      | $15020157.65    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   818260000 | PA      | $828711995.01   | 0.23%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4758202.66     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5424                      | CUSIP: 3138WTA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      454454 | PA      | $416666.69      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08766                      | CUSIP: 3128MJZ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3111020 | PA      | $2898367.88     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 AS                 | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2334433.86     | 0.00%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    10808000 | PA      | $6455668.14     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     4890000 | PA      | $5178897.96     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    11990000 | PA      | $12111329.30    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40930                      | CUSIP: 3128K1A76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6309 | PA      | $6502.97        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530278 | PA      | $512436.14      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-2 A                 | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     4800000 | PA      | $4872970.56     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12706447.81    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18628                      | CUSIP: 3128MMVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2859082 | PA      | $2729961.70     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786788                      | CUSIP: 3622ACND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17509093 | PA      | $18100433.31    | 0.00%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    10106000 | PA      | $9573608.88     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     8625000 | PA      | $6255889.45     | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4676299.40     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $11593571.02    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    25667000 | PA      | $19418945.11    | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $9335369.86     | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66447                      | CUSIP: 3128KXEU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3073 | PA      | $3221.09        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893290                      | CUSIP: 31410PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6773 | PA      | $7082.98        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   653211000 | PA      | $407287261.66   | 0.11%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6363                      | CUSIP: 3140QEB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32354338 | PA      | $29052151.14    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    35600000 | PA      | $36067972.82    | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8224                      | CUSIP: 3132DWD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4409121 | PA      | $3728149.88     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    64763000 | PA      | $43633389.20    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY-TXB-D-BABS           | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     2695000 | PA      | $2863515.39     | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00924                      | CUSIP: 31283HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         360 | PA      | $363.90         | 0.00%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4772                      | CUSIP: 3140X8JS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6941644 | PA      | $6908564.01     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03565                      | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1159327 | PA      | $1131069.30     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1086761 | PA      | $1064668.47     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    19640000 | PA      | $16454119.25    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11643000 | PA      | $11856584.44    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7409                      | CUSIP: 3140XBGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29852453 | PA      | $25115916.78    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    47810000 | PA      | $47619742.22    | 0.01%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12273867.34    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    12475000 | PA      | $12206553.40    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3892                        | CUSIP: 36202EKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3830 | PA      | $4033.88        | 0.00%             | 2036-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2370000 | PA      | $2353093.06     | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2641                      | CUSIP: 31418B5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2130623 | PA      | $1919157.46     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8144                      | CUSIP: 31417FBN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      397428 | PA      | $403302.58      | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     5478000 | PA      | $5352348.12     | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2684750.17     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                   | CF 2019-CF2 A5                 | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6160000 | PA      | $5806953.15     | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7171                      | CUSIP: 3140XA6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12277430 | PA      | $11328605.95    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796161                      | CUSIP: 31405QQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40072 | PA      | $41222.25       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     6593000 | PA      | $7113490.98     | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3154208.66     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4553705.30     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92764                      | CUSIP: 312941B97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14180 | PA      | $14677.11       | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7223583.79     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7118019.23     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   100790000 | PA      | $102299478.19   | 0.03%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $6181547.85     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    10030000 | PA      | $10080148.95    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    18915000 | PA      | $19080549.15    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0743                      | CUSIP: 3618N5ZH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13976727 | PA      | $13082610.15    | 0.00%             | 2055-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746641                      | CUSIP: 31403EP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18963 | PA      | $19211.27       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     1742000 | PA      | $1582285.92     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Rush System for Health Obligated Group                                           | RUSH SYSTEM                    | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3564450.57     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    92454000 | PA      | $59376875.81    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52756                      | CUSIP: 3128KFBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30807 | PA      | $32253.20       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9624075 | PA      | $8694249.93     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4311020 | PA      | $4134448.52     | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   972616000 | PA      | $972388038.26   | 0.26%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 A3                | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      334829 | PA      | $335148.14      | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    11850000 | PA      | $11578867.65    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    22765000 | PA      | $22469011.37    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    41080000 | PA      | $30361089.53    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   345325500 | PA      | $336746319.61   | 0.09%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2772                      | CUSIP: 3132DQCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20447680 | PA      | $20663388.22    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8063                      | CUSIP: 3132DV5Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4650241 | PA      | $4290756.33     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08849                      | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2173590 | PA      | $2190904.43     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    31577000 | PA      | $33420505.39    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4388580.59     | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     8574000 | PA      | $6910906.19     | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 5/26                  | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   173530000 | PA      | $174137164.12   | 0.05%             | 2026-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959984                      | CUSIP: 31413Y6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79394 | PA      | $83089.82       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6162038.44     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2398516 | PA      | $2375600.82     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7731                      | CUSIP: 31419JSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1467175 | PA      | $1460551.41     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7545                      | CUSIP: 3138WHL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1418965 | PA      | $1321245.33     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $26822468.15    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2308444.10     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   501299000 | PA      | $505979097.39   | 0.14%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 4/26                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   275000000 | PA      | $265160170.00   | 0.07%             | 2026-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604574                      | CUSIP: 36200MT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47541 | PA      | $47457.16       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M53 A2                | CUSIP: 3136BC7H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $17111836.00    | 0.00%             | 2032-11-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8322                      | CUSIP: 3132DWG72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8461804 | PA      | $8191943.28     | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5833                      | CUSIP: 3140JAPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8120494 | PA      | $7526240.84     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2578604.46     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5272                      | CUSIP: 3138W22E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7263333 | PA      | $6663730.20     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3408                      | CUSIP: 3140QNYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      829362 | PA      | $701270.19      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8871556.28     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    20736000 | PA      | $15267725.39    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9403                      | CUSIP: 3140XRNV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25958308 | PA      | $26659237.30    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90993                      | CUSIP: 3128P7C68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4012 | PA      | $4017.80        | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ7447                      | CUSIP: 3140KTHZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1262365 | PA      | $1062072.27     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8919                      | CUSIP: 3138WJ4D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      572502 | PA      | $547663.17      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889543                      | CUSIP: 31410KHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12746 | PA      | $13118.43       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                     | BBCMS 2021-C9 A5               | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7175000 | PA      | $6410709.67     | 0.00%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2372                      | CUSIP: 3140QMT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9195463 | PA      | $7880144.48     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5990000 | PA      | $6127117.99     | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     9824000 | PA      | $9545512.53     | 0.00%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $7315255.26     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57164                      | CUSIP: 3132Y06A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83547 | PA      | $79705.48       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15666                      | CUSIP: 3128PVJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         189 | PA      | $188.86         | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7931                      | CUSIP: 3133KPY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8063147 | PA      | $7811039.79     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16400                      | CUSIP: 3128PWDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13839 | PA      | $13811.96       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    25905000 | PA      | $26114788.73    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8300                      | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33544427 | PA      | $33788754.18    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 428124                      | CUSIP: 36207CSM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151350 | PA      | $153931.28      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                       | CNH 2024-C A4                  | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1390209.80     | 0.00%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $8418605.87     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3188                      | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2966891 | PA      | $2884737.43     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08841                      | CUSIP: 3128MJ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      649942 | PA      | $604296.79      | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2769000 | PA      | $2976849.93     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4551165.89     | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2562000 | PA      | $2991692.66     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     8745000 | PA      | $6181948.66     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     8068000 | PA      | $7799620.41     | 0.00%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1208                      | CUSIP: 31418AKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1167086 | PA      | $1074482.41     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3409                      | CUSIP: 31416YYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16708 | PA      | $16667.19       | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     7185000 | PA      | $6674466.85     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     3707000 | PA      | $3652255.67     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     7215000 | PA      | $7242566.29     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1981                      | CUSIP: 3142GSFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27934872 | PA      | $29204783.11    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A3                  | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1324677 | PA      | $1329562.66     | 0.00%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 AS              | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2970000 | PA      | $2719907.59     | 0.00%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8164481.30     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3404                      | CUSIP: 3140W3YA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6935479 | PA      | $6988819.20     | 0.00%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $7879444.13     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     3100000 | PA      | $3103603.66     | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7765914.36     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $1870246.35     | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1097353.16     | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4461000 | PA      | $4631949.92     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     9262000 | PA      | $7650381.38     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9961                      | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2585034 | PA      | $2370275.16     | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08852                      | CUSIP: 3128MJ5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      841304 | PA      | $802096.58      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4813353.77     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    22833000 | PA      | $22276691.93    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    38900000 | PA      | $37609101.25    | 0.01%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03444                      | CUSIP: 3128M5ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2213 | PA      | $2318.64        | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22016000 | PA      | $15430509.09    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582245                      | CUSIP: 36201FZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3305 | PA      | $3443.11        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8317                      | CUSIP: 3140XCG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      796898 | PA      | $670458.54      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6870                      | CUSIP: 3140QST43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14166330 | PA      | $14301387.11    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     3977000 | PA      | $3787440.64     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4451                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12617463 | PA      | $11838336.76    | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                              | YALE-NEW HAVEN                 | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $2401952.04     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A3                   | CUSIP: 3137FDET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4475000 | PA      | $4233875.81     | 0.00%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6596                      | CUSIP: 3140H8KJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      556552 | PA      | $500443.86      | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    13623000 | PA      | $12873153.61    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91724                      | CUSIP: 3128P74H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1645654 | PA      | $1591136.06     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2983                      | CUSIP: 3140XJJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10097337 | PA      | $9532680.56     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53991                      | CUSIP: 3128KGNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4411 | PA      | $4617.30        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2464372.46     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERFJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    14287000 | PA      | $14394338.23    | 0.00%             | 2027-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7790                      | CUSIP: 3140XBUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18111999 | PA      | $16888415.73    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8199                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4890978 | PA      | $4512157.12     | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8315                      | CUSIP: 3132DWGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32201846 | PA      | $31926227.62    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     5521000 | PA      | $4841965.44     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    10865000 | PA      | $10094808.33    | 0.00%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    17236000 | PA      | $17094972.79    | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0361                      | CUSIP: 3140XFMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31330661 | PA      | $26780590.20    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    25000000 | PA      | $24589233.63    | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257350                      | CUSIP: 31371NZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85241 | PA      | $89400.66       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $4134847.88     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    36831000 | PA      | $33357964.85    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB          | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     2900000 | PA      | $2964801.37     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08687                      | CUSIP: 3128MJXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4322844 | PA      | $4033290.31     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5783796.17     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93547                      | CUSIP: 3129415G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      332618 | PA      | $331605.60      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66777                      | CUSIP: 3128KXQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97050 | PA      | $101612.99      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11227611.57    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     7382000 | PA      | $6458744.57     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4693                      | CUSIP: 31418EGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153077 | PA      | $146186.56      | 0.00%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   285089000 | PA      | $218293536.78   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711063                      | CUSIP: 36297F5Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1229851 | PA      | $1223325.34     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15638                      | CUSIP: 3128PVHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         774 | PA      | $773.40         | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-171 A2                  | CUSIP: 3137HMCA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1968890.40     | 0.00%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12776                      | CUSIP: 31296MCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22495 | PA      | $23115.62       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    33130000 | PA      | $32155752.88    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    26261000 | PA      | $23002698.62    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1928000 | PA      | $1940186.68     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50018                      | CUSIP: 3132FEAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2086 | PA      | $2082.60        | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587725                      | CUSIP: 36201M4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         637 | PA      | $666.24         | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5781124.34     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785223                      | CUSIP: 3622AAVQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17672003 | PA      | $15192567.58    | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4725480 | PA      | $4540267.24     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7666                      | CUSIP: 3138EQQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      451550 | PA      | $445637.58      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31714                      | CUSIP: 31297L3X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1947 | PA      | $1992.00        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    24087000 | PA      | $24262874.29    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    10217000 | PA      | $10144061.41    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    12370000 | PA      | $11438299.43    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $16459184.92    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2975                      | CUSIP: 3138LTJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2429912 | PA      | $2302332.98     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14431000 | PA      | $10059074.94    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6429                      | CUSIP: 3132DUEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13207992 | PA      | $13321530.14    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6280                      | CUSIP: 3133C66R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61263576 | PA      | $60700924.95    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7796567.87     | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5686                      | CUSIP: 3138YXJ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49269 | PA      | $46081.93       | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4029                      | CUSIP: 3140QPPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7661405 | PA      | $7426647.31     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6968808.20     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1475                      | CUSIP: 31416WT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      632123 | PA      | $629448.87      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1197020 | PA      | $1157978.79     | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4359555.38     | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY0512                      | CUSIP: 36196PR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65038 | PA      | $63891.37       | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2026-A1 A                | CUSIP: 87166PAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34070000 | PA      | $34000974.18    | 0.01%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     4580000 | PA      | $3065835.96     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     8500000 | PA      | $7844615.82     | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4635                      | CUSIP: 3142GVEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28807508 | PA      | $29055143.51    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    14337000 | PA      | $14530729.61    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50138                      | CUSIP: 3132XSEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295561 | PA      | $289906.25      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4313                      | CUSIP: 3140XKYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1967167 | PA      | $1611901.12     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37283                      | CUSIP: 31297TCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1611 | PA      | $1636.21        | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3127                      | CUSIP: 31418CPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      199356 | PA      | $189288.72      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     5417000 | PA      | $5342729.91     | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    81369800 | PA      | $67089440.49    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3035000 | PA      | $2685815.06     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $2863640.16     | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $6453226.45     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                      | COLUMBIA UNIV                  | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3865351.34     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    41500000 | PA      | $40113491.14    | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4066396.09     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5736                      | CUSIP: 31418FLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31685808 | PA      | $32276516.94    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12225000 | PA      | $11958562.86    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5073381.06     | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0084                      | CUSIP: 3140Q7CW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      183754 | PA      | $180018.03      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    46140000 | PA      | $43307911.89    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1158                      | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1778061 | PA      | $1716048.99     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4142306.57     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    34598000 | PA      | $29296997.03    | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18614                      | CUSIP: 3128MMVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3899743 | PA      | $3767586.69     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4078209.76     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4018                      | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55525178 | PA      | $45237173.25    | 0.01%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7445806.76     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3571158.54     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    35365000 | PA      | $31287425.18    | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     7745000 | PA      | $5755211.60     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2247                      | CUSIP: 3140W2P96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33352460 | PA      | $33993534.72    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00666                      | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2772 | PA      | $2909.91        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5320                      | CUSIP: 3133KY4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13326034 | PA      | $13465573.58    | 0.00%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                               | JPMDB 2016-C4 A3               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $791255.36      | 0.00%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9724                      | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    68956439 | PA      | $68456615.34    | 0.02%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    10800000 | PA      | $10316989.20    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3937717.99     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7812000 | PA      | $6983234.27     | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     7482000 | PA      | $6322576.56     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120575 | PA      | $116800.26      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7167989.23     | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4731                      | CUSIP: 31418EHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12203444 | PA      | $11199044.18    | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $22735683.64    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA3500                      | CUSIP: 3140A33J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8006635 | PA      | $8430577.39     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    27890000 | PA      | $21725596.18    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08758                      | CUSIP: 3128MJZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      378151 | PA      | $362182.36      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4279                      | CUSIP: 3138X3XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3248969 | PA      | $2975230.59     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783341                      | CUSIP: 36241LWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152685 | PA      | $154357.97      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 AS               | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175000 | PA      | $2237771.37     | 0.00%             | 2055-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    23720000 | PA      | $16490155.86    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    23152000 | PA      | $22832271.52    | 0.01%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    31200000 | PA      | $31449948.48    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2379000 | PA      | $1687347.90     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   523957000 | PA      | $497308871.83   | 0.14%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2860                      | CUSIP: 3138EKFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2721230 | PA      | $2506772.64     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    23444000 | PA      | $23213314.45    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3576                      | CUSIP: 3140X66N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15667912 | PA      | $13446360.11    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5028752.61     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    16773000 | PA      | $12732974.10    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A3                | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345213 | PA      | $345344.31      | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9231000 | PA      | $9122089.22     | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    15645000 | PA      | $15430659.27    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $8890019.22     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $7953807.49     | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14520364.16    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4071535.64     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 AS               | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2845593.97     | 0.00%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2025-A1 A                | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2409022.32     | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9032645.21     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                    | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     4188000 | PA      | $3900983.79     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94604                      | CUSIP: 312943DH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      233551 | PA      | $227919.43      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10118443.65    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7575011.94     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    27600000 | PA      | $27217572.64    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University/The                                                     | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4225751.02     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14236                      | CUSIP: 31296NV53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46878 | PA      | $47544.48       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8822618 | PA      | $8691489.81     | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $5123040.74     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738419                      | CUSIP: 3620ASK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288299 | PA      | $286517.42      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $18536266.60    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     4180000 | PA      | $3383402.97     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $6800994.99     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8066                      | CUSIP: 3132D56B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3668968 | PA      | $3320632.53     | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A4                | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2420000 | PA      | $2422724.44     | 0.00%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    65000000 | PA      | $47032848.64    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24569                      | CUSIP: 31297CCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         948 | PA      | $958.18         | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1957898.04     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4328                      | CUSIP: 31418DY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32078813 | PA      | $28862796.90    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     7195000 | PA      | $7287099.76     | 0.00%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31716                      | CUSIP: 31297L3Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5144 | PA      | $5298.21        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8247                      | CUSIP: 3140XCEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63657157 | PA      | $54312929.54    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    98182000 | PA      | $94705482.00    | 0.03%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14000000 | PA      | $12959099.09    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     2175000 | PA      | $2231126.80     | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2474                      | CUSIP: 31418BXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      278493 | PA      | $272692.89      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3637                      | CUSIP: 3132E0BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7716208 | PA      | $7907682.31     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8290                      | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42135193 | PA      | $43037235.68    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $15406719.59    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2462                      | CUSIP: 3138NYWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      810242 | PA      | $745016.50      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDH1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     6827000 | PA      | $6992882.45     | 0.00%             | 2029-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     3107000 | PA      | $2836196.74     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 AS                 | CUSIP: 61770KBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1275000 | PA      | $1163709.46     | 0.00%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    24513000 | PA      | $12932220.64    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2406000 | PA      | $1605767.29     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     7947000 | PA      | $7564093.39     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10770811 | PA      | $9252901.99     | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1698 | PA      | $1763.53        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     6170000 | PA      | $5677797.13     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783185                      | CUSIP: 36241LRE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1518745 | PA      | $1509365.08     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    43712000 | PA      | $44730190.17    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10422086.62    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8336                      | CUSIP: 3140XCHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11935834 | PA      | $10183773.73    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9330                      | CUSIP: 3138MRLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2845139 | PA      | $2680575.88     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    11739000 | PA      | $9588879.71     | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734844                      | CUSIP: 31402QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16470 | PA      | $16894.35       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3312                      | CUSIP: 31418CVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5927024 | PA      | $5757781.75     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29250000 | PA      | $18129474.22    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8960                      | CUSIP: 3138ET5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      590902 | PA      | $585964.69      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    30584000 | PA      | $28707176.29    | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ6351                      | CUSIP: 3142GXBV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54500000 | PA      | $54237904.05    | 0.01%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $2266103.18     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7028                      | CUSIP: 3138WGY24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1239202 | PA      | $1188923.27     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7770536.57     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $9614370.47     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    13353000 | PA      | $13084132.89    | 0.00%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2149                      | CUSIP: 31418BL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374462 | PA      | $368113.19      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A5               | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7265000 | PA      | $7144627.67     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    15910000 | PA      | $16052243.14    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8392                      | CUSIP: 3132DWKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      425361 | PA      | $401057.76      | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84873                      | CUSIP: 312931MW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35298 | PA      | $36513.25       | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4644000 | PA      | $4716550.53     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 736934                      | CUSIP: 31402SV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33178 | PA      | $33599.50       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1367                      | CUSIP: 3140W1QV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30866231 | PA      | $26383608.74    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4977                      | CUSIP: 3140QCQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9884886 | PA      | $8808044.06     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    22550000 | PA      | $22392395.88    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CS6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    34340000 | PA      | $33992974.06    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2063000 | PA      | $2068330.97     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92031                      | CUSIP: 3128P8HG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      596869 | PA      | $586006.13      | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9595                      | CUSIP: 3138WKUV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1426520 | PA      | $1362846.13     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4367752.04     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5326                      | CUSIP: 31418E4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9553763 | PA      | $9234150.09     | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10625000 | PA      | $10744975.80    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13594000 | PA      | $13868570.53    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    20872000 | PA      | $16579451.84    | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     7241000 | PA      | $7073182.72     | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9868000 | PA      | $9789540.40     | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A3                 | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1316484 | PA      | $1322209.53     | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5789                      | CUSIP: 31418FNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15445525 | PA      | $14560620.23    | 0.00%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    10225000 | PA      | $8185724.81     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6688578.44     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9787                      | CUSIP: 3138MD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30417 | PA      | $30077.10       | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7937                      | CUSIP: 31417EZB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3564571 | PA      | $3271643.91     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190370                      | CUSIP: 31368HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      897907 | PA      | $935890.91      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03789                      | CUSIP: 31292LF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      780067 | PA      | $759441.72      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5060                      | CUSIP: 31418ETS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7982298 | PA      | $7983822.18     | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    12857000 | PA      | $12690720.96    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5699                      | CUSIP: 3140QDKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6846196 | PA      | $5903286.91     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08537                      | CUSIP: 3128MJS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7821831 | PA      | $7176110.31     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1118                      | CUSIP: 31427NG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9107127 | PA      | $9153895.23     | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    13067000 | PA      | $13637739.96    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $20326312.21    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     5059000 | PA      | $4598292.61     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    13975000 | PA      | $14302802.22    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   425045000 | PA      | $407628118.05   | 0.11%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4493741.03     | 0.00%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    13910000 | PA      | $13541579.04    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    13100000 | PA      | $13172592.94    | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6380                      | CUSIP: 3140QECS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2803887 | PA      | $2751267.45     | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1123087400 | PA      | $1123526100.40  | 0.31%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   444885000 | PA      | $443320948.95   | 0.12%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2135740.77     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K095 A2                   | CUSIP: 3137FNAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12625000 | PA      | $12129738.93    | 0.00%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782434                      | CUSIP: 36241KV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52660 | PA      | $52536.49       | 0.00%             | 2038-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K159 A2                   | CUSIP: 3137FKKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3330000 | PA      | $3289283.76     | 0.00%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $9329954.64     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819035                      | CUSIP: 31406S4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18889 | PA      | $19424.90       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91837                      | CUSIP: 3128P8BE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      758778 | PA      | $727563.35      | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    17600000 | PA      | $16775033.21    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55453                      | CUSIP: 3128KJBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11513 | PA      | $12021.60       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1399                      | CUSIP: 3140XGRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56048470 | PA      | $49942650.17    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8394                      | CUSIP: 3132DWKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230643 | PA      | $228019.82      | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1259151.98     | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1132                      | CUSIP: 31418AHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1077048 | PA      | $991395.06      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5898281.39     | 0.00%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1592                      | CUSIP: 31418NXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1765196 | PA      | $1758189.83     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    27068000 | PA      | $26598436.51    | 0.01%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13495000 | PA      | $13727887.74    | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    29300000 | PA      | $29134386.61    | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60238                      | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10896519 | PA      | $10219729.57    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      793488 | PA      | $806558.89      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     3010000 | PA      | $2915445.07     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A3                | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3370573 | PA      | $3385120.77     | 0.00%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    37050000 | PA      | $29290736.46    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3802                      | CUSIP: 31418DGL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18950532 | PA      | $16886095.38    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    20574000 | PA      | $19594033.08    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3339                      | CUSIP: 31418CV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160056 | PA      | $155484.03      | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1852781 | PA      | $1839562.39     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    12295000 | PA      | $11263436.37    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594859                      | CUSIP: 36201VZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3643 | PA      | $3794.82        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1037927.51     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19600000 | PA      | $18241490.27    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $9709186.20     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8120                      | CUSIP: 3132DWAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80426162 | PA      | $62087621.51    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $7961535.75     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6137                      | CUSIP: 3138WFZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4881597 | PA      | $4552445.09     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3575000 | PA      | $2698289.17     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    23300000 | PA      | $23324408.26    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1628                      | CUSIP: 3140JHY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3465883 | PA      | $3382427.46     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp            | TRITON CONTAINER               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     6300000 | PA      | $5667661.07     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    26895000 | PA      | $27066627.47    | 0.01%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     9753000 | PA      | $9542333.07     | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    34825000 | PA      | $21873767.93    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91840                      | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3721610 | PA      | $3568479.35     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    26333000 | PA      | $19877789.53    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5915102.35     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CNTY                        | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3395000 | PA      | $3988028.42     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    11332000 | PA      | $11308724.42    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-5                                       | EART 2024-5A B                 | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      453635 | PA      | $454141.98      | 0.00%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18592                      | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      969376 | PA      | $948879.91      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4720                      | CUSIP: 3140X8G68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8651142 | PA      | $7722219.60     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3683515.39     | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $5510697.46     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1862                      | CUSIP: 31326GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160757 | PA      | $167210.40      | 0.00%             | 2043-11-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00574                      | CUSIP: 31292GT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1420 | PA      | $1490.93        | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     8700000 | PA      | $8734282.90     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     4962000 | PA      | $4917336.24     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     7999000 | PA      | $5230151.72     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     3729000 | PA      | $3278643.77     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $8546669.14     | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     5545000 | PA      | $3955487.79     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $9446278.84     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5214000 | PA      | $4123063.43     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08146                      | CUSIP: 3128MJEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4987 | PA      | $5214.24        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7826                      | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45222928 | PA      | $37286326.46    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5085                      | CUSIP: 3138EMUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      592914 | PA      | $589269.64      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1372                      | CUSIP: 3140XGQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8116668 | PA      | $7138603.67     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    11193000 | PA      | $11767979.39    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K079 A2                   | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23650000 | PA      | $23529817.80    | 0.01%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255467                      | CUSIP: 31371LW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2005 | PA      | $2106.13        | 0.00%             | 2034-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9612                      | CUSIP: 3138MDVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3638270 | PA      | $3343044.66     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20300000 | PA      | $15578238.07    | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $9662418.84     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     5832000 | PA      | $5893456.48     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    14382000 | PA      | $14551938.32    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710716                      | CUSIP: 36297FSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134220 | PA      | $136502.19      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5348161.77     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4696                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2392622 | PA      | $2377575.27     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    14200000 | PA      | $12489943.32    | 0.00%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25170000 | PA      | $25521535.04    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18652                      | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1064437 | PA      | $1037341.74     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9129106.65     | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                      | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3468613 | PA      | $3094000.51     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08544                      | CUSIP: 3128MJTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1835277 | PA      | $1682332.93     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7215                      | CUSIP: 3138Y9AR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34053 | PA      | $33488.94       | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2703                      | CUSIP: 3138WCAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      877757 | PA      | $846232.65      | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01288                      | CUSIP: 31292HND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6279 | PA      | $6588.87        | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8220                      | CUSIP: 3132D6DZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6146678 | PA      | $6295984.08     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9250000 | PA      | $8718822.64     | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     5780000 | PA      | $5766067.81     | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    23000000 | PA      | $23759783.35    | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18688                      | CUSIP: 3128MMXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6735638 | PA      | $6550422.29     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1575                      | CUSIP: 3140XGXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10279987 | PA      | $9549546.80     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4944                      | CUSIP: 3140X8P68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2653008 | PA      | $2546857.81     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3513                      | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29744575 | PA      | $25424847.34    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    14625000 | PA      | $8995841.31     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91843                      | CUSIP: 3128P8BL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1964222 | PA      | $1881937.66     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    20965000 | PA      | $20384051.30    | 0.01%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    51150000 | PA      | $50476104.39    | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 A3              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3415000 | PA      | $3234629.95     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4212                      | CUSIP: 3132E0VD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4714811 | PA      | $4981450.48     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     3910000 | PA      | $3187951.67     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     5031000 | PA      | $4595154.82     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    19875000 | PA      | $12712988.14    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01649                      | CUSIP: 31292HZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      201889 | PA      | $207357.16      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5210                      | CUSIP: 3132DSYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31884557 | PA      | $31781040.52    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8374                      | CUSIP: 3132DWJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26746727 | PA      | $27684711.14    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    23055000 | PA      | $19424251.97    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     9464000 | PA      | $9558884.78     | 0.00%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2022-GC48                                    | CGCMT 2022-GC48 A5             | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5600000 | PA      | $5539040.08     | 0.00%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     9998000 | PA      | $9972220.31     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY0191                      | CUSIP: 3140NGF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1655021 | PA      | $1637467.58     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                    | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |      962000 | PA      | $986695.77      | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3073                      | CUSIP: 3132DQMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10812449 | PA      | $10953543.92    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $11845374.78    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2872681.88     | 0.00%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4786                      | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8609034 | PA      | $8407116.86     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 B               | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      405160 | PA      | $401610.99      | 0.00%             | 2047-02-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2671                      | CUSIP: 3138YT6H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      488373 | PA      | $456909.68      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36726221 | PA      | $31699668.24    | 0.01%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $8426327.79     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    16450000 | PA      | $16457322.15    | 0.00%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    73830000 | PA      | $72467739.78    | 0.02%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91093                      | CUSIP: 3128P7GA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4436 | PA      | $4479.24        | 0.00%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4069                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4046586 | PA      | $3799239.66     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    43600000 | PA      | $41648800.00    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    16023000 | PA      | $14826071.24    | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    22883000 | PA      | $21809584.22    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8226                      | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56279398 | PA      | $51664931.97    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    17848000 | PA      | $17340363.54    | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5327446.19     | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3945                      | CUSIP: 31418DL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      276265 | PA      | $269439.82      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3435000 | PA      | $3474528.09     | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    27365000 | PA      | $26976132.64    | 0.01%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M1 A2                 | CUSIP: 3136B3XY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9553018 | PA      | $9433709.56     | 0.00%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7515                      | CUSIP: 3132DVK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15937045 | PA      | $14360262.84    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                            | ANTERO RESOURCES               | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11224920.31    | 0.00%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5393085.27     | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35033000 | PA      | $23623355.16    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1767                      | CUSIP: 3132DN6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5496686 | PA      | $5347153.89     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254982                      | CUSIP: 31371LFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204780 | PA      | $207358.34      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   303670000 | PA      | $304951107.81   | 0.08%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC               | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     4304000 | PA      | $4819505.36     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1066941.18     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11198852.74    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     6340000 | PA      | $5906952.29     | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0094                      | CUSIP: 3142J6C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    87900194 | PA      | $86680877.23    | 0.02%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   175656000 | PA      | $173858269.75   | 0.05%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3535                      | CUSIP: 3140XJ4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3191206 | PA      | $2608897.71     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4433349.81     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37876                      | CUSIP: 31297TXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53145 | PA      | $53978.82       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1588950 | PA      | $1556522.58     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $12159056.13    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5112                      | CUSIP: 3140XLVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26434833 | PA      | $26860333.03    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    26030000 | PA      | $16101920.07    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5566                      | CUSIP: 3140XMFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8055463 | PA      | $8031827.47     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5574726.43     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    15512000 | PA      | $14398792.24    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19785000 | PA      | $16751963.08    | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887675                      | CUSIP: 31410FFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24217 | PA      | $25259.33       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4677                      | CUSIP: 3138WEFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14867 | PA      | $14591.46       | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86673                      | CUSIP: 312933MW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10732 | PA      | $10706.61       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3655000 | PA      | $3605914.21     | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    16140000 | PA      | $14496780.08    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8292                      | CUSIP: 3138AAGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         442 | PA      | $440.56         | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10802069.76    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76342000 | PA      | $78814168.48    | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    13439000 | PA      | $13906451.66    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    12672000 | PA      | $12901520.20    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3554430.97     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4509                      | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1754581 | PA      | $1587149.22     | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00524                      | CUSIP: 31292GSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         629 | PA      | $637.33         | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M4 A2                 | CUSIP: 3136BDZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47775000 | PA      | $42151567.19    | 0.01%             | 2031-02-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 447860                      | CUSIP: 31380RQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         330 | PA      | $336.21         | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC2085                      | CUSIP: 3133ALJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5912761 | PA      | $5059609.02     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     4460000 | PA      | $5317985.28     | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1313850500 | PA      | $1281620104.92  | 0.35%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8485                      | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42417 | PA      | $36488.88       | 0.00%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    23261000 | PA      | $23748346.84    | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2671                      | CUSIP: 31418B6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1417403 | PA      | $1319790.74     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16664000 | PA      | $16255376.83    | 0.00%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    23738000 | PA      | $18900498.18    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41897                      | CUSIP: 3128K2DA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8437 | PA      | $8708.13        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3440                      | CUSIP: 3140X6ZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1021157 | PA      | $948940.38      | 0.00%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4394                      | CUSIP: 3140XK3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13134935 | PA      | $12581483.66    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0542                      | CUSIP: 3132ACS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5026152 | PA      | $4819083.20     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7138670 | PA      | $6758387.21     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | TIME WARNER ENT                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2964000 | PA      | $3358612.39     | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2180                      | CUSIP: 3132DPM54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6173167 | PA      | $6359628.27     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08744                      | CUSIP: 3128MJZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334199 | PA      | $328744.59      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5               | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5975000 | PA      | $5881914.88     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2023-A1 A                | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    17325000 | PA      | $17331621.62    | 0.00%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1011697 | PA      | $977779.58      | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17450112.53    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    18248000 | PA      | $14273315.49    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 AS               | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $578115.90      | 0.00%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885655                      | CUSIP: 31410C5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77288 | PA      | $80767.80       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    18100000 | PA      | $17841618.98    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13960875.55    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7117                      | CUSIP: 3138EP4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1726627 | PA      | $1669496.25     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3436405.83     | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5147748.10     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5688179.25     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10161143.72    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6415989.21     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7075                      | CUSIP: 3138EP2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      605004 | PA      | $593464.93      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $3924546.96     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     4000000 | PA      | $3996641.32     | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4318165.40     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1789000 | PA      | $1732015.79     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2050                      | CUSIP: 3140X5H48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17084180 | PA      | $15223059.81    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2807441.68     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1084                      | CUSIP: 3140JHF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      468181 | PA      | $456772.55      | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    10530000 | PA      | $10570718.50    | 0.00%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     7628000 | PA      | $6994808.87     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2907                      | CUSIP: 31418CGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4404778 | PA      | $4213672.95     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     1903000 | PA      | $1969653.88     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $4005625.52     | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10387939.31    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    28567000 | PA      | $27095315.81    | 0.01%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2911                      | CUSIP: 31418CGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1605838 | PA      | $1489324.31     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    56750000 | PA      | $48014385.17    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   173350000 | PA      | $167391093.75   | 0.05%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $13531196.81    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4290                      | CUSIP: 3138X3XU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2461167 | PA      | $2384513.19     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67702                      | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16657463 | PA      | $16047749.56    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817795                      | CUSIP: 31406RRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6585 | PA      | $6884.21        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3670                      | CUSIP: 31418DCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1155027 | PA      | $1033531.78     | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4333                      | CUSIP: 31416MY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23905 | PA      | $23927.63       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3521                      | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5098260 | PA      | $4854762.61     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0732                      | CUSIP: 3140Y6Y61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44214547 | PA      | $46154553.29    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     6734000 | PA      | $5130841.92     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    13350000 | PA      | $10078014.66    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2302                      | CUSIP: 36179QRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4992644 | PA      | $4568822.61     | 0.00%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2501                      | CUSIP: 3138Y3X71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1094301 | PA      | $1053813.54     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     5248000 | PA      | $4400943.99     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2053762.67     | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $9062624.30     | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    30285000 | PA      | $30149502.01    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     5693000 | PA      | $4789129.98     | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14803000 | PA      | $12887796.69    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    70020000 | PA      | $42242577.98    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     4570000 | PA      | $4421483.84     | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class AA Pass Through Trust                             | AM AIRLN 16-1 AA               | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1726831 | PA      | $1702649.55     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9365                      | CUSIP: 36179YMN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11318952 | PA      | $11799092.86    | 0.00%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    49515000 | PA      | $50142496.81    | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01317                      | CUSIP: 31283HPA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5878 | PA      | $6171.38        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251821                      | CUSIP: 31371GVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         853 | PA      | $868.99         | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890329                      | CUSIP: 31410LEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          31 | PA      | $30.58          | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7054323.71     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7790                      | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4772879 | PA      | $4755891.51     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4088405.50     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    39180000 | PA      | $36106428.61    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4442                      | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5171578 | PA      | $4758979.44     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23848000 | PA      | $22967294.02    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                   | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3554514.95     | 0.00%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19679000 | PA      | $15767778.17    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3121                      | CUSIP: 3140XJPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7823658 | PA      | $7610821.96     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    21325000 | PA      | $15242801.39    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4533088.78     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7328                      | CUSIP: 31419JEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1356592 | PA      | $1321448.18     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42152                      | CUSIP: 3128K2L98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5776 | PA      | $5966.83        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    70000000 | PA      | $66670886.79    | 0.02%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4318760.38     | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    56320000 | PA      | $58458353.58    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     5657000 | PA      | $5709389.48     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13253000 | PA      | $13649821.33    | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4106                      | CUSIP: 31418DR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5038064 | PA      | $4559744.67     | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1979587 | PA      | $2001302.09     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-D Owner Trust                                       | TAOT 2025-D A4                 | CUSIP: 89231GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5400000 | PA      | $5351746.14     | 0.00%             | 2031-02-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 A3                | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1345112.99     | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    35725000 | PA      | $36362736.26    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726414                      | CUSIP: 3620ADAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      249316 | PA      | $247993.59      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $14164593.13    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    30140000 | PA      | $30400367.12    | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02381                      | CUSIP: 3128LXUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55565 | PA      | $58082.89       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4485181.88     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                        | DELMARVA PR & LT               | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $4406306.03     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9966645.54     | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | VIPER ENERGY PAR               | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $14823311.99    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7973715.96     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0788                      | CUSIP: 3132DM2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5745190 | PA      | $4721983.39     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $12145113.59    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7890                      | CUSIP: 3138WHXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1818300 | PA      | $1637832.30     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $9640080.84     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3805                      | CUSIP: 3140XKGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9701957 | PA      | $9984242.86     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   283107000 | PA      | $286369366.53   | 0.08%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    11930000 | PA      | $11072312.11    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5770893 | PA      | $5511275.29     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    16957000 | PA      | $17274599.63    | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254379                      | CUSIP: 31371KQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6118 | PA      | $6423.51        | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3980001.75     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    42150000 | PA      | $42063889.45    | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0953                      | CUSIP: 3138A2BX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      783556 | PA      | $779921.17      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    19510000 | PA      | $19256545.59    | 0.01%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19695315.23    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20464948.78    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1 Mortgage Trust                                                       | DBJPM 2016-C1 A4               | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      392012 | PA      | $391407.17      | 0.00%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26399000 | PA      | $23500776.76    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7787                      | CUSIP: 3140XBUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2879373 | PA      | $2771832.20     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     9685000 | PA      | $5649086.81     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848976                      | CUSIP: 31300L6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38235 | PA      | $40036.47       | 0.00%             | 2042-02-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0649                      | CUSIP: 3140QKWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71463 | PA      | $68559.38       | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    16100000 | PA      | $9566774.50     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22385323 | PA      | $19230604.03    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                        | CH ROBINSON                    | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4144482.38     | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    11364000 | PA      | $8135643.29     | 0.00%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4999                      | CUSIP: 3138WERV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      487857 | PA      | $455367.46      | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC2040                      | CUSIP: 3617B5HR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9031 | PA      | $8857.96        | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     8820000 | PA      | $8789362.56     | 0.00%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    26048000 | PA      | $25798566.92    | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    20156000 | PA      | $19881154.33    | 0.01%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7829361.32     | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4486                      | CUSIP: 3133KK6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34776811 | PA      | $28289704.39    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    99253088 | PA      | $85472323.05    | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A C                 | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      408093 | PA      | $409750.59      | 0.00%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0462                      | CUSIP: 3140Q7QQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      558473 | PA      | $519314.95      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38072                      | CUSIP: 31297T6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7305 | PA      | $7420.99        | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    13015000 | PA      | $13746127.98    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2566                      | CUSIP: 3138Y3Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2167672 | PA      | $2034892.95     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 AS              | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5225000 | PA      | $5059691.45     | 0.00%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    20950000 | PA      | $21179973.34    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1436000 | PA      | $1542915.94     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    10435000 | PA      | $9960467.49     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5699                      | CUSIP: 31418FKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11892498 | PA      | $11731245.95    | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6494235 | PA      | $6191929.42     | 0.00%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    21966000 | PA      | $17777970.72    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4730000 | PA      | $4773157.35     | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1894620.45     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8221                      | CUSIP: 3132DWD26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52082423 | PA      | $47812075.96    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     4500000 | PA      | $4556954.23     | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9788                      | CUSIP: 3140XD2W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90904 | PA      | $80063.72       | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10307437.06    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2026-1                        | GMCAR 2026-1 A3                | CUSIP: 362970AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5629000 | PA      | $5588502.16     | 0.00%             | 2031-05-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38074                      | CUSIP: 31297T6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10689 | PA      | $10856.92       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745418                      | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5688362 | PA      | $5859427.75     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954784                      | CUSIP: 31413TFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1630 | PA      | $1746.24        | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6050882.55     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481427                      | CUSIP: 31382FYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3691 | PA      | $3760.48        | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7960                      | CUSIP: 3138WHZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74392 | PA      | $73089.28       | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 AS               | CUSIP: 08162CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175000 | PA      | $2119249.31     | 0.00%             | 2051-10-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05531                      | CUSIP: 3128M7PQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19501 | PA      | $20436.01       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    10205000 | PA      | $10118866.62    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    85703000 | PA      | $86748661.01    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3365247.16     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     6835000 | PA      | $6741138.83     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03520                      | CUSIP: 31292K4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1686810 | PA      | $1647295.78     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932848                      | CUSIP: 31412RL54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      701603 | PA      | $683909.87      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753172                      | CUSIP: 31403MW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      234326 | PA      | $237388.27      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 AS               | CUSIP: 95002MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3775000 | PA      | $3508653.74     | 0.00%             | 2052-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    22150000 | PA      | $22733037.67    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    27150000 | PA      | $26706042.34    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 AS               | CUSIP: 61690YBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2951000 | PA      | $2835622.69     | 0.00%             | 2049-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09015                      | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4197162 | PA      | $3862360.15     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6011000 | PA      | $5728164.65     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814902                      | CUSIP: 31406NKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4354 | PA      | $4613.00        | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1998                      | CUSIP: 36179QGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      631716 | PA      | $638648.70      | 0.00%             | 2044-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7549                      | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47983832 | PA      | $39363037.66    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8151                      | CUSIP: 3140XQBV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12637184 | PA      | $13066282.19    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2970                      | CUSIP: 3138LTJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      888905 | PA      | $819230.48      | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     3038000 | PA      | $2381709.86     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786545                      | CUSIP: 3622ACES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13664783 | PA      | $13625518.58    | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2555077.24     | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1001                      | CUSIP: 3142GRDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11869141 | PA      | $11960043.23    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 B               | CUSIP: 36250HAK9<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |      962269 | PA      | $922565.86      | 0.00%             | 2047-11-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6282982.43     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    19889000 | PA      | $19988862.92    | 0.01%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8493595.45     | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1087583000 | PA      | $947854077.45   | 0.26%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    18297000 | PA      | $18274136.63    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03417                      | CUSIP: 3128M5DW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27932 | PA      | $29270.90       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    13040000 | PA      | $13112614.85    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     6181000 | PA      | $6103111.57     | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00051                      | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21983 | PA      | $22354.91       | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5115                      | CUSIP: 3140J9VH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1028511 | PA      | $1008888.37     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     8205000 | PA      | $7214509.18     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787145                      | CUSIP: 3622ACZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24571537 | PA      | $25956226.21    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12122000 | PA      | $12162854.27    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0091                      | CUSIP: 36179MC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      418050 | PA      | $422615.27      | 0.00%             | 2042-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3905                      | CUSIP: 31417AKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18805 | PA      | $18738.90       | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K133 A2                   | CUSIP: 3137H4BP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10200000 | PA      | $9111180.60     | 0.00%             | 2031-09-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    20619000 | PA      | $20394028.73    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2704154.53     | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8090000 | PA      | $8168173.10     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10004814.62    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    61440000 | PA      | $63038137.60    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    29625000 | PA      | $26573630.20    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4026                      | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6118532 | PA      | $5822481.93     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     6000000 | PA      | $5329890.74     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    11645000 | PA      | $9436236.91     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $13995728.56    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17534000 | PA      | $17347080.65    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30698                      | CUSIP: 3128CUX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50294 | PA      | $50721.73       | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5088874.57     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJH2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     6795000 | PA      | $6612153.77     | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9704                      | CUSIP: 3140XDYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1949756 | PA      | $1590931.79     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EQ8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     4979000 | PA      | $4943611.22     | 0.00%             | 2029-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    13251000 | PA      | $12985597.46    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0701                      | CUSIP: 3140Y6X70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36831888 | PA      | $37516821.55    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6495000 | PA      | $5416792.62     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    16675000 | PA      | $16653589.26    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18473                      | CUSIP: 3128MMQ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499255 | PA      | $494337.53      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3503                      | CUSIP: 3140W33M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30706274 | PA      | $30443456.21    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   109345000 | PA      | $71623184.03    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1064                      | CUSIP: 36179NFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      419993 | PA      | $414009.92      | 0.00%             | 2028-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    21050000 | PA      | $21159051.33    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9934063.01     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943666                      | CUSIP: 31413EZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2035 | PA      | $2194.77        | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     3640000 | PA      | $3606138.60     | 0.00%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6474                      | CUSIP: 3140XNFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15793657 | PA      | $12719257.10    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $3497577.69     | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    16280000 | PA      | $17104393.89    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3663                        | CUSIP: 36202EB81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73589 | PA      | $73350.59       | 0.00%             | 2035-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1961044.91     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    77089000 | PA      | $77447889.91    | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Sekisui House US Inc                                                             | SEKISUI HOUSE US               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6751701.19     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     5330000 | PA      | $5072954.32     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2680966 | PA      | $2664418.51     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    23361000 | PA      | $14623590.37    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                   | CARMX 2026-1 A4                | CUSIP: 14320XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6760000 | PA      | $6735821.51     | 0.00%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4902                      | CUSIP: 36179TNT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1646545 | PA      | $1623101.60     | 0.00%             | 2047-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    15464000 | PA      | $14377257.94    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5821616.28     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                | BMARK 2021-B31 A5              | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3950000 | PA      | $3519765.21     | 0.00%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3916                      | CUSIP: 3140QPK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9077954 | PA      | $8799791.04     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10955000 | PA      | $10180755.02    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2248632.62     | 0.00%             | 2054-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4786                      | CUSIP: 3140E9J80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      237078 | PA      | $231955.22      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1429                      | CUSIP: 3132DNSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22340208 | PA      | $21224352.52    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0623                      | CUSIP: 3618N5VR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    66781454 | PA      | $67233857.86    | 0.02%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0959                      | CUSIP: 3128S5B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2823 | PA      | $2894.90        | 0.00%             | 2037-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E-1-TXBL              | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     8589000 | PA      | $8434072.48     | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4613000 | PA      | $4621819.99     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 AS              | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775000 | PA      | $654227.64      | 0.00%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6881                      | CUSIP: 3138WGUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      995502 | PA      | $926444.50      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     3445000 | PA      | $3757736.40     | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    60356000 | PA      | $59071399.81    | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7474067.17     | 0.00%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    10763000 | PA      | $6839235.21     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4511                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2550866 | PA      | $2440095.23     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4214                      | CUSIP: 3133KKVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11844408 | PA      | $9642409.46     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     7145000 | PA      | $8254162.08     | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A3                 | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      706605 | PA      | $708631.07      | 0.00%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1517 A2                 | CUSIP: 3137FWHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18200000 | PA      | $14434165.20    | 0.00%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6762                      | CUSIP: 3140QSQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13540621 | PA      | $13876626.04    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1785                      | CUSIP: 3140XG6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6331995 | PA      | $5688833.65     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3572                      | CUSIP: 3140XJ6J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15605867 | PA      | $13412619.61    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2183357.52     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    21280000 | PA      | $20060380.19    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4003580.95     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96707                      | CUSIP: 312945NY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1516669 | PA      | $1480477.46     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    18144000 | PA      | $12120296.38    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7548                      | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67432076 | PA      | $57891961.26    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     6070000 | PA      | $5332060.04     | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723337                      | CUSIP: 3620A9S28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      445124 | PA      | $442811.16      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08698                      | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6894173 | PA      | $6428567.68     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    12985000 | PA      | $11116221.56    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08635                      | CUSIP: 3128MJV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1783482 | PA      | $1621094.25     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    23900000 | PA      | $14820390.82    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    13958000 | PA      | $12797187.72    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9846                      | CUSIP: 3140XD5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10940927 | PA      | $9204985.57     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     4786000 | PA      | $4759514.06     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18692                      | CUSIP: 3128MMXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2453232 | PA      | $2399112.52     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5794495.44     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    24600000 | PA      | $24771327.76    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     5093000 | PA      | $4422488.14     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    15351000 | PA      | $13434157.88    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5328                      | CUSIP: 3133KY4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6096621 | PA      | $6092069.72     | 0.00%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      482388 | PA      | $473195.32      | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4900000 | PA      | $4835553.24     | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J36173                      | CUSIP: 31307S2E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      290537 | PA      | $280283.71      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3903                      | CUSIP: 3138WDKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1560208 | PA      | $1501603.46     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190347                      | CUSIP: 31368HL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      390147 | PA      | $395062.65      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0752                      | CUSIP: 3138W9ZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1160638 | PA      | $1136107.05     | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3231457 | PA      | $3210778.65     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $783035.96      | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16950000 | PA      | $11138133.82    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $17243531.48    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2956                      | CUSIP: 3133BQH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2767782 | PA      | $2684702.60     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    18950000 | PA      | $18579102.23    | 0.01%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2549                      | CUSIP: 3140X5ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1771056 | PA      | $1721412.85     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1519                      | CUSIP: 3142GRVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45211191 | PA      | $46788731.13    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0306                      | CUSIP: 3618N5KU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40795009 | PA      | $39369598.95    | 0.01%             | 2055-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    83456000 | PA      | $85298287.25    | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7510                      | CUSIP: 3132DVKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14217783 | PA      | $12771113.75    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6834                      | CUSIP: 31417TSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6976 | PA      | $6945.44        | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    11430000 | PA      | $11579134.52    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     6237000 | PA      | $5175687.49     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 C               | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2350883.08     | 0.00%             | 2050-11-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4415                      | CUSIP: 31418D3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17368083 | PA      | $15362057.24    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14403041.54    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 A5                 | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4554609.88     | 0.00%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                               | UNTD AIR 24-1 AA               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11276945 | PA      | $11490629.87    | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1852482.14     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5066                      | CUSIP: 3133KYTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      575382 | PA      | $520390.12      | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     8828000 | PA      | $8871686.36     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2093                      | CUSIP: 3133USKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12837510 | PA      | $12296591.53    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1123                      | CUSIP: 3140H2G93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2316512 | PA      | $2210216.92     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    18755000 | PA      | $18949848.49    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8791                      | CUSIP: 3133KQXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15770245 | PA      | $15635265.89    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    15011000 | PA      | $15436371.20    | 0.00%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13595                      | CUSIP: 31296M7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25588 | PA      | $25931.94       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5084                      | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14563359 | PA      | $14511526.69    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | ING US INC                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4341586.57     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     7539000 | PA      | $4763183.09     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     8780000 | PA      | $8261517.46     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5806                      | CUSIP: 3140X9NY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13371634 | PA      | $12131032.46    | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5961968.57     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3043                      | CUSIP: 31418CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141806 | PA      | $134777.74      | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3774                      | CUSIP: 31418DFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14446753 | PA      | $12872949.42    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A3                | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590350 | PA      | $591825.98      | 0.00%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0468                      | CUSIP: 3128LLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25164 | PA      | $26237.24       | 0.00%             | 2042-05-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1300195.73     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     3936000 | PA      | $3768261.87     | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     4315000 | PA      | $3564228.89     | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8290000 | PA      | $8609833.48     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8163                      | CUSIP: 3140XQB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21426409 | PA      | $22220904.41    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    26493000 | PA      | $26948335.76    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255028                      | CUSIP: 31371LHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100988 | PA      | $103695.50      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1165678.85     | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4599                      | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    97900009 | PA      | $86263604.29    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3705270.48     | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0303                      | CUSIP: 3138W9KR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2092205 | PA      | $1915327.52     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45575000 | PA      | $47159443.13    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1858458.78     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CORP                  | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    19762000 | PA      | $19470268.42    | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4803                      | CUSIP: 31418EKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1374900 | PA      | $1261739.06     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0305                      | CUSIP: 3618N5KT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20217817 | PA      | $18924446.40    | 0.01%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4243532.63     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6610                      | CUSIP: 3140XNKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13640906 | PA      | $14127805.41    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1072854.95     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     7225000 | PA      | $7172340.28     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09025                      | CUSIP: 31294UA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257092 | PA      | $253991.76      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10003000 | PA      | $10565855.47    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    14909000 | PA      | $15715371.54    | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3772                      | CUSIP: 3140QPFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11113914 | PA      | $10510169.09    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5022                      | CUSIP: 3133KYSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4148412 | PA      | $3903912.16     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    22635000 | PA      | $22966645.22    | 0.01%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0864                      | CUSIP: 3132DM5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8273225 | PA      | $7615568.55     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2605                      | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6794285 | PA      | $6865960.34     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709033                      | CUSIP: 31401HV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6939 | PA      | $7112.85        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $8227291.09     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $1881568.35     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4369                      | CUSIP: 31419E2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      132738 | PA      | $129679.27      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    20763000 | PA      | $16735694.51    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7832                      | CUSIP: 3128UGCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93638 | PA      | $97916.55       | 0.00%             | 2040-11-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1077                      | CUSIP: 3140X4FT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      577497 | PA      | $569377.65      | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3528754.01     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2600                      | CUSIP: 3140XH3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12255521 | PA      | $10893617.66    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40534                      | CUSIP: 3128K0SX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22548 | PA      | $23276.83       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4337232.23     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13096627.25    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $1490258.26     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1853                      | CUSIP: 31419CBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      674136 | PA      | $657371.76      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    11275000 | PA      | $11617600.63    | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2045000 | PA      | $1259325.51     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A3                  | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       15995 | PA      | $15988.13       | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1052                      | CUSIP: 3138EHE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295174 | PA      | $299760.05      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    29545000 | PA      | $27144414.15    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1125340700 | PA      | $1124461527.58  | 0.31%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15383                      | CUSIP: 3128PU6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3507 | PA      | $3502.08        | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     6395000 | PA      | $5242222.52     | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6735                      | CUSIP: 3138X6PV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2795267 | PA      | $2559732.93     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI               | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3485962.30     | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50950                      | CUSIP: 3128KDBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4587 | PA      | $4798.68        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3869                      | CUSIP: 3140X7JP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11486247 | PA      | $11058974.01    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $2017373.64     | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   415845000 | PA      | $410825621.94   | 0.11%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5249                      | CUSIP: 31418EZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18432308 | PA      | $19352981.86    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    15100000 | PA      | $14976369.68    | 0.00%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 A5                 | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10675000 | PA      | $10852798.53    | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0081                      | CUSIP: 3138EGCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1157291 | PA      | $1175029.27     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD7148                      | CUSIP: 3140FE5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      759000 | PA      | $706255.93      | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                      | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11508888 | PA      | $11246150.05    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1523                      | CUSIP: 3133AXVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      742363 | PA      | $628519.84      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3563                      | CUSIP: 31418C5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14165695 | PA      | $13489129.93    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      695000 | PA      | $698910.15      | 0.00%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4304                      | CUSIP: 3140W4YA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16552724 | PA      | $16653890.54    | 0.00%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    64125000 | PA      | $65110863.84    | 0.02%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    34523000 | PA      | $33490776.77    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6273889.32     | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5187                      | CUSIP: 3140XLXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12213718 | PA      | $11300075.35    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $15724006.46    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    29150000 | PA      | $28618776.54    | 0.01%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01391                      | CUSIP: 31283HRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49363 | PA      | $51824.24       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 761915                      | CUSIP: 31403YN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2152 | PA      | $2212.83        | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7100577.22     | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2026-1                        | GMCAR 2026-1 B                 | CUSIP: 362970AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2306000 | PA      | $2284163.56     | 0.00%             | 2032-06-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9224                      | CUSIP: 3140E2HA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      470738 | PA      | $438719.90      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2773                      | CUSIP: 31418CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7624589 | PA      | $7263368.98     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    18570000 | PA      | $16496892.91    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    49388262 | PA      | $44088876.44    | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595412                      | CUSIP: 36200AN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7308 | PA      | $7638.51        | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2479                      | CUSIP: 3140H3XH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1317451 | PA      | $1224663.47     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07277                      | CUSIP: 3128M9M25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      605558 | PA      | $615753.53      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K066 A2                   | CUSIP: 3137F2LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9785740 | PA      | $9687014.23     | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    65350000 | PA      | $61343094.16    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2025-B                                           | CMXS 2025-B A3                 | CUSIP: 14320BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2140000 | PA      | $2132864.81     | 0.00%             | 2030-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4646                      | CUSIP: 3132A5ET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3481147 | PA      | $3150094.20     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4115368.45     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     5875000 | PA      | $5852693.97     | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3750000 | PA      | $3866614.75     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    73227000 | PA      | $70750258.79    | 0.02%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    39275000 | PA      | $36922363.25    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67716                      | CUSIP: 3132XCSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10057021 | PA      | $9896033.09     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |     7600000 | PA      | $5778788.28     | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    27780000 | PA      | $25243723.11    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2953                      | CUSIP: 3138YUH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      727964 | PA      | $713942.29      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    28232000 | PA      | $30058242.11    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI9896                      | CUSIP: 36198W7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         278 | PA      | $259.74         | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893452                      | CUSIP: 31410PTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10697 | PA      | $11165.15       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 A4               | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7350000 | PA      | $7289852.75     | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9105                      | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    88850850 | PA      | $88428950.42    | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6997                      | CUSIP: 3140XAX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20927226 | PA      | $17226290.20    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23195000 | PA      | $18437385.49    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    60450000 | PA      | $60542179.82    | 0.02%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8483                      | CUSIP: 3138WJM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62368664 | PA      | $56178530.87    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4323                      | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1976570 | PA      | $1950898.47     | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $7960411.97     | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981750                      | CUSIP: 31415BEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31405 | PA      | $32914.61       | 0.00%             | 2038-07-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794305                      | CUSIP: 31405NNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10250 | PA      | $10525.05       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7523523.78     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3437                      | CUSIP: 3132DQZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7194582 | PA      | $7557618.09     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53534                      | CUSIP: 3132XV4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      511991 | PA      | $460615.51      | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7046000 | PA      | $8711325.07     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8064648.42     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      890000 | PA      | $841925.89      | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     6889000 | PA      | $6846193.02     | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    20650000 | PA      | $18256800.03    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO3185                      | CUSIP: 3140JXRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8644753 | PA      | $7375790.76     | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    11293000 | PA      | $11311500.22    | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $3174375.48     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    22530000 | PA      | $22326467.31    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9862                      | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6472346 | PA      | $6798938.41     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0147                      | CUSIP: 31417YEV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21764 | PA      | $21278.24       | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    11235000 | PA      | $10997699.97    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    12510000 | PA      | $12567016.79    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1554757.97     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     9520000 | PA      | $9409107.24     | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809276                      | CUSIP: 31406GCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30905 | PA      | $31823.80       | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930071                      | CUSIP: 31412NJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72395 | PA      | $75794.03       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      924000 | PA      | $922610.61      | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A3                  | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      187075 | PA      | $187019.30      | 0.00%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31354000 | PA      | $28082514.01    | 0.01%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 AS               | CUSIP: 05492JAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6638000 | PA      | $6246564.44     | 0.00%             | 2052-11-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2841                      | CUSIP: 3140QNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54000087 | PA      | $44062159.65    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3694                      | CUSIP: 31418DC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8771175 | PA      | $8557231.98     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3093376.60     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    62871000 | PA      | $60445124.60    | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    58621000 | PA      | $52765919.48    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8659000 | PA      | $8619477.45     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1115833.31     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     9304000 | PA      | $5741709.55     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     8005000 | PA      | $6677092.09     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4338                      | CUSIP: 3138ELZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      519684 | PA      | $502895.01      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4500688.83     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    84470000 | PA      | $82815133.66    | 0.02%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 A5              | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $11883835.50    | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $9953773.83     | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    17875000 | PA      | $17800459.18    | 0.00%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $6711401.20     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $5715826.73     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    32605000 | PA      | $31029940.43    | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     3636000 | PA      | $3617328.68     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $3316648.57     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   634686000 | PA      | $630223364.06   | 0.17%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    18157000 | PA      | $17633651.00    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54498                      | CUSIP: 3132XW7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1602245 | PA      | $1491221.84     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2384                      | CUSIP: 3132DPUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10840485 | PA      | $11301107.59    | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup COmmercial Mortgage Trust 2018-C6                                      | CGCMT 2018-C6 A4               | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1886544.96     | 0.00%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6811132 | PA      | $6528095.09     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    12302000 | PA      | $8542694.44     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18716                      | CUSIP: 3128MMYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2087348 | PA      | $2038690.65     | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K746 A2                   | CUSIP: 3137H4BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8325000 | PA      | $7919858.05     | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    20015000 | PA      | $13535062.21    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $21576941.25    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $2970909.00     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14251260.01    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18518                      | CUSIP: 3128MMSG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      792676 | PA      | $781663.09      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5203                        | CUSIP: 36202FX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5088213 | PA      | $4919799.06     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6320967.77     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A4                  | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      625000 | PA      | $629426.56      | 0.00%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0943                      | CUSIP: 3138A2BM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1230758 | PA      | $1202095.27     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    20128000 | PA      | $22601104.67    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15907861.24    | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A          | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3660000 | PA      | $2663282.81     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $12327526.42    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6500000 | PA      | $6691572.78     | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3961                      | CUSIP: 31418DMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5021132 | PA      | $4636113.18     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6014                      | CUSIP: 3138WFVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1250358 | PA      | $1201715.87     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02527                      | CUSIP: 3132GFYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      249210 | PA      | $248357.40      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     7903000 | PA      | $7855533.85     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2967312.57     | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     3127000 | PA      | $3010611.93     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                      | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40370922 | PA      | $41340134.84    | 0.01%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8817                      | CUSIP: 3140QGYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24121010 | PA      | $19621587.67    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571257                      | CUSIP: 36200STN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4355 | PA      | $4523.82        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    30889000 | PA      | $26983623.25    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      406264 | PA      | $404197.63      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5895973 | PA      | $5708537.35     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 135087Q56<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    32300000 | PA      | $32260358.88    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9490227 | PA      | $9022026.86     | 0.00%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21208                      | CUSIP: 31306YKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169448 | PA      | $167649.19      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP               | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    43440000 | PA      | $42949092.37    | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     4015000 | PA      | $4047829.67     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     8096000 | PA      | $5653035.49     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3505                      | CUSIP: 3140W33P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69951481 | PA      | $70858835.42    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6763                      | CUSIP: 3138WGQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3376459 | PA      | $3142845.80     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60344                      | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11486804 | PA      | $11100549.58    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3860                      | CUSIP: 3138WDJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1946734 | PA      | $1821275.73     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8074                      | CUSIP: 3140XB6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3553134 | PA      | $3174944.82     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1704                      | CUSIP: 3140H23N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3432085 | PA      | $3273528.36     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     6525000 | PA      | $6910277.76     | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11600000 | PA      | $8998034.36     | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01396                      | CUSIP: 3132GERR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109626 | PA      | $109194.73      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3237402.47     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M52 A2                | CUSIP: 3136BCB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9977657 | PA      | $8869134.91     | 0.00%             | 2030-10-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   763824000 | PA      | $726408554.93   | 0.20%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    26480000 | PA      | $26895375.75    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6560936.36     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $28451394.59    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    35803000 | PA      | $35524214.65    | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   439983800 | PA      | $439915052.53   | 0.12%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                | BMARK 2022-B33 A5              | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3099615.31     | 0.00%             | 2055-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    11934000 | PA      | $12066256.47    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    44050000 | PA      | $41905709.27    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      700000 | PA      | $672114.43      | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717097                      | CUSIP: 3620A2UW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103520 | PA      | $102982.46      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    80629000 | PA      | $82943177.29    | 0.02%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8001                      | CUSIP: 3132DV3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1415219 | PA      | $1309353.68     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    15729000 | PA      | $15230144.91    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $39834682.01    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5037785.05     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CORP                  | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     5605000 | PA      | $5581418.13     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $5949480.87     | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     9100000 | PA      | $8390859.19     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 A3                | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1488198 | PA      | $1490848.45     | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    23467000 | PA      | $23030050.52    | 0.01%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6926                      | CUSIP: 3133KNVT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9125329 | PA      | $8077050.12     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8460                      | CUSIP: 3140QGMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11053204 | PA      | $9416889.06     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0485                      | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    99780069 | PA      | $100370268.25   | 0.03%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K752 A2                   | CUSIP: 3137HAGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8640000 | PA      | $8647178.11     | 0.00%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     9162000 | PA      | $9267846.95     | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    12314000 | PA      | $12275318.77    | 0.00%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12550000 | PA      | $12845656.92    | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2608604.88     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12600000 | PA      | $9766346.94     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13845000 | PA      | $15600106.12    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    37750000 | PA      | $28434815.05    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    36702000 | PA      | $37465954.18    | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     2243000 | PA      | $2242693.27     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11619941 | PA      | $10909674.79    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2993                      | CUSIP: 3132DQKE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7192659 | PA      | $6170565.18     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    15500000 | PA      | $16073427.13    | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    18499000 | PA      | $17587464.03    | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2816                      | CUSIP: 3138EKDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109611 | PA      | $114683.94      | 0.00%             | 2042-10-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4883                        | CUSIP: 36202FM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1194539 | PA      | $1186535.57     | 0.00%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q60624                      | CUSIP: 3132VLVS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46394 | PA      | $45332.84       | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7492                      | CUSIP: 3140XPKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25679146 | PA      | $24860197.07    | 0.01%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86715                      | CUSIP: 312933N83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33390 | PA      | $33353.04       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    23825000 | PA      | $22190503.34    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5161                      | CUSIP: 3140QQWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12013198 | PA      | $12558376.09    | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5971                      | CUSIP: 3133KMT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22150938 | PA      | $19793232.09    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR3915                      | CUSIP: 3138W1K55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61445 | PA      | $56415.10       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    14458000 | PA      | $15787741.08    | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6336880.41     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     6552000 | PA      | $6305031.63     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13333780.46    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2717664.26     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1302464.09     | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17505000 | PA      | $14184294.22    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3007933.89     | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2400000 | PA      | $2056887.60     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    24445000 | PA      | $24852842.37    | 0.01%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1442                      | CUSIP: 3140EVS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3949914 | PA      | $3677895.00     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    13540000 | PA      | $13725289.97    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     6790000 | PA      | $6085961.90     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAH4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     7020000 | PA      | $7071282.01     | 0.00%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $7217317.13     | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6423                      | CUSIP: 3140QED58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5839139 | PA      | $5184786.57     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92241                      | CUSIP: 312940P29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      555362 | PA      | $564603.57      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     5281000 | PA      | $4699196.50     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05484                      | CUSIP: 3128M7M94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      615215 | PA      | $614371.81      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP               | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     8570000 | PA      | $8439483.95     | 0.00%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $9231234.82     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5810000 | PA      | $6129911.66     | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890818                      | CUSIP: 31410LVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6590156 | PA      | $6456184.11     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5335000 | PA      | $5569087.63     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    28200000 | PA      | $25383789.45    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4773                      | CUSIP: 3132A5JS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10849114 | PA      | $10601438.83    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   740111000 | PA      | $742799682.64   | 0.20%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $10196916.95    | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3858                      | CUSIP: 3132E0JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4478249 | PA      | $4665735.62     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569800                      | CUSIP: 36200Q7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2507 | PA      | $2617.12        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    12540000 | PA      | $10000768.76    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | AVANGRID INC                   | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3812984.70     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7187093.49     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46280                      | CUSIP: 3128K66R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5933 | PA      | $6026.33        | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $6719525.29     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    87659400 | PA      | $82695423.20    | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5261                      | CUSIP: 3140XLZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16620366 | PA      | $15925247.43    | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4272                      | CUSIP: 31417AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204760 | PA      | $203333.43      | 0.00%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884992                      | CUSIP: 31410CF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1848 | PA      | $1928.89        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    13405000 | PA      | $12792148.59    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   501961000 | PA      | $454235486.79   | 0.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    19540000 | PA      | $22835598.63    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                      | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8607353 | PA      | $7768712.82     | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1455193.53     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711966                      | CUSIP: 36297G6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      864264 | PA      | $860058.25      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    10000000 | PA      | $10105424.87    | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KN3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    81953000 | PA      | $81195025.73    | 0.02%             | 2031-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 AS              | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1862027.37     | 0.00%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5055                      | CUSIP: 3138XUTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1765154 | PA      | $1657401.21     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    62571202 | PA      | $53753167.38    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9395000 | PA      | $8875888.48     | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2656                      | CUSIP: 3140XH5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14299852 | PA      | $13888494.07    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $7637053.58     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1083                      | CUSIP: 31418AFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2708940 | PA      | $2630832.10     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10219906.99    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2379233.12     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08666                      | CUSIP: 3128MJW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7402870 | PA      | $6719560.10     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    45400000 | PA      | $45850628.51    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    58704000 | PA      | $56512435.35    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    21337000 | PA      | $12984870.11    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7235000 | PA      | $7532638.46     | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $1955401.75     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     7985000 | PA      | $8257419.65     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0810                      | CUSIP: 3618N53U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22841674 | PA      | $20938681.15    | 0.01%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD3490                      | CUSIP: 3133B02X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5925822 | PA      | $5120784.47     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14900884.00    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1138442 | PA      | $1150933.37     | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7521                      | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19552748 | PA      | $16859798.68    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5461                      | CUSIP: 3140QRB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5156908 | PA      | $5296721.20     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8349                      | CUSIP: 3132DWH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50144746 | PA      | $50591470.47    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07273                      | CUSIP: 3128M9MW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1495809 | PA      | $1491700.39     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7656962.22     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $10760859.45    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4905513.88     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8537952.57     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    21940000 | PA      | $15885435.63    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    42887000 | PA      | $42561915.23    | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT7826                      | CUSIP: 3140LWVU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139206 | PA      | $117140.93      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93784                      | CUSIP: 312942FZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      757474 | PA      | $755288.65      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3003209.56     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBSCM 2019-C17 A4              | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4910000 | PA      | $4635744.09     | 0.00%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 AS              | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9929000 | PA      | $9773473.14     | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7700000 | PA      | $4609389.20     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     6631000 | PA      | $6035764.77     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2901                      | CUSIP: 3140X6GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13406261 | PA      | $12868705.81    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   771565000 | PA      | $377132531.08   | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    15905000 | PA      | $15726695.12    | 0.00%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    39180000 | PA      | $38729955.86    | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8742000 | PA      | $7801734.81     | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1680                      | CUSIP: 3132AD2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2957147 | PA      | $2887789.84     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $889405.00      | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      866000 | PA      | $790409.79      | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2311                      | CUSIP: 3140FMR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5375767 | PA      | $4840538.54     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1022936.62     | 0.00%             | 2034-02-22      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     1543000 | PA      | $1543427.30     | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1159                      | CUSIP: 3140X4JD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12268726 | PA      | $12034649.93    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9605                      | CUSIP: 36179YU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27835294 | PA      | $28139116.41    | 0.01%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34557                      | CUSIP: 31297QB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31233 | PA      | $32176.45       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8429                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28816551 | PA      | $29317941.68    | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2188418.43     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   319540300 | PA      | $320601272.85   | 0.09%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3056514.23     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      775000 | PA      | $708208.75      | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2151532.68     | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q12454                      | CUSIP: 3132HNWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      715155 | PA      | $658103.97      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1979061.04     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15553                      | CUSIP: 3128PVE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1983 | PA      | $1979.78        | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6316723.39     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1659                      | CUSIP: 3138X0ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1910206 | PA      | $1881578.92     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16511                      | CUSIP: 31296RGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5509 | PA      | $5590.27        | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    17525000 | PA      | $17579366.68    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03510                      | CUSIP: 3132GJR76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      954193 | PA      | $930352.39      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    15404000 | PA      | $13322397.46    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    53179000 | PA      | $49548998.73    | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    14151000 | PA      | $9334200.54     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     8000000 | PA      | $8200647.55     | 0.00%             | 2028-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11926000 | PA      | $12412751.08    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10060087.09    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    19568000 | PA      | $17302898.48    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   117129066 | PA      | $96572973.69    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     9450000 | PA      | $9586050.87     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9171                      | CUSIP: 31417GFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777092 | PA      | $766552.35      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD               | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4520000 | PA      | $3314758.33     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08728                      | CUSIP: 3128MJY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1153298 | PA      | $1106759.38     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9209                      | CUSIP: 3140XDGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6470882 | PA      | $5788199.61     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW4979                      | CUSIP: 3138XUQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1371328 | PA      | $1320356.11     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C18                                                    | BBCMS 2022-C18 A5              | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8979000 | PA      | $9353031.02     | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   422155000 | PA      | $422418846.88   | 0.11%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4590707.49     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    17970000 | PA      | $18648490.92    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0324                      | CUSIP: 36179MLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126457 | PA      | $132892.41      | 0.00%             | 2039-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10023000 | PA      | $8389186.49     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 A4                | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2180071.52     | 0.00%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    29434000 | PA      | $19845700.10    | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6038                      | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12685058 | PA      | $11399262.30    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    35547000 | PA      | $23473962.95    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUT                 | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8482973.87     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q42621                      | CUSIP: 3132WF4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2036370 | PA      | $1898447.88     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8020                      | CUSIP: 3132D54D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4512212 | PA      | $4289495.05     | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255706                      | CUSIP: 31371MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76508 | PA      | $78705.04       | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55068                      | CUSIP: 3128KHTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3453 | PA      | $3609.81        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6245000 | PA      | $6086202.18     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9978000 | PA      | $7524130.42     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    35100000 | PA      | $23170727.93    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4688                      | CUSIP: 3140QQF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13118245 | PA      | $13174041.68    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1110703 | PA      | $1084168.10     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4619437.04     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3693                      | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3585115 | PA      | $3412766.57     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8887000 | PA      | $8792199.34     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4547                      | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53155112 | PA      | $42974026.32    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21170000 | PA      | $18580051.16    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01309                      | CUSIP: 31283HN27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4126 | PA      | $4331.26        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $972881.32      | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A3                 | CUSIP: 3137FL2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12220000 | PA      | $11604537.26    | 0.00%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $6929005.59     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5967126.78     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8308                      | CUSIP: 3132D6GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8150497 | PA      | $8226608.86     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8425                      | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32527319 | PA      | $30007983.47    | 0.01%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6675000 | PA      | $6616674.50     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8735000 | PA      | $8866479.23     | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8324                      | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41718177 | PA      | $42082727.60    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     6366000 | PA      | $6381744.32     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                | BMARK 2021-B30 A5              | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10550000 | PA      | $9398666.90     | 0.00%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781649                      | CUSIP: 36225BZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5059 | PA      | $5266.88        | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $7593286.20     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5853                      | CUSIP: 31418FQF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38063884 | PA      | $38236454.04    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0070                      | CUSIP: 3138EGCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      453187 | PA      | $460094.42      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6615000 | PA      | $6308682.77     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    28790000 | PA      | $28189637.12    | 0.01%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738710                      | CUSIP: 3620ASVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      326688 | PA      | $315100.99      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4947750.79     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95258                      | CUSIP: 312943ZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124971 | PA      | $121955.92      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756350                      | CUSIP: 31403SH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70957 | PA      | $73377.53       | 0.00%             | 2033-11-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4049                      | CUSIP: 31418DQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9582545 | PA      | $8838775.71     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    43110000 | PA      | $43477900.05    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    22561000 | PA      | $21145554.46    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7785645.56     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9424                      | CUSIP: 3138ERPJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11053095 | PA      | $10326441.74    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0366                      | CUSIP: 3140W0MQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16105179 | PA      | $16364410.76    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    17900000 | PA      | $18838786.31    | 0.01%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4713479.06     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    13105000 | PA      | $13185333.65    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |     8965000 | PA      | $5536601.11     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17806000 | PA      | $17513387.85    | 0.00%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     2239000 | PA      | $2655450.83     | 0.00%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $15364902.56    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7567072.81     | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ5486                      | CUSIP: 3140KRCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35761137 | PA      | $29112769.68    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3979                      | CUSIP: 3138A5M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      430280 | PA      | $419263.90      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10539504.55    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31620                      | CUSIP: 31297LYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3838 | PA      | $3951.50        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2024-A1 A                | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    15000000 | PA      | $15155161.50    | 0.00%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    14205000 | PA      | $7915768.32     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     5300000 | PA      | $5351943.70     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    37900000 | PA      | $25725162.08    | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    24025000 | PA      | $22882633.40    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    13365000 | PA      | $12399509.22    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    64766000 | PA      | $65017832.95    | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    15000000 | PA      | $13472601.53    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 5/26                  | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $19825000.00    | 0.01%             | 2026-05-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    11735000 | PA      | $10450919.36    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    99729661 | PA      | $85674959.36    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2136                      | CUSIP: 31418BLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1450351 | PA      | $1355924.13     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     5508000 | PA      | $5480184.79     | 0.00%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     2698000 | PA      | $2688988.02     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    12985000 | PA      | $12856129.43    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6185573.66     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3909                      | CUSIP: 3132E0KW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15510932 | PA      | $15843000.90    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    38825000 | PA      | $36698926.55    | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3776                      | CUSIP: 31418DFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2553456 | PA      | $2430702.98     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1792638.10     | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3695707.76     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2303                      | CUSIP: 36179QRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5946965 | PA      | $5596216.48     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 AS               | CUSIP: 36254CAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3593218.37     | 0.00%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7514                      | CUSIP: 3140XBK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11071637 | PA      | $9446432.14     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49956                      | CUSIP: 3132WQB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1726967 | PA      | $1607841.75     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4468                      | CUSIP: 31418D6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2192657 | PA      | $2020414.15     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4725000 | PA      | $3484629.86     | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5163                      | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9749203 | PA      | $8991804.95     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    12652000 | PA      | $12807643.81    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     3704000 | PA      | $2080322.40     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $5168716.77     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1238                      | CUSIP: 3140X4LU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116692 | PA      | $111118.56      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783533                      | CUSIP: 36241L4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      404387 | PA      | $381057.47      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9381498.76     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7771113.37     | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03581                      | CUSIP: 3128M5J27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      373603 | PA      | $391549.89      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    23050000 | PA      | $23557151.03    | 0.01%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779239                      | CUSIP: 36176XPY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2561306 | PA      | $2414195.03     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     2525000 | PA      | $2346407.71     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2026-A                                            | MBALT 2026-A A4                | CUSIP: 58770YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4380000 | PA      | $4353573.27     | 0.00%             | 2031-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    30960000 | PA      | $27988464.44    | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5107661.74     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3918050.45     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     9960000 | PA      | $10050622.13    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82907                       | CUSIP: 36225FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194902 | PA      | $199224.71      | 0.00%             | 2041-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    32052000 | PA      | $31244845.61    | 0.01%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $3947936.53     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4477875.42     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6520000 | PA      | $8508905.48     | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    21887000 | PA      | $22094092.67    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    45420000 | PA      | $46070379.51    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4826                      | CUSIP: 3140QQLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6754289 | PA      | $6370488.02     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3764                      | CUSIP: 31418DFE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4024348 | PA      | $3831998.81     | 0.00%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    53227000 | PA      | $44212206.71    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60194                      | CUSIP: 31335AGB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1824733 | PA      | $1694337.65     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03721                      | CUSIP: 3128M5PE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      293745 | PA      | $307874.08      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8767                      | CUSIP: 3133KQW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12722362 | PA      | $12661178.72    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8479944.16     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2976                      | CUSIP: 3138LTJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3015477 | PA      | $2854331.11     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03490                      | CUSIP: 31292K2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      502773 | PA      | $501223.54      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 80290                       | CUSIP: 36225CKC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2391 | PA      | $2407.80        | 0.00%             | 2029-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   643745000 | PA      | $646586529.05   | 0.18%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A4                | CUSIP: 43814VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4034395.20     | 0.00%             | 2031-05-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9597                      | CUSIP: 3140HPUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       92232 | PA      | $87884.49       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   606305000 | PA      | $610615446.58   | 0.17%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1380066.09     | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4625                      | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44990874 | PA      | $41301977.44    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    28500000 | PA      | $28711693.91    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906236                      | CUSIP: 31411EY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12853 | PA      | $13315.38       | 0.00%             | 2037-01-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91714                      | CUSIP: 3128P73X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2472454 | PA      | $2392254.22     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    26191000 | PA      | $20042229.06    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38470                      | CUSIP: 31297UMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19853 | PA      | $20166.21       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3927                      | CUSIP: 3138A5LH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1170828 | PA      | $1140634.03     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     9157000 | PA      | $10193352.50    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745354                      | CUSIP: 31403DBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65446 | PA      | $67414.31       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     2289000 | PA      | $2257343.79     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   142409675 | PA      | $122340164.07   | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    21100000 | PA      | $19698931.41    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     8905000 | PA      | $8453574.34     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K103 A2                   | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12550000 | PA      | $11928610.60    | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13884972 | PA      | $13238627.94    | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      875000 | PA      | $752681.62      | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6045                      | CUSIP: 3140X9WF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12650615 | PA      | $11395032.45    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2482                      | CUSIP: 3138EJXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      702772 | PA      | $700112.29      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7339                      | CUSIP: 3138Y9EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      614044 | PA      | $575099.33      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8819                      | CUSIP: 31417FYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3206203 | PA      | $2942618.43     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0259                      | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48327424 | PA      | $48681238.51    | 0.01%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05651                      | CUSIP: 3128M7TG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173826 | PA      | $176726.65      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08117                      | CUSIP: 3128MJDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198099 | PA      | $206794.33      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    16880000 | PA      | $18521124.35    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1770399.70     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    28483000 | PA      | $34021837.71    | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0040                      | CUSIP: 3138EGBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87830 | PA      | $91876.58       | 0.00%             | 2041-03-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1668439 | PA      | $1644684.58     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2139151.09     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK 2019-BN20 A3              | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7785000 | PA      | $7354023.18     | 0.00%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    33885000 | PA      | $30999483.89    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10500000 | PA      | $8224593.08     | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3596                      | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3724350 | PA      | $3373607.44     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1539                      | CUSIP: 3140X4V94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1530502 | PA      | $1483126.33     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $7263441.79     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2112000 | PA      | $2034865.61     | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $5715637.08     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    43590000 | PA      | $42181400.63    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02926                      | CUSIP: 31294MHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1325 | PA      | $1322.87        | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3998                      | CUSIP: 31418DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      485289 | PA      | $473300.09      | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636224                      | CUSIP: 36291RYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11634 | PA      | $12271.84       | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    12510000 | PA      | $12681062.05    | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4394878.45     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7059                      | CUSIP: 31417DZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      745585 | PA      | $662319.01      | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8099                      | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37583928 | PA      | $34672943.44    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08079                      | CUSIP: 3128MJCR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159135 | PA      | $161620.65      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5446712.36     | 0.00%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB5236                      | CUSIP: 3140AEZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1722536 | PA      | $1770501.28     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92303                      | CUSIP: 312940RY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      354897 | PA      | $360749.66      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND          | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      930000 | PA      | $867684.79      | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      567757 | PA      | $547261.60      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    32600000 | PA      | $33248419.13    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    31849000 | PA      | $32422110.32    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    14832000 | PA      | $15313544.79    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      765000 | PA      | $766732.60      | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     6860000 | PA      | $6668074.08     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    55935000 | PA      | $62106532.29    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS           | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     3265000 | PA      | $3516613.63     | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    15695000 | PA      | $9596642.72     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4099                      | CUSIP: 31418DRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42885538 | PA      | $40621339.81    | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2316351.91     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    24247000 | PA      | $25126980.70    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8255                      | CUSIP: 3132DWE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16542270 | PA      | $15180764.88    | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12385451.66    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    30803000 | PA      | $22932210.95    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    12870000 | PA      | $12971444.57    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41066                      | CUSIP: 3128K1FF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173063 | PA      | $178593.37      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    10633000 | PA      | $10572750.62    | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9874                      | CUSIP: 3138AP6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128392 | PA      | $127584.75      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    10200000 | PA      | $10079640.89    | 0.00%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06883                      | CUSIP: 3128M86U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      794760 | PA      | $808162.53      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8488                      | CUSIP: 3132DWND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7093935 | PA      | $6688063.57     | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7925000 | PA      | $5698150.72     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04106                      | CUSIP: 31294NR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127279 | PA      | $125991.25      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1760532.34     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A4                | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $444447.74      | 0.00%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9565000 | PA      | $5957185.59     | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3881                        | CUSIP: 36202EJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2827 | PA      | $2979.87        | 0.00%             | 2036-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1138                      | CUSIP: 31418AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1525327 | PA      | $1499186.21     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91558                      | CUSIP: 3128P7WT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      532445 | PA      | $523718.54      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817366                      | CUSIP: 31406RCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5734 | PA      | $5878.28        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783535                      | CUSIP: 36241L4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      401924 | PA      | $387145.12      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    26200000 | PA      | $26608579.63    | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9000000 | PA      | $9221673.57     | 0.00%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-PRE          | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3110000 | PA      | $2627275.75     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1586                      | CUSIP: 3138WAXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1071485 | PA      | $1063507.81     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11892957.19    | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82840                       | CUSIP: 36225FEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36461 | PA      | $37292.76       | 0.00%             | 2041-05-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    15775000 | PA      | $15560198.51    | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     5000000 | PA      | $4978568.74     | 0.00%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    13470000 | PA      | $13802804.60    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    38100000 | PA      | $35968498.75    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    29375000 | PA      | $28201686.71    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7304000 | PA      | $6415012.84     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8303                      | CUSIP: 3132D6GL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12142298 | PA      | $12255686.53    | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2972                      | CUSIP: 3132DQJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5575354 | PA      | $4954047.00     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552706                      | CUSIP: 36213FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3413 | PA      | $3545.24        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6849                      | CUSIP: 31417DTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1101164 | PA      | $1012199.57     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2084                      | CUSIP: 3133USJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16750580 | PA      | $16357709.85    | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    15092000 | PA      | $14670560.24    | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K111 A2                   | CUSIP: 3137FUZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9875000 | PA      | $8845544.09     | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    83353000 | PA      | $71049628.27    | 0.02%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784353                      | CUSIP: 3622A2ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4184714 | PA      | $3994666.19     | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2747                      | CUSIP: 3142GTBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19117894 | PA      | $19334511.14    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4445908.10     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4637                        | CUSIP: 36202FEJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3165202 | PA      | $3199897.44     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59099875 | PA      | $57252022.72    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58217                      | CUSIP: 3132Y2DX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      256407 | PA      | $250548.00      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1800000 | PA      | $1468850.40     | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4378                      | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   139743139 | PA      | $113501417.61   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3238                      | CUSIP: 3140QNS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16795206 | PA      | $15397137.93    | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8139                      | CUSIP: 3132DWBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24028592 | PA      | $18512117.42    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    92470000 | PA      | $94171166.04    | 0.03%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    37855000 | PA      | $37296728.80    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C13 Mortgage Trust                                                     | BMO 2025-5C13 A3               | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $5290375.48     | 0.00%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12396917.42    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3263                      | CUSIP: 3132DQTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9927416 | PA      | $8558588.41     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $6695984.30     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    21900000 | PA      | $22182043.97    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3266                      | CUSIP: 3133KJTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13831222 | PA      | $11307399.04    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE2623                      | CUSIP: 3133BB4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13334301 | PA      | $11749384.88    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6304                      | CUSIP: 3140QEAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18159130 | PA      | $15482203.39    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6111                      | CUSIP: 3140HKYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2024234 | PA      | $1928819.84     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2329990.57     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2373                      | CUSIP: 3140X5T78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1664647 | PA      | $1671727.21     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2488416.47     | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28506000 | PA      | $27460646.88    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    50277000 | PA      | $49720025.08    | 0.01%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 737158                      | CUSIP: 3620AQ5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9403 | PA      | $9664.60        | 0.00%             | 2033-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    14200000 | PA      | $13802883.75    | 0.00%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    42480000 | PA      | $41993614.55    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                   | WFCM 2019-C51 A4               | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8750000 | PA      | $8346136.75     | 0.00%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9736                      | CUSIP: 3138MDZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4244236 | PA      | $4000199.25     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0704                      | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15241021 | PA      | $13175254.32    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4446                        | CUSIP: 36202E5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      753371 | PA      | $749086.39      | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $5290413.47     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9893                      | CUSIP: 3138AP7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27523 | PA      | $27435.37       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5071694.05     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5175                      | CUSIP: 3140XLXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11083548 | PA      | $10995609.54    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2585537.38     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     6469000 | PA      | $6395672.08     | 0.00%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42254                      | CUSIP: 3128K2QF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6999 | PA      | $7230.69        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 5/26                    | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   457755000 | PA      | $452027752.54   | 0.12%             | 2026-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     6202000 | PA      | $3699108.27     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5868000 | PA      | $5126741.18     | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    48100000 | PA      | $28625658.15    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7595000 | PA      | $7487746.80     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757030                      | CUSIP: 36230RY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1140104 | PA      | $1100028.55     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8870307.38     | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    18045000 | PA      | $16920301.85    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2682                      | CUSIP: 3133A86T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1752015 | PA      | $1489361.97     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                             | UNITED UTILITIES               | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     9302000 | PA      | $9765906.13     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9169000 | PA      | $8730128.00     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3881                      | CUSIP: 3140XKJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9230437 | PA      | $9333580.89     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    56624000 | PA      | $57595024.42    | 0.02%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12500000 | PA      | $10873554.04    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08835                      | CUSIP: 3128MJ4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2260336 | PA      | $2101593.82     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4368                      | CUSIP: 3140QB2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1474157 | PA      | $1403289.02     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                     | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    19015000 | PA      | $21844390.17    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781035                      | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1555 | PA      | $1615.75        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2554584.96     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    37630000 | PA      | $39906182.11    | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    27345000 | PA      | $27914127.04    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $16791771.68    | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9394                      | CUSIP: 3138WKNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1861039 | PA      | $1825531.58     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    11450000 | PA      | $11880136.91    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     5253000 | PA      | $5220993.47     | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5342473.02     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A1 A                | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13500000 | PA      | $13618110.15    | 0.00%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4531000 | PA      | $4493590.85     | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    26245000 | PA      | $24136134.70    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1109410.83     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7996496.30     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 712060                      | CUSIP: 31401MB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8299 | PA      | $8506.72        | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0232                      | CUSIP: 3132DMHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3150782 | PA      | $2818372.37     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    13011000 | PA      | $12952739.82    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    22925000 | PA      | $14689010.31    | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781759                      | CUSIP: 36225B5U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9356 | PA      | $9746.08        | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7266585.44     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3126390.44     | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1285                      | CUSIP: 3140QLNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23929476 | PA      | $21232906.81    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6888515.65     | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12847000 | PA      | $13520379.32    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4133                      | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11065303 | PA      | $10729702.01    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                      | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35382057 | PA      | $31801707.81    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     9215000 | PA      | $9843263.03     | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0935                      | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      588584 | PA      | $519130.91      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535903                      | CUSIP: 31384WKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2527 | PA      | $2635.38        | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     7313000 | PA      | $7102772.37     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    10580000 | PA      | $9540774.81     | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91858                      | CUSIP: 3128P8B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1843002 | PA      | $1763761.73     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8193                      | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32967736 | PA      | $26653247.34    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5249                      | CUSIP: 3138Y6ZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180515 | PA      | $173877.78      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06299                      | CUSIP: 3132GRKL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11436 | PA      | $11140.34       | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8161                      | CUSIP: 3140QUB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31065971 | PA      | $32048593.96    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 965365                      | CUSIP: 31414F6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5951 | PA      | $6233.47        | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   765472000 | PA      | $766369033.67   | 0.21%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $6750265.84     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP               | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     9966000 | PA      | $8537133.29     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2037                      | CUSIP: 3132DPHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14547878 | PA      | $14437682.47    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      364253 | PA      | $339882.82      | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7469725.75     | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15313000 | PA      | $14918087.18    | 0.00%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A4                | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2008414.20     | 0.00%             | 2030-05-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     3392000 | PA      | $3479966.85     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4700000 | PA      | $4637068.30     | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8147                      | CUSIP: 3132DWBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    85540456 | PA      | $72502815.96    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    65125000 | PA      | $65637950.68    | 0.02%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8137575.29     | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    14100000 | PA      | $14325004.44    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    11173000 | PA      | $11045531.35    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K058 A2                   | CUSIP: 3137BSP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9400000 | PA      | $9341855.36     | 0.00%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12879355.59    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3010300.43     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08669                      | CUSIP: 3128MJW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3562714 | PA      | $3428999.17     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A3                 | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5029274.50     | 0.00%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    58900000 | PA      | $60302075.73    | 0.02%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9985826.68     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1501541.46     | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4536                      | CUSIP: 31418EBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22660022 | PA      | $20827375.01    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     5855000 | PA      | $5922187.27     | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     4500000 | PA      | $4433932.70     | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     3860000 | PA      | $3629117.01     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    13878000 | PA      | $13765082.39    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7694226.77     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0148                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    77347865 | PA      | $78799939.22    | 0.02%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB          | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |     3820000 | PA      | $3343079.11     | 0.00%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     5797000 | PA      | $5803306.36     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     6343000 | PA      | $6425476.79     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $3541170.71     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13357515.36    | 0.00%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10405000 | PA      | $9813985.97     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $8168552.83     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4542                      | CUSIP: 3140QQBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      962442 | PA      | $919121.44      | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    41000000 | PA      | $38049799.70    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7611756.03     | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6674295.20     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1133                      | CUSIP: 31427NHK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22664166 | PA      | $22905736.08    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     7825000 | PA      | $7812485.96     | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    20300000 | PA      | $20058030.10    | 0.01%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    11160000 | PA      | $11366459.49    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    12159000 | PA      | $12319982.71    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    11030000 | PA      | $8135240.16     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P3                                           | CRVNA 2025-P3 A3               | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3690000 | PA      | $3678757.68     | 0.00%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3000848.61     | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M11 A2                | CUSIP: 3136AT5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4755873 | PA      | $4728770.18     | 0.00%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 B               | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1735293.75     | 0.00%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0109                      | CUSIP: 3142J6DP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39970000 | PA      | $38554774.22    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0632                      | CUSIP: 3140JGV28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6480 | PA      | $6170.63        | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5004568.38     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18707                      | CUSIP: 3128MMYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2155352 | PA      | $2107804.03     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNTD AIR 19-1 AA               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1834003 | PA      | $1793906.36     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    23500000 | PA      | $23616455.11    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                   | CARMX 2026-1 A3                | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8550000 | PA      | $8519811.66     | 0.00%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $1046851.94     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0716                      | CUSIP: 3140Y6YN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14128012 | PA      | $14692719.81    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4955                      | CUSIP: 3140X8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11794874 | PA      | $11227855.42    | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    37475000 | PA      | $37548413.53    | 0.01%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1544329.15     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569898                      | CUSIP: 36200RDB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4216 | PA      | $4341.06        | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $4567189.50     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0443                      | CUSIP: 3140EUP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6734728 | PA      | $6280587.49     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735484                      | CUSIP: 31402RCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      656583 | PA      | $665754.04      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5435                      | CUSIP: 3140X9BD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3291574 | PA      | $3277597.00     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                    | SDART 2022-6 C                 | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171346 | PA      | $171498.99      | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    20199000 | PA      | $17886373.47    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   107838396 | PA      | $89047609.23    | 0.02%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                      | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1958615 | PA      | $1837589.67     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    36116000 | PA      | $34545807.16    | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    27988000 | PA      | $28776738.52    | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    13246000 | PA      | $11646204.66    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | VIPER ENERGY PAR               | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2003207.15     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     2796000 | PA      | $2782855.13     | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 AS               | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1575000 | PA      | $1531327.30     | 0.00%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9019                      | CUSIP: 3140QVAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24064198 | PA      | $24564331.47    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   652610000 | PA      | $667370204.37   | 0.18%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725024                      | CUSIP: 31402CPH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6128 | PA      | $6433.98        | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3215                      | CUSIP: 31418CSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6147089 | PA      | $5948509.40     | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    22573000 | PA      | $22292550.14    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   662247000 | PA      | $675129770.36   | 0.18%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10663495.36    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $6006383.55     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4229                      | CUSIP: 3140QPVX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22542 | PA      | $21274.25       | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2900867 | PA      | $2696560.55     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    26365000 | PA      | $27123246.13    | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3315534.60     | 0.00%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    33225000 | PA      | $30544637.09    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $4533536.33     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2222                      | CUSIP: 36179QPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      866624 | PA      | $790680.37      | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9322                      | CUSIP: 3140QVLC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26954425 | PA      | $27445146.45    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12806789.20    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1910402.56     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3525811.21     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7880                      | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5289447 | PA      | $4361151.75     | 0.00%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    14365000 | PA      | $13886344.28    | 0.00%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4827000 | PA      | $4770654.66     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7096                      | CUSIP: 3133KN3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16075523 | PA      | $14767504.33    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8529                      | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2379594 | PA      | $2369103.02     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     5413000 | PA      | $4905213.26     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |      600000 | PA      | $563515.27      | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $4547074.10     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9953612.41     | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6749053.28     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81296                      | CUSIP: 3132L6NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      280386 | PA      | $270538.92      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8293                      | CUSIP: 3140QUGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31724820 | PA      | $32334609.55    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4793                      | CUSIP: 3140XLKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2529955 | PA      | $2327319.96     | 0.00%             | 2038-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4123                      | CUSIP: 31418DSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6024017 | PA      | $5579176.42     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4954                      | CUSIP: 3140XLQG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15967176 | PA      | $15975213.91    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5157585.36     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07921                      | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5951813 | PA      | $5626588.03     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3              | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7200000 | PA      | $7328970.72     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781324                      | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5952 | PA      | $6101.39        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  3000131700 | PA      | $2990521888.15  | 0.81%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1509                      | CUSIP: 3140W1VB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15438545 | PA      | $15714788.59    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    19187000 | PA      | $18943455.26    | 0.01%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    13795000 | PA      | $13127674.62    | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 788303                      | CUSIP: 31405FX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1263 | PA      | $1294.16        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18622                      | CUSIP: 3128MMVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13237830 | PA      | $12777048.62    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6035087.03     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                           | CLEVE ELEC ILLUM               | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4539000 | PA      | $4696606.82     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6821                      | CUSIP: 36179VSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23988168 | PA      | $22297007.37    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5481                      | CUSIP: 3140X9CT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12665684 | PA      | $11801351.56    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    25968000 | PA      | $26095757.45    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4180000 | PA      | $4673055.52     | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    11755000 | PA      | $10409051.66    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701811                      | CUSIP: 36296UVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      465517 | PA      | $463277.84      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0530                      | CUSIP: 3142GQSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10041244 | PA      | $10412208.89    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    33750000 | PA      | $36013823.33    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8612                      | CUSIP: 3140XQSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11076576 | PA      | $10730248.96    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3478000 | PA      | $3303779.43     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4225000 | PA      | $3930838.18     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 ASB                | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275696 | PA      | $274463.16      | 0.00%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $2972445.43     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08062                      | CUSIP: 3128MJB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      289974 | PA      | $294466.31      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08776                      | CUSIP: 3128MJ2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1477717 | PA      | $1449445.00     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $12653467.74    | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    18835000 | PA      | $19068358.35    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    54792000 | PA      | $53971055.25    | 0.01%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    16003000 | PA      | $15444094.40    | 0.00%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    51760000 | PA      | $51300193.01    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0020                      | CUSIP: 3128S4AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14876 | PA      | $15396.00       | 0.00%             | 2035-12-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746683                      | CUSIP: 31403ERC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26051 | PA      | $26755.67       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1874                      | CUSIP: 3132DPCK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9988494 | PA      | $10137565.58    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1028                      | CUSIP: 31418AEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      642603 | PA      | $624799.46      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50750000 | PA      | $48965549.53    | 0.01%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3021610.79     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726765                      | CUSIP: 3620ADMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4095 | PA      | $4170.79        | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH0207                      | CUSIP: 3140GNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3668635 | PA      | $3413694.25     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1915                      | CUSIP: 3128QSDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46883 | PA      | $48856.44       | 0.00%             | 2037-05-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08800                      | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10408300 | PA      | $9687087.15     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61006                      | CUSIP: 31335BDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2337592 | PA      | $2271897.45     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6300                      | CUSIP: 3140XNAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12588536 | PA      | $11189625.74    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14046185.31    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 AS              | CUSIP: 46643GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2669683.78     | 0.00%             | 2047-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13926203 | PA      | $12436266.38    | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8422                      | CUSIP: 3132DWLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9185815 | PA      | $9503647.80     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2920339.82     | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4003                      | CUSIP: 3138ELNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171870 | PA      | $179510.56      | 0.00%             | 2042-07-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96258                      | CUSIP: 3129445T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2018914 | PA      | $1971053.78     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   731521000 | PA      | $655368522.73   | 0.18%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    24900000 | PA      | $24687895.29    | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891799                      | CUSIP: 31410MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4029 | PA      | $4156.66        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $9639998.38     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-2 A4                | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500098.25      | 0.00%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    64000000 | PA      | $65280293.70    | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 A5              | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10425000 | PA      | $9362262.99     | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4566038.33     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7363286.05     | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4492                      | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   142577378 | PA      | $115446984.66   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    22620000 | PA      | $22314806.62    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    45422000 | PA      | $46142306.76    | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    25343000 | PA      | $24786102.10    | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2199360.24     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3902971 | PA      | $3885508.66     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02988                      | CUSIP: 3128M4UM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74611 | PA      | $78086.89       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3456                      | CUSIP: 36179RZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1837381 | PA      | $1819552.28     | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A4                | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      671221 | PA      | $670593.97      | 0.00%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    16950000 | PA      | $17325029.21    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     6694000 | PA      | $6534697.48     | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5500000 | PA      | $5520986.34     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     9896000 | PA      | $9814644.93     | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $5071734.18     | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3764641.95     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   451616000 | PA      | $447011634.88   | 0.12%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08477                      | CUSIP: 3128MJQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      827883 | PA      | $784947.18      | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700761                      | CUSIP: 36296TQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6595 | PA      | $6959.03        | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27750000 | PA      | $25928984.58    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27780038 | PA      | $28420929.31    | 0.01%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $12810368.48    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    31220000 | PA      | $37060406.57    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5552365.81     | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95960                      | CUSIP: 312944TR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      772717 | PA      | $754283.55      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03238                      | CUSIP: 3128M44X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38810 | PA      | $40656.52       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2659                      | CUSIP: 3140X55V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11009793 | PA      | $10248140.00    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97052                      | CUSIP: 312945ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      711366 | PA      | $723416.04      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6802970.45     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    47100000 | PA      | $47541813.60    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1033713 | PA      | $1028780.48     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3382117.97     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 785098                      | CUSIP: 3622AART3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2626116 | PA      | $2473949.93     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    19822000 | PA      | $18841208.90    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    30249000 | PA      | $25659545.95    | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K148 A2                   | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21325000 | PA      | $20275419.75    | 0.01%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6065                      | CUSIP: 3138WFW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      206545 | PA      | $192427.08      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19500000 | PA      | $19523378.24    | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     9529000 | PA      | $9540926.63     | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3154                      | CUSIP: 31418CQG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1767043 | PA      | $1695449.01     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745355                      | CUSIP: 31403DBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1558066 | PA      | $1580589.07     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2910997.06     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3208000 | PA      | $3203090.44     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6309272.61     | 0.00%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   339453000 | PA      | $337384458.28   | 0.09%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                                           | MSC 2019-H7 A4                 | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5650000 | PA      | $5414405.74     | 0.00%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 B               | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      898584 | PA      | $886201.88      | 0.00%             | 2047-02-10      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9216000 | PA      | $9482693.94     | 0.00%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                      | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1603731 | PA      | $1459109.53     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9337                      | CUSIP: 36184HLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      234047 | PA      | $213356.28      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                     | TEXAS CAPITAL BK               | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     3571000 | PA      | $3522608.22     | 0.00%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6570000 | PA      | $6302030.36     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2842                      | CUSIP: 3132DQEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16856399 | PA      | $15041163.95    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      480000 | PA      | $471074.53      | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4307371.81     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49323                      | CUSIP: 3128KALC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55600 | PA      | $57900.09       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11430000 | PA      | $11624987.25    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | MSBAM 2016-C31 A5              | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9400000 | PA      | $9323601.50     | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    11286000 | PA      | $11661258.91    | 0.00%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09004                      | CUSIP: 31292SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3951632 | PA      | $3735857.91     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6181                      | CUSIP: 3138WF2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2647532 | PA      | $2394959.75     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3135000 | PA      | $2523738.14     | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 AS              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1502782 | PA      | $1474574.31     | 0.00%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03478                      | CUSIP: 31292K2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1754776 | PA      | $1749516.04     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8953                      | CUSIP: 3138AA5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155698 | PA      | $163443.76      | 0.00%             | 2041-04-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0275                      | CUSIP: 3128S4JU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59216 | PA      | $61391.97       | 0.00%             | 2037-06-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5090000 | PA      | $4999890.53     | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    23190000 | PA      | $22506958.56    | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8987093.82     | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    49040000 | PA      | $48981163.39    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2185000 | PA      | $2164600.68     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $5503600.05     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4377053.35     | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5918                      | CUSIP: 3140XMSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12733215 | PA      | $12981941.76    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    30391000 | PA      | $34370275.49    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    26873000 | PA      | $26930289.44    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   438770000 | PA      | $440912430.54   | 0.12%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8855                      | CUSIP: 3138AAZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      313932 | PA      | $318798.19      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0754                      | CUSIP: 3140XFZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6720979 | PA      | $6191066.42     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2859903.50     | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4732                      | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54955927 | PA      | $51828857.75    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2376000 | PA      | $2430835.84     | 0.00%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A4                | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1305486.13     | 0.00%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9736                      | CUSIP: 3138WKZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2961715 | PA      | $2926495.55     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                     | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    11685000 | PA      | $12810390.31    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   631783900 | PA      | $461251601.96   | 0.13%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN               | CUSIP: 33767QAC0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2093556.03     | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0111                      | CUSIP: 3138Y1DR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86682 | PA      | $83525.93       | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1753156.14     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8226                      | CUSIP: 3138WJD88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3193381 | PA      | $3080241.29     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4610280.91     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4106170.30     | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0481                      | CUSIP: 3133BMRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10162618 | PA      | $10114538.98    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $7969927.39     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW4182                      | CUSIP: 3138XTUG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      967283 | PA      | $907911.12      | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                            | BANK5 2024-5YR6 A3             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37200000 | PA      | $38695852.92    | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03511                      | CUSIP: 3128M5GU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18639 | PA      | $19546.67       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    15611000 | PA      | $15459554.20    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   123868000 | PA      | $86974903.85    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     6059000 | PA      | $6030787.95     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     6320000 | PA      | $6394761.73     | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2198                      | CUSIP: 3140XHNQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5516279 | PA      | $5600581.63     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3561357.20     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5389                      | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46465061 | PA      | $47429308.36    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    20449000 | PA      | $19915398.80    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     6580000 | PA      | $4779206.31     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5651                      | CUSIP: 3140XMH58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5748934 | PA      | $6061031.66     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783449                      | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      203408 | PA      | $205641.04      | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1147538000 | PA      | $1133507557.79  | 0.31%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1292206000 | PA      | $1259143694.82  | 0.34%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    31647000 | PA      | $30050406.39    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2021-A2 A2               | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    24275000 | PA      | $22820993.04    | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8572                      | CUSIP: 36179XQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21393962 | PA      | $22310432.32    | 0.01%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636074                      | CUSIP: 36291RT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1865 | PA      | $1974.93        | 0.00%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8309                      | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18038955 | PA      | $18479538.47    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6153                      | CUSIP: 3140X9ZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14801506 | PA      | $13189056.94    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     8110000 | PA      | $8418953.82     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     9450000 | PA      | $9530897.41     | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    20750000 | PA      | $20912677.97    | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1771952.78     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    25183000 | PA      | $25726160.14    | 0.01%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $8807688.16     | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $8759585.55     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     3300000 | PA      | $2997593.69     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $901929.35      | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    20500000 | PA      | $20420483.76    | 0.01%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     3848000 | PA      | $3377965.96     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08553                      | CUSIP: 3128MJTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1277769 | PA      | $1171285.51     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7945000 | PA      | $8358204.60     | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5627183 | PA      | $5392656.44     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11755926.23    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890441                      | CUSIP: 31410LHS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      288204 | PA      | $287097.39      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10391239.75    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3448                      | CUSIP: 3140X6ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      725802 | PA      | $721660.14      | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2275                      | CUSIP: 3140Q9Q55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17831 | PA      | $17418.59       | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    14050000 | PA      | $13092744.50    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7791                      | CUSIP: 3140XPUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27620674 | PA      | $25474873.82    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                      | CARLYLE SECURED                | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9150703.03     | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06507                      | CUSIP: 3128M8R48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198882 | PA      | $194148.74      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    98290000 | PA      | $93816330.65    | 0.03%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                      | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16804598 | PA      | $13648940.22    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11000000 | PA      | $10692965.27    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4465063.51     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   196126000 | PA      | $193781406.97   | 0.05%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2061000 | PA      | $1950643.55     | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC22                                           | GSMS 2014-GC22 A5              | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265285 | PA      | $258085.91      | 0.00%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    19980000 | PA      | $16644804.39    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1644                      | CUSIP: 3138Y2ZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      949315 | PA      | $888363.09      | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     1753000 | PA      | $1758841.49     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1611329 | PA      | $1620303.17     | 0.00%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     9500000 | PA      | $8452820.42     | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995407                      | CUSIP: 31416BYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      237726 | PA      | $249206.21      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2696                      | CUSIP: 3138EJ7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141386 | PA      | $147694.19      | 0.00%             | 2042-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2750                      | CUSIP: 3140QNBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20875706 | PA      | $17762436.50    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    14269000 | PA      | $15768434.82    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8591648.05     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12725000 | PA      | $11103874.82    | 0.00%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     4000000 | PA      | $3809131.10     | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8524                      | CUSIP: 3132DWPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55908434 | PA      | $56179377.95    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY0014                      | CUSIP: 3140NGAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1719902 | PA      | $1765725.13     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96022                      | CUSIP: 312944VP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      586703 | PA      | $572632.24      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS              | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    19751000 | PA      | $22785857.68    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29945                      | CUSIP: 31297JBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13773 | PA      | $14181.71       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    43200000 | PA      | $43046166.69    | 0.01%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     7125000 | PA      | $6750907.39     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1180728.52     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747572                      | CUSIP: 31403FQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30838 | PA      | $31230.61       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | JBS/FOODS/FOOD                 | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    17354000 | PA      | $17254438.83    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08793                      | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1516925 | PA      | $1448601.64     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1202330.39     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2129066 | PA      | $2116038.10     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    10205000 | PA      | $10366539.42    | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K737 A2                   | CUSIP: 3137FQXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19000000 | PA      | $18856646.90    | 0.01%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255933                      | CUSIP: 31371MHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      210863 | PA      | $217133.58      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M29 A2                | CUSIP: 3136BAQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13625000 | PA      | $12240348.48    | 0.00%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     7740000 | PA      | $5699030.84     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    17777000 | PA      | $12348029.65    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    33575000 | PA      | $34073594.38    | 0.01%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18631903.99    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     5800000 | PA      | $5854191.63     | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $6472805.21     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7749902.11     | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      297677 | PA      | $296886.37      | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     5983000 | PA      | $5734280.09     | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56513                      | CUSIP: 3128KKGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3781 | PA      | $3961.68        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M6 A3                 | CUSIP: 3136B4KK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $969327.00      | 0.00%             | 2029-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 AS              | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $525524.34      | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3199000 | PA      | $2475104.62     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    21695000 | PA      | $21675980.04    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      225000 | PA      | $237198.73      | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     3892000 | PA      | $3887532.20     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781577                      | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15263 | PA      | $15891.65       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                   | GE VERNOVA INC                 | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     6844000 | PA      | $6782534.77     | 0.00%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    11965000 | PA      | $11120836.27    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8268                      | CUSIP: 3140XQFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7738231 | PA      | $7949356.53     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12569431.91    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4285                      | CUSIP: 3132E0XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6121128 | PA      | $6217742.55     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    21400000 | PA      | $21566780.16    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893909                      | CUSIP: 31410QDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6973 | PA      | $7288.36        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    10394000 | PA      | $9399025.73     | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    12000000 | PA      | $9407172.39     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    12692000 | PA      | $12140752.24    | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5483269.29     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    10045000 | PA      | $9807488.73     | 0.00%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06066                      | CUSIP: 3128M8CB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103378 | PA      | $108291.10      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    13950000 | PA      | $11043699.23    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     7600000 | PA      | $7801452.39     | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      456813 | PA      | $464494.63      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WPP 2025 LLC/Delaware                                                            | WPP 2025 LLC                   | CUSIP: 92944AAA1<br>LEI: 254900UMZIGDZHNI6216 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $9013997.95     | 0.00%             | 2036-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3726460.27     | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    12350000 | PA      | $10837222.42    | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2895                      | CUSIP: 31418CGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26437712 | PA      | $23805488.44    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3294595.34     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13382643.09    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K756 A2                   | CUSIP: 3137HDVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5349209.84     | 0.00%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-175 A2                  | CUSIP: 3137HPF32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11860000 | PA      | $11672460.19    | 0.00%             | 2035-10-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $16651587.41    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    80500000 | PA      | $82875328.96    | 0.02%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   893091300 | PA      | $850913670.14   | 0.23%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5080572.92     | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9747362.85     | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18514                      | CUSIP: 3128MMSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1606819 | PA      | $1585713.14     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255671                      | CUSIP: 31371L6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141573 | PA      | $145613.93      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00600                      | CUSIP: 31292GUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1254 | PA      | $1316.93        | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7723                      | CUSIP: 3140XPSM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13036197 | PA      | $11669016.98    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     9837000 | PA      | $9072981.75     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7469005.87     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10209384.63    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     8000000 | PA      | $7890133.57     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    20979000 | PA      | $19566945.63    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5972                      | CUSIP: 31418FT64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45031719 | PA      | $45253468.65    | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2894                      | CUSIP: 3140XJGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3899401 | PA      | $3792102.34     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DJ5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $646139.19      | 0.00%             | 2032-11-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     7985000 | PA      | $7342095.24     | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    21825000 | PA      | $21974825.36    | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7908                      | CUSIP: 3138WHYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6381139 | PA      | $5747806.68     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9483                      | CUSIP: 3140LYRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17636296 | PA      | $15113601.99    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6768                      | CUSIP: 3133KNQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39294 | PA      | $31952.03       | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5419                      | CUSIP: 31418FAV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      373007 | PA      | $368124.57      | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5377                      | CUSIP: 3132DS6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28247152 | PA      | $29179808.00    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0064                      | CUSIP: 3142J6CA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66590063 | PA      | $66891962.78    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08232                      | CUSIP: 3128MJHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122069 | PA      | $127915.30      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9200000 | PA      | $9209754.02     | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00680                      | CUSIP: 31292GXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21081 | PA      | $21478.51       | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    20860000 | PA      | $20687643.15    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2763                      | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1616872 | PA      | $1579960.70     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5986                      | CUSIP: 36179UUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23777982 | PA      | $22619105.36    | 0.01%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7930665.12     | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    61295000 | PA      | $57949421.40    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7682000 | PA      | $7057154.31     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1171                      | CUSIP: 3140XGJR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17538 | PA      | $15490.02       | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00635                      | CUSIP: 31292GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         566 | PA      | $576.36         | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7162                      | CUSIP: 3138WG5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3848260 | PA      | $3607292.88     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2256431.25     | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     6775000 | PA      | $6397221.45     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK1172                      | CUSIP: 3133D4JR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5497726 | PA      | $4790323.43     | 0.00%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1066932800 | PA      | $1089104997.25  | 0.30%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12400000 | PA      | $11914335.89    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91627                      | CUSIP: 312939YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      162458 | PA      | $165145.46      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                 | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2010863.40     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0902                      | CUSIP: 3132DNAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      728442 | PA      | $612977.87      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     6223000 | PA      | $4546859.81     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69654                      | CUSIP: 3128L1WP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185745 | PA      | $194695.45      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2729328 | PA      | $2508078.95     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4750                      | CUSIP: 3132A5H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7616242 | PA      | $6843663.83     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0002                      | CUSIP: 3142JCAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35410620 | PA      | $35663834.55    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22667450 | PA      | $20284806.23    | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     9574000 | PA      | $8232912.87     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3569457 | PA      | $3334790.89     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4918                      | CUSIP: 31418EPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53120040 | PA      | $52731780.02    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2908                      | CUSIP: 3140X6GS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3368591 | PA      | $3387130.01     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83156                      | CUSIP: 3132L8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1923818 | PA      | $1889415.12     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784703                      | CUSIP: 3622AADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3736182 | PA      | $3516877.46     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5198058.30     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13820031.60    | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0647                      | CUSIP: 3140JGWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      234151 | PA      | $235732.72      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP               | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    15945000 | PA      | $15782468.37    | 0.00%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82695                       | CUSIP: 36225E7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110866 | PA      | $113154.49      | 0.00%             | 2040-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5605                      | CUSIP: 3140X9GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22601486 | PA      | $20407713.33    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    16661000 | PA      | $9721328.04     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C A3                | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4667000 | PA      | $4659887.03     | 0.00%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    33275000 | PA      | $25372322.78    | 0.01%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08827                      | CUSIP: 3128MJ4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4115657 | PA      | $4026624.86     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                       | EART 2025-5A B                 | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13790000 | PA      | $13739447.24    | 0.00%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C39                                                    | BBCMS 2025-C39 AS              | CUSIP: 05556YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18200000 | PA      | $18137894.32    | 0.00%             | 2058-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    11046000 | PA      | $9882435.36     | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9900000 | PA      | $9994617.88     | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     5058000 | PA      | $5249193.54     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5547060.35     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8288923.35     | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3645000 | PA      | $2955918.62     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14926000 | PA      | $14591034.33    | 0.00%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4992                      | CUSIP: 31418ERN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5599617 | PA      | $5657157.32     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10536943.57    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      731000 | PA      | $652764.10      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13541000 | PA      | $13543274.43    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    26025000 | PA      | $26299955.62    | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    17595000 | PA      | $15298393.56    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     7000000 | PA      | $7067552.40     | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     7226000 | PA      | $7296284.39     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    20951000 | PA      | $19365130.64    | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC          | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3300000 | PA      | $2502393.96     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11800000 | PA      | $12092994.61    | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC9897                      | CUSIP: 3140AX7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5315450 | PA      | $5245037.91     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11237140.32    | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    20830000 | PA      | $13630126.42    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $5772493.06     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     3781000 | PA      | $3866385.56     | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 AS               | CUSIP: 05552ABD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1205000 | PA      | $1061230.37     | 0.00%             | 2053-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18669                      | CUSIP: 3128MMW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10522272 | PA      | $10102663.84    | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6360                      | CUSIP: 3133A1B50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19314484 | PA      | $17706705.61    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901567                      | CUSIP: 31410YTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3388 | PA      | $3544.19        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     8556000 | PA      | $9175732.81     | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5010110.65     | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      510008 | PA      | $507189.66      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     8776000 | PA      | $8184718.12     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    19450000 | PA      | $19809109.70    | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17280000 | PA      | $17282902.33    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7376                      | CUSIP: 3140QFFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16333536 | PA      | $14640962.19    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0082                      | CUSIP: 3128LLCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      202244 | PA      | $211417.33      | 0.00%             | 2041-12-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11275000 | PA      | $11704494.88    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A3               | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4660589 | PA      | $4597244.28     | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    46955000 | PA      | $46597889.21    | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     8625000 | PA      | $8628207.58     | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8499686.79     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                                      | BMO 2025-C13 A5                | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18050000 | PA      | $18361465.39    | 0.00%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6071270.62     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6194946.32     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2326                      | CUSIP: 3138XDSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      376230 | PA      | $373681.63      | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $16452795.70    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4464416.33     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    24005000 | PA      | $24188658.71    | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    24800000 | PA      | $24718728.44    | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9608                      | CUSIP: 36179YU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5439532 | PA      | $5679621.45     | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3389                      | CUSIP: 31418CXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5412529 | PA      | $5316397.84     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781976                      | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37252 | PA      | $38698.85       | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    64705000 | PA      | $66018059.01    | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8432                      | CUSIP: 36179XLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      433134 | PA      | $451236.99      | 0.00%             | 2052-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2857                      | CUSIP: 3142GTE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23742946 | PA      | $23569406.05    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13484                      | CUSIP: 31296M2R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2368 | PA      | $2505.75        | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    16975000 | PA      | $15131379.13    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1788                      | CUSIP: 3140QL7A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3692784 | PA      | $3007410.64     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-3 Owner Trust                                        | HAROT 2025-3 A4                | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633000 | PA      | $631885.10      | 0.00%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2273000 | PA      | $2290603.21     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $3972263.97     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     8700000 | PA      | $8966263.58     | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6957                      | CUSIP: 3132DUWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27552009 | PA      | $28174149.72    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2123019 | PA      | $1912307.61     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3907                      | CUSIP: 3138WDKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1421970 | PA      | $1369218.99     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4618774.26     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   384416000 | PA      | $381983365.58   | 0.10%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    42450000 | PA      | $42428408.87    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256101                      | CUSIP: 31371MNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187291 | PA      | $193068.42      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    20750000 | PA      | $20720315.79    | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    22361000 | PA      | $21959866.60    | 0.01%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    74800000 | PA      | $71714453.85    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     7794000 | PA      | $8244129.19     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745275                      | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2174532 | PA      | $2206234.89     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    17396000 | PA      | $9987797.08     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3253724.46     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                       | AIRBNB INC                     | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     9016000 | PA      | $9003430.66     | 0.00%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    14805000 | PA      | $15043884.18    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14741354.16    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp                                                         | HARTFORD HLTHCAR               | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |      975000 | PA      | $707892.67      | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748487                      | CUSIP: 3620C4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      376760 | PA      | $374533.89      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    20415000 | PA      | $22042494.46    | 0.01%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7877087.41     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20854575 | PA      | $19521189.67    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2026-A                                                       | CNH 2026-A A3                  | CUSIP: 189920AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10320000 | PA      | $10273407.26    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A5              | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14279461 | PA      | $12891411.71    | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW4979                      | CUSIP: 3140MWQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1265978 | PA      | $1241741.95     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-5C23                                                   | BBCMS 2023-5C23 A3             | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1046330.40     | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2196966.82     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   109391000 | PA      | $103598205.08   | 0.03%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4216                      | CUSIP: 3132E0VH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12605239 | PA      | $13241296.04    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     4106000 | PA      | $3497336.65     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8137                      | CUSIP: 3132D6BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22256293 | PA      | $20456297.10    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-165TH            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    14510000 | PA      | $15167777.48    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7217997.45     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    12380000 | PA      | $12057280.29    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    12000000 | PA      | $12589298.10    | 0.00%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08010                      | CUSIP: 3128MJAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      436266 | PA      | $448922.37      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063EBQ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     3500000 | PA      | $3589814.90     | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                 | GE CAPITAL INTL                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |     5458000 | PA      | $5234984.93     | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                     | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     8565000 | PA      | $8051338.99     | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10446000 | PA      | $9286201.39     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    67509000 | PA      | $66128700.10    | 0.02%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    17709000 | PA      | $16956087.58    | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16009271.81    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $16002119.72    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4091245.03     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $13431698.43    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5497847.73     | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7720                      | CUSIP: 31416RSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1097268 | PA      | $1072152.59     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2125                      | CUSIP: 31418BLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      414662 | PA      | $387771.47      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4364                      | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41594063 | PA      | $36391955.56    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0405                      | CUSIP: 3140Y6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27951270 | PA      | $28917830.98    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725423                      | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3142291 | PA      | $3224250.41     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931368                      | CUSIP: 31412PW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28630 | PA      | $28660.03       | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9966                      | CUSIP: 36180ACB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17664624 | PA      | $18004528.81    | 0.00%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    11302000 | PA      | $11309762.60    | 0.00%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    28000000 | PA      | $27804439.08    | 0.01%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9221                      | CUSIP: 3140QHG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2202529 | PA      | $1794432.44     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6691404.29     | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 A4               | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6080000 | PA      | $5594074.24     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4910                      | CUSIP: 3140XLN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19519246 | PA      | $19853255.89    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10371797.03    | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4039225.53     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    10925000 | PA      | $9817512.82     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2834601.09     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1768401.61     | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    11780000 | PA      | $11926776.51    | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    20475000 | PA      | $20517201.25    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     7480000 | PA      | $7674603.16     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1463345 | PA      | $1454059.00     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8764355.78     | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     7690000 | PA      | $7928438.00     | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08761                      | CUSIP: 3128MJZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5934012 | PA      | $5528395.25     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5787                      | CUSIP: 3140XMND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8025614 | PA      | $8328221.75     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4143                      | CUSIP: 3140XKS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15558130 | PA      | $15722256.89    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8536                      | CUSIP: 31418WPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      650817 | PA      | $660844.11      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5552                      | CUSIP: 31418FE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    88899041 | PA      | $87776992.81    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1686                      | CUSIP: 31418A2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122451 | PA      | $118142.22      | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11482000 | PA      | $11485245.34    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6903888.24     | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 AS                 | CUSIP: 61769JBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1379990.09     | 0.00%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK               | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    25211000 | PA      | $24781666.20    | 0.01%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900347                      | CUSIP: 31410XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2940 | PA      | $3057.99        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     6927000 | PA      | $5220398.93     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A3                | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      217560 | PA      | $217813.77      | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8011                      | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8158862 | PA      | $7548541.19     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5270                      | CUSIP: 3133KL2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6982044 | PA      | $6232342.41     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4962132.15     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6000000 | PA      | $6008124.48     | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1064625 | PA      | $1061104.03     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     3625000 | PA      | $4377189.68     | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4330                      | CUSIP: 3140XKY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6907389 | PA      | $6409620.23     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    14619000 | PA      | $11061483.19    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4970000 | PA      | $4931865.44     | 0.00%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78826                      | CUSIP: 31288HYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1230 | PA      | $1239.18        | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                 | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7250000 | PA      | $5173259.77     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19715000 | PA      | $19966999.10    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A4                | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1516139.55     | 0.00%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3803281 | PA      | $3701506.55     | 0.00%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4139342.04     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116478 | PA      | $118401.31      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840962                      | CUSIP: 31407UJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23806 | PA      | $24531.39       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3660521.00     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4866                      | CUSIP: 3140XLMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11303459 | PA      | $11309149.31    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Class AA Pass Through Trust                             | AM AIRLN 15-2 AA               | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      552524 | PA      | $545880.39      | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745466                      | CUSIP: 31403DFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27001 | PA      | $27985.62       | 0.00%             | 2036-04-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     3700000 | PA      | $3282030.93     | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6649                      | CUSIP: 31417DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      251792 | PA      | $248980.98      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     9000000 | PA      | $8466923.09     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K057 A2                   | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7592355 | PA      | $7556695.72     | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2548                      | CUSIP: 3132DPZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9232843 | PA      | $8840347.44     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5119                      | CUSIP: 3132DSVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16143209 | PA      | $16418187.68    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698392                      | CUSIP: 36296Q2Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      293136 | PA      | $283908.56      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932122                      | CUSIP: 31412QSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113158 | PA      | $111419.61      | 0.00%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0731                      | CUSIP: 3140XFY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26024603 | PA      | $21316481.35    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      190000 | PA      | $191526.38      | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0025                      | CUSIP: 3142JCA34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    92303351 | PA      | $92934549.32    | 0.03%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5039167.10     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6079224.33     | 0.00%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QX3134                      | CUSIP: 31425XPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5870776 | PA      | $5793008.55     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1876                      | CUSIP: 3132DPCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6069382 | PA      | $6144789.82     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7175000 | PA      | $6926242.45     | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2078818.78     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66953                      | CUSIP: 31287SWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3594 | PA      | $3773.52        | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $10411795.85    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3406185.46     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0548                      | CUSIP: 31419ATE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1554297 | PA      | $1547161.48     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M3G A2                | CUSIP: 3136BG3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12050000 | PA      | $10561316.49    | 0.00%             | 2031-01-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     5375000 | PA      | $5332008.84     | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      600000 | PA      | $581723.22      | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    19175000 | PA      | $18817413.90    | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4046                      | CUSIP: 3142GUP80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29071017 | PA      | $30217697.41    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                      | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60337803 | PA      | $51179134.34    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6106000 | PA      | $5955174.01     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5263                      | CUSIP: 31418EZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1627376 | PA      | $1534394.51     | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    16562000 | PA      | $15534682.05    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 A5              | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6823000 | PA      | $7077360.08     | 0.00%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91912                      | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11059070 | PA      | $10529464.25    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2870                      | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58309208 | PA      | $52266875.12    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    13262000 | PA      | $11968506.53    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4640455.51     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3845000 | PA      | $4134587.12     | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3358                      | CUSIP: 31418CWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11027715 | PA      | $10775961.82    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5199                        | CUSIP: 36202FX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34150 | PA      | $34042.71       | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2259                      | CUSIP: 3140X5QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2881158 | PA      | $2822586.94     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8007706.45     | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0870                      | CUSIP: 3618N56G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40298490 | PA      | $38890428.06    | 0.01%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    64273000 | PA      | $60864594.28    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $49092155.28    | 0.01%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5421                      | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69472724 | PA      | $70805877.94    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9215000 | PA      | $9016174.38     | 0.00%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                      | JDOT 2024-A A3                 | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2936438 | PA      | $2953563.27     | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    13275000 | PA      | $12994403.13    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698386                      | CUSIP: 36296Q2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      609160 | PA      | $606028.69      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50801                      | CUSIP: 3128KC3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2697 | PA      | $2809.80        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10169308.06    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    35833000 | PA      | $34753511.44    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91965000 | PA      | $89177310.94    | 0.02%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18175000 | PA      | $21569254.26    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $2749924.67     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    56150000 | PA      | $55693670.37    | 0.02%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     8955000 | PA      | $9135403.27     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4364385.59     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0939                      | CUSIP: 3138EHBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      195966 | PA      | $195260.69      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737274                      | CUSIP: 3620ARCK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141897 | PA      | $141066.13      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    42696000 | PA      | $42196969.45    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40328                      | CUSIP: 3128K0LH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4144 | PA      | $4272.18        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7648                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    60472275 | PA      | $49859421.16    | 0.01%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A4                | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380000 | PA      | $1396688.20     | 0.00%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5808000 | PA      | $5437081.06     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4544541.09     | 0.00%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7456420.46     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    22910000 | PA      | $21419999.28    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     6055000 | PA      | $5633401.43     | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                     | FEDEX FREIGHT HO               | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     9167000 | PA      | $9006664.68     | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    14062000 | PA      | $13964761.85    | 0.00%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2219000 | PA      | $2185364.02     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5401000 | PA      | $4915152.25     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     2370000 | PA      | $2298539.83     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7420342.67     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53411                      | CUSIP: 3128KFYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11730 | PA      | $12275.45       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 C                 | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $884482.55      | 0.00%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4761                      | CUSIP: 3140XLJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10640737 | PA      | $9178541.60     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8262                      | CUSIP: 3132D6FB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11821258 | PA      | $11957507.28    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    26116000 | PA      | $24062271.95    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 AS              | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $909096.21      | 0.00%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947624                      | CUSIP: 31413KG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8151 | PA      | $8536.98        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     7102000 | PA      | $7357562.29     | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     7225000 | PA      | $6735995.45     | 0.00%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6202                      | CUSIP: 3138WF3L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8995814 | PA      | $8380180.51     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    20325000 | PA      | $20547595.82    | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A4                 | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4244409.54     | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14950000 | PA      | $11914030.89    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3234747.35     | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PA ECON DEV-TXBL               | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7675000 | PA      | $7721966.40     | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRNS-TXB-E-UNREF           | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      295000 | PA      | $321920.08      | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 AS                 | CUSIP: 05610CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      681000 | PA      | $692877.12      | 0.00%             | 2056-02-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15588824.62    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    39018000 | PA      | $36428388.09    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    10997000 | PA      | $11065020.26    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 4/26                  | CUSIP: 21H052645<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -173530000 | PA      | $-174489638.25  | -0.05%            | 2026-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     9025000 | PA      | $8776460.61     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14400000 | PA      | $14197067.49    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $7342955.17     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4979                      | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79547996 | PA      | $80269751.23    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2281                      | CUSIP: 3140QMRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14020574 | PA      | $11453436.20    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    66528000 | PA      | $66071017.40    | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    36700000 | PA      | $31692501.15    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7821                      | CUSIP: 3140E0VP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1199123 | PA      | $1120040.61     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                      | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6410169 | PA      | $6263830.52     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    40955000 | PA      | $39821201.31    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5325000 | PA      | $5635875.29     | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5170                      | CUSIP: 3140XLW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18057236 | PA      | $18188759.37    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21200000 | PA      | $13547931.49    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY0000                      | CUSIP: 3138YDAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      332062 | PA      | $319480.48      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    24000000 | PA      | $21920792.92    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3625                      | CUSIP: 3140FPA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1516259 | PA      | $1410891.25     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     5391000 | PA      | $5318102.22     | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M5 A2                 | CUSIP: 3136AR5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1430209 | PA      | $1426305.85     | 0.00%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C25558                      | CUSIP: 31293PE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2349 | PA      | $2393.82        | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     8470000 | PA      | $5650074.66     | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252437                      | CUSIP: 31371HLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         236 | PA      | $238.44         | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6739                      | CUSIP: 3138X6PZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      718891 | PA      | $676287.73      | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7044094.39     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    26650000 | PA      | $25949033.86    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    16425000 | PA      | $15132186.05    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    14304000 | PA      | $13756054.80    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-3 A                 | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     7500000 | PA      | $7573182.75     | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3809000 | PA      | $3755394.05     | 0.00%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3581                      | CUSIP: 3140XJ6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13290529 | PA      | $13835261.75    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    42359000 | PA      | $40976024.30    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1472508.00     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14436519.82    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08583                      | CUSIP: 3128MJUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      932758 | PA      | $926159.84      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2674                      | CUSIP: 3140MF6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2182890 | PA      | $1925307.36     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    21404000 | PA      | $21511490.65    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4325871.16     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7109                      | CUSIP: 3140HL3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15341 | PA      | $14617.76       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3896290.97     | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    29054000 | PA      | $22628727.96    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    18635000 | PA      | $18299857.82    | 0.00%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    14781000 | PA      | $13531134.17    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05149                      | CUSIP: 3128M7BS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21076 | PA      | $22632.87       | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5687                      | CUSIP: 3140QRJ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10041646 | PA      | $10291926.76    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747576                      | CUSIP: 31403FQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20931 | PA      | $21476.63       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18015749.47    | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14575000 | PA      | $11249386.81    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    19400000 | PA      | $17443747.41    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    34315000 | PA      | $33380330.34    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5436                      | CUSIP: 3140QRBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13672418 | PA      | $13623756.53    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2509                      | CUSIP: 3140XHYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13865551 | PA      | $13172990.06    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4531                      | CUSIP: 3140X8A98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2780355 | PA      | $2473123.91     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    12470000 | PA      | $11535890.63    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3377                      | CUSIP: 31418CXF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19553 | PA      | $17569.93       | 0.00%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4133                      | CUSIP: 3138LUSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2367642 | PA      | $2242575.08     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8730000 | PA      | $5783954.04     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3726                        | CUSIP: 36202ED71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34508 | PA      | $36206.51       | 0.00%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56498                      | CUSIP: 3128KKGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56505 | PA      | $59068.60       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5287                      | CUSIP: 3133KL2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7030745 | PA      | $5728050.80     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    21530000 | PA      | $20032689.38    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8324                      | CUSIP: 3140XCHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5556737 | PA      | $5256415.53     | 0.00%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4356                      | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   110840710 | PA      | $93946934.26    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16300000 | PA      | $16465224.95    | 0.00%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    38815000 | PA      | $38881320.29    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BK5507                      | CUSIP: 3617J6DL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72075 | PA      | $70354.20       | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1073409 | PA      | $986025.25      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5002730 | PA      | $4755209.76     | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2654                      | CUSIP: 3133KH5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2004192 | PA      | $1960317.52     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $5957616.45     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1526351.80     | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1149184.86     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     4962000 | PA      | $4914651.63     | 0.00%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3813960.67     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    12000000 | PA      | $11667310.81    | 0.00%             | 2047-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     8541000 | PA      | $7947896.01     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     5525000 | PA      | $5040102.40     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     8415000 | PA      | $8943560.40     | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5378                      | CUSIP: 3140XL6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15043629 | PA      | $12303275.18    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     7630000 | PA      | $7791521.24     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3599                      | CUSIP: 36179R7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3410409 | PA      | $3377322.31     | 0.00%             | 2046-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3207                      | CUSIP: 31427QR53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38427743 | PA      | $40113840.69    | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | TENCENT MUSIC                  | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |     5630000 | PA      | $5078762.06     | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3077021.58     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $9914776.97     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1580                      | CUSIP: 3140XGXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12697910 | PA      | $12467550.07    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 4/26                  | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -37850000 | PA      | $-36495681.58   | -0.01%            | 2026-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2026-1                                               | ALLYA 2026-1 A4                | CUSIP: 02008PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13456000 | PA      | $13314722.76    | 0.00%             | 2031-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Eni USA Inc                                                                      | LASMO (USA) INC                | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1143920.10     | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7479                      | CUSIP: 3140XBJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17099354 | PA      | $16708991.32    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4328                      | CUSIP: 3138WDY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31387 | PA      | $30855.43       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $1777822.61     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5179625.06     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5694123.99     | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8253                      | CUSIP: 3133KQE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13330097 | PA      | $13537370.44    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3606                      | CUSIP: 3140QPAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11025512 | PA      | $10128398.17    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    20280000 | PA      | $17907121.65    | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                      | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3579736 | PA      | $3755966.80     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    11668000 | PA      | $11813998.87    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 B                 | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3042321.90     | 0.00%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3812                      | CUSIP: 3140X7GW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4708320 | PA      | $4441773.76     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     6100000 | PA      | $6384877.70     | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    34675000 | PA      | $27248149.43    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    31382000 | PA      | $25788340.93    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    19200000 | PA      | $20142389.35    | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5423                      | CUSIP: 3140QDAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2061348 | PA      | $1833567.79     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11000000 | PA      | $10621190.33    | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    46074000 | PA      | $48790271.01    | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4282                      | CUSIP: 3132E0XK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9290745 | PA      | $9440290.88     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5749                      | CUSIP: 3140XML79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36803440 | PA      | $38148734.41    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    31925000 | PA      | $31630272.66    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819296                      | CUSIP: 31406TGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1622 | PA      | $1670.56        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6473                      | CUSIP: 36179VFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24876 | PA      | $21471.11       | 0.00%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4439                      | CUSIP: 3140X74Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22859349 | PA      | $20590542.57    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13641000 | PA      | $10062731.51    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5611                      | CUSIP: 31418FGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31374638 | PA      | $29579572.51    | 0.01%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6327000 | PA      | $5268381.15     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6031                      | CUSIP: 3138ENVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3836810 | PA      | $3726065.13     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $6488505.33     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A4                | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1351835.33     | 0.00%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7501                      | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21842125 | PA      | $20901312.93    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9852                      | CUSIP: 3138AP5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      670760 | PA      | $681170.29      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     4118000 | PA      | $4541952.16     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 AS             | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3450000 | PA      | $3650225.93     | 0.00%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    13275000 | PA      | $13137741.16    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1375055.10     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4762265 | PA      | $4500016.45     | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67705                      | CUSIP: 3132XCR23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10202743 | PA      | $9806973.51     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4852149.85     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     4007000 | PA      | $4151754.28     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35673                      | CUSIP: 31297RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8912 | PA      | $9050.03        | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3392                      | CUSIP: 3138WCXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2253050 | PA      | $2169985.53     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8172                      | CUSIP: 3140QUCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10472476 | PA      | $11021368.99    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    10200000 | PA      | $9181246.64     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2785391.33     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     9573000 | PA      | $9355975.04     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0355                      | CUSIP: 3132CWMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4094032 | PA      | $3977634.65     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3120                      | CUSIP: 3140QNPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19458434 | PA      | $17113679.40    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2435                      | CUSIP: 31418BV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186538 | PA      | $169005.85      | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    15625000 | PA      | $15318108.92    | 0.00%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7130000 | PA      | $6422295.62     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15636                      | CUSIP: 31296QHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14717 | PA      | $14926.28       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $11331412.16    | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9909                      | CUSIP: 3133AVAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      825057 | PA      | $701883.92      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3743                      | CUSIP: 3140J8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3664762 | PA      | $3530958.49     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08722                      | CUSIP: 3128MJYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      506443 | PA      | $472141.86      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-166 A2                  | CUSIP: 3137HHJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29750000 | PA      | $29769739.13    | 0.01%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9405                      | CUSIP: 3138ERNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2338792 | PA      | $2214389.02     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357705                      | CUSIP: 31376KKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114638 | PA      | $117887.89      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1283823.06     | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9604                      | CUSIP: 36179YU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24261914 | PA      | $24108799.77    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68885                      | CUSIP: 3128L02S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41122 | PA      | $43064.29       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7227                      | CUSIP: 3140XBA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14857868 | PA      | $14180745.47    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8973                      | CUSIP: 3617BC6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      257052 | PA      | $251636.73      | 0.00%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8502                      | CUSIP: 3132D6NT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7423955 | PA      | $6885016.62     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7505                      | CUSIP: 3138EQKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3140716 | PA      | $3031262.47     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15208                      | CUSIP: 3128MEAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172893 | PA      | $169094.48      | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1212797 | PA      | $1099683.59     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357969                      | CUSIP: 31376KT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      170661 | PA      | $173136.35      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3416                      | CUSIP: 3132A3YM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1702727 | PA      | $1618336.71     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     8800000 | PA      | $8854074.53     | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    20550000 | PA      | $18918928.60    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     3303000 | PA      | $3234349.19     | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    13325000 | PA      | $11231304.61    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1290                      | CUSIP: 3132DNNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1975841 | PA      | $1920968.29     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     7342000 | PA      | $7306533.28     | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 624084                      | CUSIP: 31389FJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13458 | PA      | $13744.40       | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                           | CMXS 2024-A A3                 | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1106679.31     | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5189                      | CUSIP: 3132DSXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16914140 | PA      | $17186393.60    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7453                      | CUSIP: 3140XBH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5352785 | PA      | $4932419.72     | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545120                      | CUSIP: 31385HSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2531 | PA      | $2657.39        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    30593000 | PA      | $29789000.30    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2026-A                                            | HART 2026-A A3                 | CUSIP: 448981AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17935000 | PA      | $17783400.83    | 0.00%             | 2031-02-18      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55027                      | CUSIP: 3132XXSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2828 | PA      | $2766.85        | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $799242.35      | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8629909.17     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                       | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5531140.72     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7542                      | CUSIP: 3140XBLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6513749 | PA      | $5897361.98     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    58157000 | PA      | $57023396.97    | 0.02%             | 2036-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7623829.15     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6810685.22     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   768517000 | PA      | $758970574.05   | 0.21%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12286085.81    | 0.00%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    14475000 | PA      | $7524223.87     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    29300000 | PA      | $30090335.04    | 0.01%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3015051.55     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                       | EART 2022-4A D                 | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256333 | PA      | $257725.79      | 0.00%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-4 Owner Trust                                        | HAROT 2025-4 A3                | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20250000 | PA      | $20145058.43    | 0.01%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $8796384.42     | 0.00%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724273                      | CUSIP: 3620AAT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      296076 | PA      | $301147.16      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4395000 | PA      | $4375775.56     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | KENNAMETAL INC                 | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $6645199.00     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888344                      | CUSIP: 31410F5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310252 | PA      | $314677.23      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO WTR TXB-BAB            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     5135000 | PA      | $5289469.02     | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5137                      | CUSIP: 3133KYV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1458660 | PA      | $1228462.05     | 0.00%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1237                      | CUSIP: 31418ALT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2488500 | PA      | $2412442.42     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3055216.16     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH#229          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    10000000 | PA      | $7236715.00     | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM8782                      | CUSIP: 3131Y3XK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      760214 | PA      | $744522.04      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20011104.50    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2007                      | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6589075 | PA      | $6278494.06     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4993000 | PA      | $4994348.03     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2164                      | CUSIP: 3617JEMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      576757 | PA      | $562984.34      | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7692                      | CUSIP: 3140E0RN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2954026 | PA      | $2755270.11     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF7439                      | CUSIP: 3140BYHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      889380 | PA      | $884956.26      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K741 A2                   | CUSIP: 3137FF3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23302767 | PA      | $22402532.25    | 0.01%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 945984                      | CUSIP: 31413HM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11842 | PA      | $12686.80       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 A5              | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400000 | PA      | $4804467.80     | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND          | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     3050000 | PA      | $3026476.27     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $13298500.70    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9305                      | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34952282 | PA      | $35402051.79    | 0.01%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    19500000 | PA      | $18852696.80    | 0.01%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    55186000 | PA      | $55658766.19    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8643499.89     | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4446529.63     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    11450000 | PA      | $11607186.28    | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26753                      | CUSIP: 31297EQE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4823 | PA      | $4965.89        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    27800000 | PA      | $27554443.25    | 0.01%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    20005000 | PA      | $20161779.27    | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     8850000 | PA      | $8599432.68     | 0.00%             | 2029-04-02      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2621                      | CUSIP: 3140GQ4F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      841660 | PA      | $824549.56      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4413                      | CUSIP: 3140J83X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6763178 | PA      | $6595519.07     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3165713.95     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    16450000 | PA      | $14685740.69    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $2815534.05     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3930879.29     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     7575000 | PA      | $4644951.56     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-V20 Mortgage Trust                                                | BMARK 2026-V20 AM              | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $4641998.00     | 0.00%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    36770000 | PA      | $37105015.22    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1508098.72     | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2273223.92     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    23048000 | PA      | $22623099.38    | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $7194955.29     | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888016                      | CUSIP: 31410FSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      331887 | PA      | $341595.67      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8106                      | CUSIP: 3132D6AF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32696372 | PA      | $29418442.70    | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5166                      | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14819245 | PA      | $13167814.73    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    10325000 | PA      | $10741071.32    | 0.00%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    89302000 | PA      | $86955880.61    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255411                      | CUSIP: 31371LVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306261 | PA      | $314692.92      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $8434083.91     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785016                      | CUSIP: 3622AAN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      674788 | PA      | $661929.34      | 0.00%             | 2034-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    16985000 | PA      | $14805866.84    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    29025000 | PA      | $29120925.79    | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     2325000 | PA      | $2373355.92     | 0.00%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3718000 | PA      | $2989331.01     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    20885000 | PA      | $19894538.06    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4129                      | CUSIP: 3140QPST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8261380 | PA      | $7990811.07     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-2 A                 | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    11480000 | PA      | $11834945.53    | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $9643561.79     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1896                      | CUSIP: 3138WPDA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80400 | PA      | $82597.15       | 0.00%             | 2041-12-01      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A D                 | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      369857 | PA      | $373817.63      | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3275000 | PA      | $2053773.79     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6871000 | PA      | $5418507.79     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0490                      | CUSIP: 3140XFRL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19083161 | PA      | $15350535.15    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    11385000 | PA      | $9710510.50     | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      225030 | PA      | $228873.25      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     4489000 | PA      | $2612254.57     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $12004195.73    | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    40343000 | PA      | $32239217.24    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7738                      | CUSIP: 31419JS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334784 | PA      | $339960.84      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    15550000 | PA      | $16160919.05    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8150717.40     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745230                      | CUSIP: 3620C04P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      258899 | PA      | $250008.00      | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    26435000 | PA      | $26163271.01    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    12680000 | PA      | $11787534.24    | 0.00%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955770                      | CUSIP: 31413UJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      134690 | PA      | $141014.24      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8142                      | CUSIP: 3140XQBL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43474959 | PA      | $43739991.52    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7209                      | CUSIP: 3133A2AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5400925 | PA      | $4951340.32     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2710343.45     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12920000 | PA      | $13675101.48    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A3                | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4050000 | PA      | $4057906.01     | 0.00%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02558                      | CUSIP: 3128M4E74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12096 | PA      | $12643.88       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1462254.77     | 0.00%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3181                      | CUSIP: 31418CRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3128775 | PA      | $3030634.56     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3293                      | CUSIP: 3142GTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30818534 | PA      | $31158095.90    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781319                      | CUSIP: 36225BPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9044 | PA      | $9278.04        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A3              | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1990000 | PA      | $1963318.08     | 0.00%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2727043.29     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13252854.39    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    26183000 | PA      | $18644573.46    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    23460000 | PA      | $23924945.06    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    13030000 | PA      | $11416738.70    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A4                | CUSIP: 58773DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2540132.50     | 0.00%             | 2031-04-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14172942 | PA      | $13284478.87    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37401                      | CUSIP: 31297TGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4943 | PA      | $5098.47        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7063011.45     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0062                      | CUSIP: 3140Q7B89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      874139 | PA      | $834302.06      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     9313000 | PA      | $9058263.11     | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4643                      | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6649142 | PA      | $6132582.15     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   944652100 | PA      | $537898187.55   | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | CHILDREN'S HS/DC               | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $2949865.86     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   826780000 | PA      | $813700084.10   | 0.22%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0762                      | CUSIP: 3138EGZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      259874 | PA      | $258589.83      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7936                      | CUSIP: 31417EZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      600338 | PA      | $550537.62      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2056                      | CUSIP: 3140HFJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3811269 | PA      | $3542843.11     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                      | MSBAM 2016-C29 A4              | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257947 | PA      | $255627.02      | 0.00%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82980                       | CUSIP: 36225FJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      214512 | PA      | $219046.92      | 0.00%             | 2041-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08545                      | CUSIP: 3128MJTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2520299 | PA      | $2372648.38     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    10084000 | PA      | $9537089.08     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13100000 | PA      | $8785290.93     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5841                      | CUSIP: 3140QRP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3677481 | PA      | $3688525.52     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    18414000 | PA      | $18832443.27    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9592000 | PA      | $8219742.93     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5016183.06     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5574                      | CUSIP: 3138A7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      923130 | PA      | $899798.16      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                                   | WFCM 2017-C42 A3               | CUSIP: 95001GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3076576 | PA      | $3029801.99     | 0.00%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7689                      | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1865223 | PA      | $1815473.01     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO2795                      | CUSIP: 3133WMC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3595044 | PA      | $3514985.30     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4306000 | PA      | $3382088.17     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    27834000 | PA      | $26010262.99    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6328                      | CUSIP: 3138WGA61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5162796 | PA      | $4813270.85     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7247                      | CUSIP: 3138Y9BR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95660 | PA      | $92160.80       | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8779                      | CUSIP: 3140QGXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43100079 | PA      | $35060388.17    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    17950000 | PA      | $17733565.24    | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15700000 | PA      | $12149672.83    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3255                      | CUSIP: 3142GTTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22563356 | PA      | $22854267.22    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    16120000 | PA      | $15361906.71    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                      | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13257945 | PA      | $12611787.23    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06566                      | CUSIP: 3128M8TX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      838349 | PA      | $876670.61      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A4                 | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1306743.49     | 0.00%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9940189.44     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4229376.20     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    29880000 | PA      | $29934098.00    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7040                      | CUSIP: 3140XNZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11910892 | PA      | $12553787.67    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $2492295.65     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03392                      | CUSIP: 3128M5C57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40321 | PA      | $42246.48       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    29200000 | PA      | $16996255.53    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3670579.10     | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7850000 | PA      | $7623949.58     | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1514 A2                 | CUSIP: 3137FQJZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10025000 | PA      | $8822125.31     | 0.00%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    63190000 | PA      | $56080461.03    | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    12720000 | PA      | $8155323.57     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      825000 | PA      | $812116.46      | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1578                      | CUSIP: 3140X4XG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3258861 | PA      | $3173336.88     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5639                      | CUSIP: 3140QRHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16652236 | PA      | $16530523.06    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENT PUGET SOUND               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1660000 | PA      | $1685333.76     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97217                      | CUSIP: 312946AS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2493330 | PA      | $2484880.77     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8206421.10     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    19255000 | PA      | $13152939.49    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18475                      | CUSIP: 3128MMQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      666410 | PA      | $656791.02      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8912407 | PA      | $8524913.23     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    50333000 | PA      | $40310921.45    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    17950000 | PA      | $14646218.66    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    10305000 | PA      | $9706561.29     | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842404                      | CUSIP: 31407V3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8982 | PA      | $9257.27        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2102 | PA      | $2183.37        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78534                      | CUSIP: 31288HPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5463 | PA      | $5613.57        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2026                                                      | JDOT 2026-A A3                 | CUSIP: 47787DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8880000 | PA      | $8827272.34     | 0.00%             | 2030-08-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8646000 | PA      | $7366194.25     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1353548500 | PA      | $1388761903.43  | 0.38%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                  | PINNACLE FINANCL               | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5404601.64     | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1606803.75     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    17555000 | PA      | $14362889.38    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     9241000 | PA      | $10104195.18    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    10150000 | PA      | $10281308.19    | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8494                      | CUSIP: 3140QUNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9987015 | PA      | $10214551.66    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $10309177.14    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2596                      | CUSIP: 31418B3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      911841 | PA      | $891258.67      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8438                      | CUSIP: 3132DWLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83285514 | PA      | $83767212.12    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21164946 | PA      | $20047561.62    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    20000000 | PA      | $20029935.40    | 0.01%             | 2036-07-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2534542.61     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $7839158.07     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4536355 | PA      | $4382744.01     | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1A1203                      | CUSIP: 3128NFKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70362 | PA      | $72385.67       | 0.00%             | 2037-01-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4337000 | PA      | $4005405.40     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5593313.03     | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2967                      | CUSIP: 3140X6JM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20675087 | PA      | $18623069.90    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     1070177 | PA      | $1075154.81     | 0.00%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18691                      | CUSIP: 3128MMXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2975673 | PA      | $2891257.42     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18601                      | CUSIP: 3128MMU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1694475 | PA      | $1658099.71     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8200                      | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63309564 | PA      | $53531649.02    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $3858360.14     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     8075000 | PA      | $6327340.38     | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8386                      | CUSIP: 3132DWJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8872180 | PA      | $9349160.50     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4521393.59     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    30808000 | PA      | $28068367.99    | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    23105000 | PA      | $22613772.11    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1149                      | CUSIP: 31416WH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      201840 | PA      | $204950.94      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8057                      | CUSIP: 3132D55S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4067829 | PA      | $3772527.25     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                   | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     3455000 | PA      | $3329377.18     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    40679000 | PA      | $38395506.28    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2979360.43     | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8288                      | CUSIP: 3140XCF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2492813 | PA      | $2318802.75     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     8007000 | PA      | $8117423.85     | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    20770000 | PA      | $21598737.43    | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5888510.12     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $7707629.17     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5273622.50     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887812                      | CUSIP: 31410FKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7803 | PA      | $8157.98        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5638448.71     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8108930.23     | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0483                      | CUSIP: 3618N5RD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32519777 | PA      | $31383509.51    | 0.01%             | 2055-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3530208.59     | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2981880.16     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7842                      | CUSIP: 3140XBWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1131798 | PA      | $1097025.53     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A3              | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $794848.09      | 0.00%             | 2054-09-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2161062.11     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A4                 | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      768000 | PA      | $777043.43      | 0.00%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    15203000 | PA      | $14985088.65    | 0.00%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0933                      | CUSIP: 3618N6BB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   160709783 | PA      | $147320681.39   | 0.04%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5547793 | PA      | $5298212.26     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6970000 | PA      | $6609388.60     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2988481.57     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357909                      | CUSIP: 31376KR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85584 | PA      | $88126.36       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      680000 | PA      | $608698.10      | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    26350000 | PA      | $25677085.14    | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    12039000 | PA      | $12000349.98    | 0.00%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7279                      | CUSIP: 3132A8CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1126140 | PA      | $1109824.61     | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4312982.49     | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78071                      | CUSIP: 31288G6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7929 | PA      | $8114.35        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7428 | PA      | $7730.40        | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                 | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4299443.50     | 0.00%             | 2036-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8030                      | CUSIP: 3140XB4Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14059115 | PA      | $13116811.12    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6412                      | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5276649 | PA      | $5188329.74     | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3439                      | CUSIP: 31418CZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      247957 | PA      | $246684.08      | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc                                                       | TRANSATLANTIC HL               | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $4979004.37     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4496                      | CUSIP: 31418D7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34839089 | PA      | $31319124.77    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     5525000 | PA      | $5554190.63     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1221540.33     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    14051000 | PA      | $10604682.80    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 A2                | CUSIP: 3136AY6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78983 | PA      | $78028.84       | 0.00%             | 2027-09-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1593                      | CUSIP: 31418NXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      570622 | PA      | $568331.95      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7595040 | PA      | $7265226.08     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    16400000 | PA      | $10596622.51    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $2976159.71     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    32537000 | PA      | $31971317.70    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    29200000 | PA      | $29791085.23    | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86968                      | CUSIP: 312933W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41691 | PA      | $41594.22       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   253494400 | PA      | $215440532.99   | 0.06%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    11380000 | PA      | $12425658.77    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    23366000 | PA      | $21859451.45    | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7735                      | CUSIP: 31417ESZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      997042 | PA      | $915828.77      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2646921.68     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888209                      | CUSIP: 31410FYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      802442 | PA      | $826037.98      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    43021000 | PA      | $39213657.82    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    15904000 | PA      | $13945552.93    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7009                      | CUSIP: 3138A8YF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212608 | PA      | $211638.62      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6746                      | CUSIP: 3138WGP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1052875 | PA      | $1030125.45     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535532                      | CUSIP: 31384V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1345 | PA      | $1412.23        | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5942                      | CUSIP: 3138WFS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49545 | PA      | $47593.16       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0859                      | CUSIP: 3140Q75V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1032701 | PA      | $959968.00      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7549                      | CUSIP: 3133KPL63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8126481 | PA      | $7677404.81     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4101837.09     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     6305000 | PA      | $5937604.27     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    14987000 | PA      | $14827520.66    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    27100000 | PA      | $27529239.83    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    27928000 | PA      | $27073528.73    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    19378000 | PA      | $14902431.68    | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6150                      | CUSIP: 3140XMZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11385411 | PA      | $11499471.28    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9468                      | CUSIP: 3140QVQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17706891 | PA      | $17594069.72    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5603373.64     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    10025000 | PA      | $10430507.96    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8463                      | CUSIP: 3132DWML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44978488 | PA      | $45866206.04    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10813175.51    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4593431.94     | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    10475000 | PA      | $6581749.31     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2145                      | CUSIP: 31418BL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1799137 | PA      | $1731599.99     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      580646 | PA      | $578084.25      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 A4                | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $427090.19      | 0.00%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     3254000 | PA      | $3218775.11     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3781882.21     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7461778.22     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0197                      | CUSIP: 3140XFGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21771049 | PA      | $16806877.51    | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    15015000 | PA      | $14260121.09    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                   | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    10511000 | PA      | $9439761.23     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     9525000 | PA      | $9573763.25     | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15949968.59    | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4220801.87     | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40879                      | CUSIP: 3128K06Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      149018 | PA      | $151371.80      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323031                      | CUSIP: 31374SY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         423 | PA      | $430.66         | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2946                      | CUSIP: 3140MGHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9732596 | PA      | $8584143.25     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1119                      | CUSIP: 3140X4G59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1146460 | PA      | $1119955.19     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      851042 | PA      | $821805.71      | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     4365000 | PA      | $4423252.09     | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    45625000 | PA      | $43812511.90    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00876                      | CUSIP: 3132GD6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      926955 | PA      | $923668.93      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6285                      | CUSIP: 3140X96X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3137276 | PA      | $2706167.84     | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1725                      | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6133882 | PA      | $5783418.02     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5748                      | CUSIP: 3140GUL62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118493 | PA      | $113092.89      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12920422.05    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8799                      | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    92461352 | PA      | $89815783.36    | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $7254269.13     | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AX9969                      | CUSIP: 36196NCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      199053 | PA      | $195543.50      | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2817                      | CUSIP: 31416YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193583 | PA      | $196578.25      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9218                      | CUSIP: 3140E2G47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4207629 | PA      | $3927070.03     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II               | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $851323.71      | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803857                      | CUSIP: 31406AB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6634 | PA      | $6821.56        | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $8076601.70     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2263855.13     | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    14500000 | PA      | $14677006.98    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K105 A2                   | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4600000 | PA      | $4237812.10     | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1164                      | CUSIP: 3140J5JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6834814 | PA      | $6374731.38     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2667000 | PA      | $2668277.04     | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1022725.36     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8364                      | CUSIP: 3132DWJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15583740 | PA      | $16163120.19    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    16846000 | PA      | $18011964.23    | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08497                      | CUSIP: 3128MJRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      368208 | PA      | $339115.50      | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4880000 | PA      | $4868036.12     | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   427824100 | PA      | $301565853.79   | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4546                      | CUSIP: 3140H6BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      408307 | PA      | $379549.74      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4822803.04     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    22966000 | PA      | $24257664.72    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8815239.82     | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3161704 | PA      | $3141179.30     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1833280.18     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2157000 | PA      | $2164745.82     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8275000 | PA      | $8207330.15     | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    18450000 | PA      | $19245399.64    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3209                      | CUSIP: 31418CR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6247006 | PA      | $5619177.92     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    13775000 | PA      | $14395945.30    | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0872                      | CUSIP: 36179M6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      242075 | PA      | $246788.04      | 0.00%             | 2043-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   814555000 | PA      | $817641397.77   | 0.22%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40869                      | CUSIP: 3128K06E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2859 | PA      | $2952.59        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78614                      | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43264 | PA      | $43978.38       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    28844000 | PA      | $29343544.71    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    12425000 | PA      | $12266912.94    | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    11689000 | PA      | $10118326.67    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    56135000 | PA      | $60518649.39    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5100                      | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21538937 | PA      | $18899208.85    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   149162875 | PA      | $126288390.46   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    27425000 | PA      | $30408234.83    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2648431.14     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    10142000 | PA      | $10310845.60    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    31832000 | PA      | $32054738.89    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3575                      | CUSIP: 3133KJ6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11861245 | PA      | $9696889.41     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      290598 | PA      | $281101.65      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    15000000 | PA      | $15275851.73    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5050                      | CUSIP: 3140X8TG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      976772 | PA      | $953156.14      | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 A5              | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     4375000 | PA      | $4316298.88     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7040                      | CUSIP: 31417DZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      221785 | PA      | $219200.37      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574353                      | CUSIP: 36200WBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1441 | PA      | $1496.77        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8513                      | CUSIP: 36185BN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      577804 | PA      | $552588.42      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M42 A2                | CUSIP: 3136BBN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63300000 | PA      | $56287936.17    | 0.02%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                   | WFCM 2021-C59 A5               | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4186448.01     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6370                      | CUSIP: 31418UCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      249167 | PA      | $248124.08      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04651                      | CUSIP: 3132GKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1354840 | PA      | $1323410.34     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762904                      | CUSIP: 36176DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      372647 | PA      | $370263.07      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A3                | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1502949.90     | 0.00%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    38748000 | PA      | $39385399.38    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      500548 | PA      | $488166.44      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $8356828.07     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                     | STATE ST BK & TR               | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    11995000 | PA      | $12175806.95    | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 6 4/26                    | CUSIP: 01F060444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39440000 | PA      | $40660175.00    | 0.01%             | 2026-04-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6217                      | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11111332 | PA      | $9590574.26     | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     9685000 | PA      | $7424282.38     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    31300000 | PA      | $31774376.07    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     9459000 | PA      | $9289725.79     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    16187000 | PA      | $14776065.73    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    28800000 | PA      | $27432209.79    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6152                      | CUSIP: 3140X9ZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4299774 | PA      | $4039634.91     | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6856000 | PA      | $6914601.68     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 A3                | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $751391.18      | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6973926.30     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M8 A2                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13342940 | PA      | $13204261.01    | 0.00%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K524 A2                   | CUSIP: 3137HDV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3048117.30     | 0.00%             | 2029-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $5885560.03     | 0.00%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6836423.91     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7911                      | CUSIP: 3128UGFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126651 | PA      | $131815.93      | 0.00%             | 2040-12-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06007                      | CUSIP: 3128M8AG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8272 | PA      | $8684.19        | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8233                      | CUSIP: 3132DWEE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24508264 | PA      | $24390401.68    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4267                      | CUSIP: 3132E0W40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22846522 | PA      | $23743651.93    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    11990000 | PA      | $10682249.12    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5281                        | CUSIP: 36202F2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      696042 | PA      | $691147.12      | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4160                      | CUSIP: 31418DTS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28452736 | PA      | $25264231.53    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    16869000 | PA      | $8901259.52     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A4                | CUSIP: 41285JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3450000 | PA      | $3470303.25     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $7656591.64     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7721845.69     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $12025443.35    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08672                      | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2814197 | PA      | $2707880.76     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6701                      | CUSIP: 3132DUNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7538804 | PA      | $7823055.85     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6715000 | PA      | $6635671.09     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     4930000 | PA      | $4999099.03     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     9675000 | PA      | $5945318.99     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6599                      | CUSIP: 3132DUKL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27804952 | PA      | $28276401.66    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    18354000 | PA      | $12664376.09    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     5430000 | PA      | $4524884.27     | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6147                      | CUSIP: 31419GZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61094 | PA      | $63847.16       | 0.00%             | 2040-10-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8402                      | CUSIP: 3133KQKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13108922 | PA      | $13054073.32    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4121                      | CUSIP: 31418DSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29233718 | PA      | $25957693.99    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10256474.35    | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5900000 | PA      | $3889393.61     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5019970.45     | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M25 A2                | CUSIP: 3136B7FC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6661082 | PA      | $6275292.35     | 0.00%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4821603.60     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1706                      | CUSIP: 3132DN3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6656283 | PA      | $6613871.62     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5290                      | CUSIP: 3140X82Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11627218 | PA      | $10458674.17    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    12884000 | PA      | $12800821.21    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02087                      | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24671 | PA      | $25454.77       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6306                      | CUSIP: 3133C7AF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59103059 | PA      | $58560250.75    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     7015000 | PA      | $6952980.61     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8772                      | CUSIP: 3138ETXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1385929 | PA      | $1272167.79     | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    23900000 | PA      | $23326080.66    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239          | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2300000 | PA      | $2193128.20     | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3600                        | CUSIP: 36202D7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1573 | PA      | $1642.97        | 0.00%             | 2034-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     8670000 | PA      | $6881223.60     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    32825000 | PA      | $32106056.54    | 0.01%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256527                      | CUSIP: 31371M4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57612 | PA      | $61762.61       | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     8063000 | PA      | $7179673.42     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    52765000 | PA      | $53821265.71    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 A3               | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2775570.03     | 0.00%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8277                      | CUSIP: 3132DWFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10875007 | PA      | $10999926.01    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2250                      | CUSIP: 3132DPQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30529965 | PA      | $29670803.15    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    12215000 | PA      | $11948752.86    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790828                      | CUSIP: 31405JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21421 | PA      | $22122.05       | 0.00%             | 2034-09-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02113                      | CUSIP: 3132GFK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38758 | PA      | $37834.44       | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4138303.25     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    20050000 | PA      | $16239536.99    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    19075000 | PA      | $16548038.86    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     8445000 | PA      | $8430662.00     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1293                      | CUSIP: 3140QLNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33426961 | PA      | $27390122.19    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14685000 | PA      | $13650295.07    | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $8204209.55     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                  | DROCK 2025-1 A                 | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-CBDO         | CORP              | US        |     7220000 | PA      | $7190321.47     | 0.00%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    14114000 | PA      | $14065212.82    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A3                | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3020990.10     | 0.00%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** VANGUARD BOND INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer